# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-26-013355
**Filing Date:** 2026-6
**Character Count:** 4261662
**Document Hash:** a0d48fd4a13f9567f32b7ed2f8c84b6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013355.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0002071691-26-013355

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20260618

**DATE AS OF CHANGE**: 20260618

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 261101656

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $81980419465.95

**Total Liabilities:** $37893215111.13

**Net Assets:** $44087204354.82

**Amount of Assets Invested in Other Investment Companies:** $254946814.68

**Cash Not Reported:** $155827379.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1810883.66000000 | **1-Year:** 468095.83000000 | **5-Year:** 3821879.90000000 | **10-Year:** 3255120.72000000 | **30-Year:** 1873502.56000000

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

- **3-Month:** 575184.41000000 | **1-Year:** 1665990.79000000 | **5-Year:** 6676654.16000000 | **10-Year:** 670616.79000000 | **30-Year:** -286063.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202265 | 0.10%                | 1.02%                | 0.79%                |
| Class ID C000202266 | 0.19%                | 1.21%                | 0.87%                |
| Class ID C000202267 | 0.19%                | 1.11%                | 0.88%                |
| Class ID C000202264 | 0.17%                | 1.08%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $196111829.88            | $-741043673.75                             |
| Month 2  | $109513755.26            | $477090889.77                              |
| Month 3  | $240355668.16            | $16228137.77                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $6117184.65     | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | 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      | $1393632.62     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bunge Finance Europe BV                                                          | Bunge Finance Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |      14156000 | PA      | $15801073.47    | 0.04%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                                         | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10430000 | PA      | $10696707.62    | 0.02%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     186365000 | PA      | $136308525.78   | 0.31%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                             | Carlyle Euro CLO DAC, Series 2021-2A, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295933.95      | 0.00%             | 2035-10-15      | Floating      | 4.28%                 | 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      | $533303.89      | 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      | $9117619.85     | 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      | $0.00           | 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      | $1251635.71     | 0.00%             | 2029-08-01      | Variable      | 9.71%                 | 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        |      39867239 | PA      | $39998318.36    | 0.09%             | 2055-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -100384012 | PA      | $-36010.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        100000 | PA      | $101478.01      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-824.58        | -0.00%            |  |  |  | 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        |       1523352 | PA      | $1508446.39     | 0.00%             | 2038-04-25      | Floating      | 8.02%                 | 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      | $1255593.52     | 0.00%             | 2049-06-25      | Floating      | 5.47%                 | 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        |       9800000 | PA      | $11210274.62    | 0.03%             | 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      | $3684389.79     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $127.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                           | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       7892000 | PA      | $7894280.79     | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       2988000 | PA      | $3051973.08     | 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        |       2648444 | PA      | $3110462.40     | 0.01%             | 2030-10-31      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     746938487 | PA      | $139718.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      12291492 | PA      | $16601448.28    | 0.04%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2023-50, Class AC                                           | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2166264 | PA      | $1952770.11     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8039347 | PA      | $8049391.31     | 0.02%             | 2040-12-09      | Floating      | 5.91%                 | 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        |        613000 | PA      | $672839.33      | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | 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      | $1961894.00     | 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      | $210948.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 00PC0UK74<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8778 | NC      | $-272118.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      52630000 | PA      | $368490.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3900000 | PA      | $4724381.68     | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telstra Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -660500 | NS      | $13754.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOC Hong Kong Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        363000 | NS      | $-96289.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       4074000 | PA      | $5040507.10     | 0.01%             | 2029-03-15      | 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      | $-73796.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                         | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       1177000 | PA      | $1128813.74     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                                                          | BBAM European CLO I DAC, Series 1X, Class AR                                                                                     | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5857177.54     | 0.01%             | 2034-07-22      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-1, Class B                                                                                | CUSIP: N/A<br>LEI: 724500CZD3S0GPKAZP67       | Long             | ABS-MBS          | CORP              | NL        |        740000 | PA      | $868940.35      | 0.00%             | 2058-07-28      | Floating      | 3.05%                 | 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      | $46386136.60    | 0.11%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29250000 | PA      | $-396644.48     | -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        |        577575 | PA      | $776777.20      | 0.00%             | 2036-12-15      | Floating      | 6.57%                 | 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      | $2778359.60     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-78, Class D                                                                | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51007763 | PA      | $8658307.57     | 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        |       7951000 | PA      | $8265030.15     | 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        |      10229000 | PA      | $10428659.85    | 0.02%             | 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        |       1134406 | PA      | $997823.18      | 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      | $27291807.78    | 0.06%             | 2037-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $16361822.42    | 0.04%             | 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        |     117631800 | PA      | $80479.42       | 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        |       2465203 | PA      | $2530693.22     | 0.01%             | 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      | $5010409.00     | 0.01%             | 2039-01-20      | Floating      | 5.56%                 | 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      | $-1802297.93    | -0.00%            | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                                | SEPLAT Energy plc                                                                                                                | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | NG        |        810000 | PA      | $831262.50      | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       1283000 | PA      | $1329665.28     | 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        |       1485000 | PA      | $1477073.22     | 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      | $91373.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Interpublic Group of Cos., Inc. (The)                                                                                            | CUSIP: 460690100<br>LEI: N/A                  | N/A              | DE               |  | US        |         58500 | NS      | $94770.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       2519000 | PA      | $2900493.17     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           700 | NC      | $3150.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F                                                 | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11123729 | PA      | $10512826.41    | 0.02%             | 2037-04-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31080000 | PA      | $7296.57        | 0.00%             |  |  |  | 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      | $472133.83      | 0.00%             | 2066-12-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      10255000 | PA      | $10274228.13    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutural WMABS                                                         | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A1                                                    | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        508449 | PA      | $157698.12      | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                                      | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4400000 | PA      | $5179716.05     | 0.01%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     117990000 | PA      | $-83035.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd.                                                              | Elmwood CLO 20 Ltd., Series 2022-7A, Class FR                                                                                    | CUSIP: 29002BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3350974.55     | 0.01%             | 2037-01-17      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tonies SE                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        196295 | NS      | $11523.01       | 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        |       1174819 | PA      | $1004500.94     | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10929000 | PA      | $11047353.09    | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp., 1st Lien Term Loan B6                                                                            | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7355087 | PA      | $7275431.41     | 0.02%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP                                         | Drawbridge Special Opportunities Fund LP                                                                                         | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4800000 | PA      | $4685180.59     | 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        |        380309 | PA      | $301581.55      | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Intuit, Inc.                                                                                                                     | CUSIP: 00PC5T9Q3<br>LEI: N/A                  | N/A              | DE               |  | US        |          -240 | NC      | $-280800.00     | -0.00%            |  |  |  | No            |                  1 | 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        |       4062750 | PA      | $3806347.63     | 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        |       5117000 | PA      | $5175287.75     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                                                                  | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2457631 | PA      | $1614938.63     | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Goldman Sachs International                                                                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | RA               | CORP              | GB        |       2664084 | PA      | $3127767.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                                            | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        678966 | PA      | $654546.93      | 0.00%             | 2034-07-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |      13707000 | PA      | $16839111.74    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      27530000 | PA      | $-31702.38      | -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      | $1725474.50     | 0.00%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        100000 | PA      | $100038.40      | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1492800 | NS      | $33593.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       3788000 | PA      | $3891196.48     | 0.01%             | 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        |        977330 | PA      | $910920.37      | 0.00%             | 2029-04-30      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6646.68        | 0.00%             |  |  |  | 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      | $7778140.25     | 0.02%             | 2038-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $42331.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Barratt Redrow plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -608500 | NS      | $-163141.22     | -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      | $133768.89      | 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        |       2538739 | PA      | $3429287.43     | 0.01%             | 2045-07-20      | Floating      | 5.07%                 | 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        |       9334000 | PA      | $9365968.95     | 0.02%             | 2038-07-20      | Floating      | 5.63%                 | 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        |       6603880 | PA      | $8887402.09     | 0.02%             | 2049-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Iron Mountain UK plc                                                             | Iron Mountain UK plc                                                                                                             | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |       3868000 | PA      | $5190555.40     | 0.01%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6847826 | PA      | $-98745.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                                   | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       1332000 | PA      | $1530759.31     | 0.00%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                                                       | Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR                                                                            | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |       1136607 | PA      | $1137309.68     | 0.00%             | 2031-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                          | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3902000 | PA      | $3908477.32     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E                                                | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13516000 | PA      | $13513801.62    | 0.03%             | 2039-11-09      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2515750 | PA      | $2515750.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |       6000000 | PA      | $5898000.00     | 0.01%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  290100000000 | PA      | $-77647.02      | -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        |      20618935 | PA      | $3495097.04     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                             | Bank of America N.A.                                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Short            | RA               | CORP              | US        |     -27440342 | PA      | $-27440342.25   | -0.06%            |  |  |  | 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      | $4556000.00     | 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      | $4542778.75     | 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      | $3882219.32     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      10935000 | PA      | $929100.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1.59          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NetEase, Inc.                                                                                                                    | CUSIP: 64110W102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $-2.84          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd.                                                           | Symphony CLO XXVI Ltd., Series 2021-26A, Class AR                                                                                | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1320826 | PA      | $1323121.13     | 0.00%             | 2033-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E                                                 | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5580000 | PA      | $4282437.40     | 0.01%             | 2036-07-15      | Floating      | 6.36%                 | 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        |       1829255 | PA      | $1800377.40     | 0.00%             | 2036-03-25      | Floating      | 4.73%                 | 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      | $132328833.13   | 0.30%             |  |  |  | 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      | $4056154.90     | 0.01%             | 2039-01-28      | Floating      | 6.68%                 | 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        |        700000 | PA      | $711550.00      | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3051000 | PA      | $-221147.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                                                         | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1862 | PA      | $1842.28        | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                          | Battalion CLO VIII Ltd., Series 2015-8A, Class A2R3                                                                              | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $10957306.80    | 0.02%             | 2030-07-18      | Floating      | 5.33%                 | 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        |      13593855 | PA      | $13703179.38    | 0.03%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                                  | AGL Energy Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       9370000 | PA      | $6196532.92     | 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      | $934621.77      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Largan Precision Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5000 | NS      | $2177.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Investments LLC                                                            | Prime Investments LLC                                                                                                            | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46039136 | PA      | $47249965.28    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  114018982608 | PA      | $555919.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -900 | NC      | $-117000.00     | -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      | $-8417.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hon Hai Precision Industry Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         82000 | NS      | $-716.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       2990000 | PA      | $2866751.00     | 0.01%             | 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        |        233424 | PA      | $190428.74      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | 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      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       2990000 | PA      | $3509398.96     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17160000 | PA      | $-9806.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Philip Morris International, Inc.                                                                                                | CUSIP: 718172109<br>LEI: N/A                  | N/A              | DE               |  | US        |          7200 | NS      | $-3744.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ServisFirst Bancshares, Inc.                                                                                                     | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24576 | NS      | $145981.44      | 0.00%             |  |  |  | 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      | $385200.01      | 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      | $3550660.40     | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2558987 | PA      | $2563783.47     | 0.01%             | 2041-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                               | SoFi Professional Loan Program LLC, Series 2018-A, Class B                                                                       | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |        999625 | PA      | $971745.54      | 0.00%             | 2042-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BIPROGY, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26700 | NS      | $69193.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10887697500 | PA      | $75781.39       | 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      | $512468.96      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Regions Financial Corp.                                                                                                          | CUSIP: 7591EP100<br>LEI: N/A                  | N/A              | DE               |  | US        |         56000 | NS      | $-5779.20       | -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        |       2621000 | PA      | $3325283.10     | 0.01%             | 2029-05-16      | 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      | $-95939.23      | -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        |        910694 | PA      | $911623.73      | 0.00%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2368240.31     | 0.01%             | 2032-05-15      | Floating      | 5.79%                 | 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      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           400 | NC      | $433000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestial Dynasty Ltd.                                                           | Celestial Dynasty Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |       8000000 | PA      | $8016000.00     | 0.02%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99854.86       | 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      | $60637.05       | 0.00%             | 2035-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      22900000 | PA      | $26088034.99    | 0.06%             | 2027-11-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                             | Trestles CLO IV Ltd., Series 2021-4A, Class A                                                                                    | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001666.00     | 0.00%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                             | Navient Private Education Loan Trust, Series 2015-AA, Class B                                                                    | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |      10722000 | PA      | $10487855.11    | 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      | $2151891.23     | 0.00%             | 2037-10-18      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        990000 | PA      | $914567.55      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Obara Group, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -103100 | NS      | $123599.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                       | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |      12340000 | PA      | $14385638.17    | 0.03%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class D                                                             | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |       1039000 | PA      | $1424575.70     | 0.00%             | 2055-08-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       2155000 | PA      | $2522369.53     | 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      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class SA                                                                         | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1224 | PA      | $1195.79        | 0.00%             | 2063-10-25      | 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      | $-86196.00      | -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        |       5978955 | PA      | $5925144.41     | 0.01%             | 2032-01-28      | Variable      | 8.16%                 | 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      | $39569195.23    | 0.09%             | 2055-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1308956 | PA      | $198001.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         75081 | NS      | $10053345.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2100000 | PA      | $6055.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                                            | Lending Funding Trust, Series 2020-2A, Class D                                                                                   | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        400000 | PA      | $400853.08      | 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      | $64798.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |        350000 | PA      | $371000.00      | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                     | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class BR3                                                                         | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $751222.73      | 0.00%             | 2039-04-15      | Floating      | 5.82%                 | 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        |       6073991 | PA      | $8205417.81     | 0.02%             | 2067-05-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                           | Oklahoma Capitol Improvement Authority, Series 2025A                                                                             | CUSIP: 678514EM8<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |      11225000 | PA      | $11956509.94    | 0.03%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3906788 | PA      | $3637864.22     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                           | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2890000 | PA      | $2778146.02     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       7953000 | PA      | $9634708.50     | 0.02%             | 2034-04-05      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Water & Sewer System, Series 2024A                                                                          | CUSIP: 59334DNX8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |      15010000 | PA      | $15770528.27    | 0.04%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KOSPI 200 Index                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      19300000 | NC      | $104848.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $4990803.05     | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -34300 | NS      | $52066.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-NQM8, Class M1                                                                                           | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1452500 | PA      | $1124376.91     | 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        |       3164897 | PA      | $3732550.11     | 0.01%             | 2049-08-13      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       6664000 | PA      | $7057822.41     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       1000000 | PA      | $1014494.00     | 0.00%             | 2033-11-10      | Variable      | 6.75%                 | 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      | $3011560.80     | 0.01%             | 2038-01-20      | Floating      | 5.65%                 | 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      | $1217768.78     | 0.00%             | 2056-05-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       1336393 | PA      | $1800573.45     | 0.00%             | 2055-06-14      | Floating      | 4.93%                 | 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      | $13188080.87    | 0.03%             | 2032-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 137.00000                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       7994000 | PA      | $111969.86      | 0.00%             |  |  |  | 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      | $1071681.25     | 0.00%             | 2037-10-15      | Floating      | 8.13%                 | 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      | $289692.51      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class B                                                                         | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1212123 | PA      | $1111585.41     | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |        963000 | PA      | $1011689.28     | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | 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        |      13967399 | PA      | $13841776.27    | 0.03%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                                     | Inspired Finco Holdings Ltd., 1st Lien Term Loan B6                                                                              | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4710899.10     | 0.01%             | 2031-02-28      | Variable      | 5.16%                 | 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        |       9104314 | PA      | $9176946.89     | 0.02%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                                                       | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8751000 | PA      | $8692113.65     | 0.02%             | 2036-08-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19260000 | PA      | $74821.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-ARIA, Class A                                                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        820000 | PA      | $819231.25      | 0.00%             | 2036-10-15      | Floating      | 5.16%                 | 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      | $189192.68      | 0.00%             | 2061-09-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      15000000 | NS      | $871264.43      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14020000 | PA      | $-8787.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3289000 | PA      | $3872657.26     | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                            | CUSIP: N/A<br>LEI: 549300XKJ91C4SZLG750       | Long             | DBT              | CORP              | PE        |        560000 | PA      | $580888.00      | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                          | Regatta VI Funding Ltd., Series 2016-1A, Class A1R3                                                                              | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      16150000 | PA      | $16129812.50    | 0.04%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |        865000 | PA      | $1032055.99     | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      15926000 | PA      | $15513566.29    | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       9157000 | PA      | $9543310.94     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hesai Group                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         66460 | NS      | $-70020.29      | -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        |         43446 | PA      | $39970.68       | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $-168403.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                                      | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-762592.46     | -0.00%            | 2043-11-01      | Fixed         | 5.14%                 | 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      | $-52815.29      | -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        |        921000 | PA      | $928193.01      | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | 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      | $2457270.87     | 0.01%             | 2037-10-22      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2024-A, Class A                                                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7128000 | PA      | $7160517.94     | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8586000000 | PA      | $424000.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class D                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |        429000 | PA      | $578652.60      | 0.00%             | 2056-09-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     782948684 | PA      | $-20433227.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXXVI                                                                 | Apidos CLO XXXVI, Series 2021-36A, Class B                                                                                       | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |       1320000 | PA      | $1323458.53     | 0.00%             | 2034-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       7900000 | PA      | $10912284.78    | 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      | $1059401.05     | 0.00%             | 2040-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2103751 | PA      | $2430.40        | 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      | $1301300.13     | 0.00%             | 2032-10-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                             | Port of Beaumont Navigation District, Series 2024B                                                                               | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      10535000 | PA      | $10590132.08    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       6309000 | PA      | $7613964.19     | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | 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      | $528790.02      | 0.00%             | 2034-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                                      | Cedacri SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       4182000 | PA      | $4960263.24     | 0.01%             | 2028-05-15      | Floating      | 7.54%                 | 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      | $4726302.64     | 0.01%             | 2038-10-21      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        230000 | PA      | $234723.97      | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $68886.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                                | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |        658000 | PA      | $672533.03      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aeon Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -170000 | NS      | $-17171.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    5940160000 | PA      | $103479434.57   | 0.23%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                        | Pluxee NV                                                                                                                        | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      36700000 | PA      | $43667163.68    | 0.10%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MGM Resorts International                                                                                                        | CUSIP: 552953101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         33700 | NS      | $5729.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class BRR                                                                                         | CUSIP: 55320RAJ6<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |        207536 | PA      | $207362.18      | 0.00%             | 2028-10-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9155935192 | PA      | $18129.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-HB14, Class M3                                                                                             | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       1360208 | PA      | $1293707.84     | 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        |      15281000 | PA      | $11147489.50    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A6                                       | CUSIP: 93934FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        574360 | PA      | $429718.18      | 0.00%             | 2035-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |        293000 | PA      | $304353.75      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: 03027XBU3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |        401000 | PA      | $424314.06      | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WinWater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust, Series 2014-3, Class B5                                                                            | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       1651315 | PA      | $1207698.59     | 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      | $2331221.77     | 0.01%             | 2053-12-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series NC6                                                                                                              | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5235000 | PA      | $6021934.09     | 0.01%             | 2027-02-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wise plc, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -76400 | NS      | $31078.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     708424751 | PA      | $-7851.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       7101000 | PA      | $5971544.05     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      29440000 | PA      | $24310055.86    | 0.06%             | 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      | $13360689.00    | 0.03%             | 2038-10-20      | Floating      | 0.00%                 | 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        |       6332218 | PA      | $6475723.67     | 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      | $6640434.67     | 0.02%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                                | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |       1931145 | PA      | $1654991.65     | 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      | $220052.82      | 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      | $8108787.99     | 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      | $53.32          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Synnex Technology International Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -141110 | NS      | $-8265.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                                            | Gestamp Automocion SA                                                                                                            | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |       4440000 | PA      | $5233382.23     | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |        956000 | PA      | $516480.25      | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | General Mills, Inc.                                                                                                              | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               |  | US        |         72600 | NS      | $88716.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     472000000 | PA      | $-2799407.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16095692636 | PA      | $1677540.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9841000 | PA      | $10374982.50    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd.                                                               | Romark CLO II Ltd., Series 2018-2A, Class A1R                                                                                    | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7751471 | PA      | $7755588.33     | 0.02%             | 2031-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                               | Neon Payments Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         28089 | NS      | $11179141.11    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-LC19, Class B                                                                             | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        623597 | PA      | $611124.82      | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                         | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       2786000 | PA      | $2586451.08     | 0.01%             | 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        |        700000 | PA      | $832466.26      | 0.00%             | 2042-10-27      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        638000 | PA      | $637850.26      | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18687000 | PA      | $19521281.12    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         57478 | NS      | $5923682.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1658 | NC      | $-140930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                            | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                                                                 | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      10114000 | PA      | $10119422.12    | 0.02%             | 2038-01-25      | Floating      | 5.50%                 | 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        |      10037000 | PA      | $13950845.35    | 0.03%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                           | OCS Group Holding Ltd., Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2285714 | PA      | $3066371.61     | 0.01%             | 2031-11-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nippon Shinyaku Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         49700 | NS      | $-13257.20      | -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        |       1238814 | PA      | $1018075.32     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nomura Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        166300 | NS      | $193.60         | 0.00%             |  |  |  | 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        |       1861972 | PA      | $226594.76      | 0.00%             | 2051-09-16      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEIJI Holdings Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -69500 | NS      | $40506.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          8100 | NS      | $30942.00       | 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      | $2009000.00     | 0.00%             | 2037-07-18      | Floating      | 5.78%                 | 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        |       3625226 | PA      | $3719663.07     | 0.01%             | 2028-11-06      | Variable      | 7.21%                 | 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        |        389025 | PA      | $390160.95      | 0.00%             | 2031-10-16      | Variable      | 7.83%                 | No            |                  2 | 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      | $1453263.62     | 0.00%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $16855495.68    | 0.04%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       1359000 | PA      | $1472204.70     | 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        |       1667000 | PA      | $1542617.96     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       1403500 | PA      | $-197278.70     | -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      | $-32283.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        338000 | PA      | $349048.88      | 0.00%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 2 Ltd.                                                  | Anchorage Credit Funding 2 Ltd., Series 2015-2A, Class ARV                                                                       | CUSIP: 03329LAS0<br>LEI: 549300A5WKMO0YA6UL92 | Long             | ABS-CBDO         | CORP              | KY        |      12160000 | PA      | $11974438.40    | 0.03%             | 2038-04-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                         | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       2318102 | PA      | $1678305.56     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Salesforce, Inc.                                                                                                                 | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7700 | NS      | $-94474.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                             | Evonik Industries AG                                                                                                             | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        210885 | NS      | $3667096.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class M1                                                                                | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4577700 | PA      | $3994170.51     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A                                            | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1695636 | PA      | $1416936.96     | 0.00%             | 2047-06-25      | 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      | $298.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10770000 | PA      | $27680.92       | 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      | $2431329.43     | 0.01%             | 2061-02-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Calbee, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         79500 | NS      | $-53349.12      | -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      | $-347200.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class CR                                                                               | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004410.00     | 0.00%             | 2031-07-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       1650000 | PA      | $1707383.70     | 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        |        638235 | PA      | $759229.23      | 0.00%             | 2043-01-26      | Floating      | 3.97%                 | 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      | $1622472.78     | 0.00%             | 2067-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         48418 | NS      | $8243648.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                                | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1353376 | PA      | $1351636.32     | 0.00%             | 2036-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CENT                                                                             | CENT, Series 2025-CITY, Class A                                                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12691000 | PA      | $12834539.02    | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEB SA                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -22000 | NS      | $-33209.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Enbridge, Inc.                                                                                                                   | CUSIP: 29250N105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -42400 | NS      | $-65315.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       4473000 | PA      | $4406164.34     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       1925000 | PA      | $1963507.70     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        506000 | PA      | $587920.89      | 0.00%             | 2037-02-26      | Fixed         | 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      | $9384.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      11708000 | PA      | $7334181.24     | 0.02%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 10 Ltd.                                                 | Anchorage Credit Funding 10 Ltd., Series 2020-10A, Class AV                                                                      | CUSIP: 03332AAA8<br>LEI: 549300FU018PJDVE5C16 | Long             | ABS-CBDO         | CORP              | KY        |      23350000 | PA      | $22873391.48    | 0.05%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1707.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                      | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       3552000 | PA      | $3690346.85     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9090909 | PA      | $-102820.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., 1st Lien Term Loan B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4421688 | PA      | $5092336.38     | 0.01%             | 2029-03-01      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Johnson County Unified School District No. 231 Gardner - Edgerton                | Johnson County Unified School District No. 231 Gardner - Edgerton, Series 2025                                                   | CUSIP: 478710YV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5010000 | PA      | $5260963.27     | 0.01%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        422492 | PA      | $374556.23      | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | 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      | $15675000.00    | 0.04%             | 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        |    8702172265 | PA      | $-272294.76     | -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        |      21807477 | PA      | $21769314.36    | 0.05%             | 2030-08-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2139000.00     | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1231206 | PA      | $113484.80      | 0.00%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                          | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                                                                | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      39040000 | PA      | $39164928.00    | 0.09%             | 2037-07-17      | Floating      | 5.72%                 | 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        |       1709249 | PA      | $1731661.03     | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      21800000 | PA      | $25985754.66    | 0.06%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       5680000 | PA      | $4407.28        | 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      | $2645477.62     | 0.01%             | 2039-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Quanta Computer, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -697000 | NS      | $-234782.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1264.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ackermans & van Haaren NV                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12400 | NS      | $-156556.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                       | Continuum Energy Pte. Ltd.                                                                                                       | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |       7575731 | PA      | $7575731.00     | 0.02%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Tokyo Electron Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1400 | NS      | $30344.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        630552 | PA      | $98716.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc., Class A                                                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         38256 | NS      | $18759977.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                               | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        800000 | PA      | $797151.42      | 0.00%             | 2027-10-01      | 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      | $-36997.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       6838000 | PA      | $5614744.77     | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                                 | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4709579 | PA      | $4231057.79     | 0.01%             | 2036-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                                                        | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        974619 | PA      | $972182.74      | 0.00%             | 2029-12-13      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                        | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1                                                               | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       3357000 | PA      | $3355992.90     | 0.01%             | 2045-04-11      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       1606000 | PA      | $1481133.50     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4573350.51     | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                             | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1346441 | PA      | $1346440.51     | 0.00%             | 2032-01-16      | Variable      | 7.25%                 | 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      | $2.04           | 0.00%             | 2046-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sandoz Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26700 | NS      | $-8986.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     188252500 | PA      | $-106986.49     | -0.00%            |  |  |  | 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      | $2784796.39     | 0.01%             | 2037-07-23      | Floating      | 5.68%                 | 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      | $11275621.88    | 0.03%             | 2028-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $25529645.10    | 0.06%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8461979669 | PA      | $30183443.38    | 0.07%             |  |  |  | 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      | $-109111.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1448.46        | 0.00%             |  |  |  | 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      | $3824149.01     | 0.01%             | 2033-04-15      | Floating      | 5.12%                 | 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      | $2320590.72     | 0.01%             | 2034-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                          | Garfunkelux Holdco 4 SA                                                                                                          | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |       2107584 | PA      | $259812.94      | 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      | $-140471.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                                   | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      11123000 | PA      | $12486095.08    | 0.03%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      61740000 | PA      | $-619696.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2022-1X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |       1168516 | PA      | $1572853.57     | 0.00%             | 2063-12-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                  | KFC Holding Co.                                                                                                                  | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |        570000 | PA      | $567987.44      | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        276800 | NS      | $-25768.92      | -0.00%            |  |  |  | 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      | $2127539.91     | 0.00%             | 2039-12-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       1408000 | PA      | $1434266.24     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      10527000 | PA      | $11174821.05    | 0.03%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       2784000 | PA      | $3273968.65     | 0.01%             | 2029-02-01      | Floating      | 6.29%                 | 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      | $16333931.25    | 0.04%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |       7465000 | PA      | $424662.41      | 0.00%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $60253.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                                           | Lion Finance Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         11501 | NS      | $1186124.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1645963 | PA      | $2213655.02     | 0.01%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62462800 | PA      | $13094736.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       3663747 | PA      | $4942219.69     | 0.01%             | 2035-02-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Temenos AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -12400 | NS      | $-3994.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORL Trust                                                                        | ORL Trust, Series 2024-GLKS, Class A                                                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8070000 | PA      | $8072521.88     | 0.02%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-117351.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-NPL1, Class A1                                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23639880 | PA      | $23668647.18    | 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      | $2383006.25     | 0.01%             | 2030-10-10      | Variable      | 6.66%                 | 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      | $908383.50      | 0.00%             | 2037-10-22      | Floating      | 7.33%                 | 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        |      15164053 | PA      | $15164053.36    | 0.03%             | 2040-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 700H                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       7000000 | PA      | $7277868.29     | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                             | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2349000 | PA      | $2846332.47     | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1658 | NC      | $479162.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        300000 | PA      | $311518.65      | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       1428000 | PA      | $1072370.88     | 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      | $-7512072.56    | -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        |        185000 | PA      | $184470.23      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            21 | NC      | $-50356.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Short            | DBT              | CORP              | GB        |       -300000 | PA      | $-295090.27     | -0.00%            | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                       | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class D1R                                                                           | CUSIP: 09630KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $251102.00      | 0.00%             | 2034-07-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3402000 | PA      | $3404013.00     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       2155000 | PA      | $2146397.67     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | 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        |       4976000 | PA      | $5893147.88     | 0.01%             | 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        |     429549000 | PA      | $9526793.42     | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | 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      | $28181.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2890000000 | PA      | $15700.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      10043000 | PA      | $2219503.00     | 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        |       1975502 | PA      | $1439492.45     | 0.00%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       2300000 | PA      | $2716870.63     | 0.01%             | 2034-10-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                              | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3529687.40     | 0.01%             | 2031-08-22      | Variable      | 5.03%                 | 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        |        997500 | PA      | $996163.35      | 0.00%             | 2031-07-23      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1482000 | PA      | $1512627.01     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995500 | PA      | $-2938.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                        | AIMCO CLO, Series 2018-AA, Class AR                                                                                              | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3505000 | PA      | $3518631.65     | 0.01%             | 2037-10-17      | Floating      | 5.63%                 | 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      | $19564390.38    | 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      | $14146.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PC2FNL1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1000 | NC      | $-101500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Lenovo Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        728000 | NS      | $68686.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      18000000 | PA      | $18414000.00    | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $8088215.77     | 0.02%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2168994.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       1129000 | PA      | $1095669.66     | 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        |      98856350 | PA      | $108952916.57   | 0.25%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd.                                                        | Maranon Loan Funding Ltd., Series 2020-1A, Class A                                                                               | CUSIP: 56577GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1537294 | PA      | $1543924.24     | 0.00%             | 2034-01-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                                                                        | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      10356000 | PA      | $12605728.45    | 0.03%             | 2029-05-01      | 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      | $-138644.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Costco Wholesale Corp.                                                                                                           | CUSIP: 22160K105<br>LEI: N/A                  | N/A              | DE               |  | US        |          2800 | NS      | $-126538.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       9204177 | PA      | $9204177.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      12503000 | PA      | $10921976.77    | 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        |       1212000 | PA      | $1424368.71     | 0.00%             | 2041-12-23      | Floating      | 3.17%                 | 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      | $70725372.06    | 0.16%             | 2026-12-22      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment                                                            | Banijay Entertainment SAS, 1st Lien Term Loan B3                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4718225.18     | 0.01%             | 2028-03-01      | Variable      | 5.19%                 | 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      | $196632.28      | 0.00%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -203278000 | PA      | $-138425.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus International Group LLC                                                    | Janus International Group LLC, 1st Lien Term Loan B                                                                              | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |        991921 | PA      | $993041.88      | 0.00%             | 2030-08-05      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       3678000 | PA      | $4453382.32     | 0.01%             | 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        |       4137000 | PA      | $4310257.56     | 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      | $2277592.98     | 0.01%             | 2055-06-14      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | InterContinental Hotels Group plc                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11300 | NS      | $31485.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bechtle AG                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29800 | NS      | $-31518.27      | -0.00%            |  |  |  | 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        |       6476000 | PA      | $6777931.91     | 0.02%             | 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      | $2005209.20     | 0.00%             | 2035-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                                                           | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25113852 | PA      | $25013490.49    | 0.06%             | 2033-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5018000 | PA      | $5742221.28     | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | 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      | $7023065.64     | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| KKR CLO 58 Ltd.                                                                  | KKR CLO 58 Ltd., Series 2025-58A, Class A1                                                                                       | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14700000 | PA      | $14733075.00    | 0.03%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                       | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |        497500 | PA      | $496490.08      | 0.00%             | 2030-12-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3028859.67     | 0.01%             | 2031-06-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                    | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2320000 | PA      | $2195300.00     | 0.00%             | 2026-05-15      | Floating      | 5.56%                 | 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      | $1581518.78     | 0.00%             | 2046-06-25      | Variable      | 3.85%                 | 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      | $690100.00      | 0.00%             | 2042-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                            | Core Scientific, Inc.                                                                                                            | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       1192074 | NS      | $21385807.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |        565152 | PA      | $670455.53      | 0.00%             | 2034-03-21      | Floating      | 3.83%                 | 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      | $43993.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -492850000 | PA      | $-971783.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICG plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         61300 | NS      | $34051.03       | 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        |      18228468 | PA      | $17933166.42    | 0.04%             | 2028-04-23      | Variable      | 11.88%                | 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        |       5970000 | PA      | $5973223.80     | 0.01%             | 2032-01-27      | Variable      | 6.91%                 | 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        |        267264 | PA      | $267542.46      | 0.00%             | 2031-10-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-462893.51     | -0.00%            | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Keppel REIT                                                                      | Keppel REIT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |       8250000 | PA      | $6537287.34     | 0.01%             | 2028-08-11      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6685000 | PA      | $-552609.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       3313000 | PA      | $3612546.10     | 0.01%             | 2031-04-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    5182500000 | PA      | $8455153.56     | 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        |       1574421 | PA      | $1395217.18     | 0.00%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Railway Group Ltd., Class H                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1489000 | NS      | $-17678.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kirin Holdings Co. Ltd.                                                                                                          | CUSIP: 497350108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24500 | NS      | $-2782.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1275984 | PA      | $146472.67      | 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      | $294981.59      | 0.00%             | 2033-04-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                                             | Galaxy XXVI CLO Ltd., Series 2018-26A, Class AR                                                                                  | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        443772 | PA      | $443853.36      | 0.00%             | 2031-11-22      | Floating      | 5.37%                 | 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      | $194194.70      | 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      | $-5243872.86    | -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      | $818136.62      | 0.00%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        113302 | NS      | $8206463.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $163244.89      | 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      | $3598806.71     | 0.01%             | 2036-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | Unibail-Rodamco-Westfield SE                                                                                                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14906871.03    | 0.03%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -804008000 | PA      | $-256010.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        565000 | PA      | $568741.94      | 0.00%             | 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      | $618166.16      | 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      | $8112.00        | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class SUBR                                                                      | CUSIP: 001011AJ4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $4616895.75     | 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      | $851651.30      | 0.00%             | 2034-10-22      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       1648000 | PA      | $1869855.58     | 0.00%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                    | Magellan Capital Holdings plc                                                                                                    | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |       5621000 | PA      | $5683336.89     | 0.01%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GSK plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         53400 | NS      | $61363.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $788449.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                             | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        537000 | PA      | $536815.39      | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ConocoPhillips                                                                                                                   | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -11900 | NS      | $-28137.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                                | SC Germany SA Compartment Leasing, Series 2023-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        605786 | PA      | $720097.34      | 0.00%             | 2032-12-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        628000 | PA      | $472887.97      | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       2159000 | PA      | $2190812.87     | 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        |      20170000 | PA      | $36102394.54    | 0.08%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      75552000 | PA      | $19347747.53    | 0.04%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 plc                                                     | Tesco Property Finance 1 plc                                                                                                     | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |       2663546 | PA      | $3994425.49     | 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        |        125439 | NS      | $23404408.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |        990000 | PA      | $987831.90      | 0.00%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       5365000 | PA      | $5621495.29     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-59, Class 1A1                                                                                | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1131212 | PA      | $1096227.21     | 0.00%             | 2035-11-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                   | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |       8378000 | PA      | $10180321.05    | 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        |       4551000 | PA      | $5505467.03     | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1195.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2021-VFN1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      34236240 | PA      | $24255985.46    | 0.06%             | 2028-08-28      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                  | Great Lakes Dredge & Dock Corp.                                                                                                  | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |      -8696000 | PA      | $-8425624.84    | -0.02%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         99625 | PA      | $99625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Colorado Springs Utilities System                                        | City of Colorado Springs Utilities System, Series 2025A                                                                          | CUSIP: 1966328C0<br>LEI: 2549003N3PXBHQH2V448 | Long             | DBT              | MUN               | US        |      12595000 | PA      | $13443845.08    | 0.03%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       2772000 | PA      | $2464603.16     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                                 | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      15000000 | PA      | $15039375.00    | 0.03%             | 2037-10-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       6100000 | PA      | $46264.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        694000 | PA      | $657673.11      | 0.00%             | 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      | $2220326.65     | 0.01%             | 2031-05-01      | Fixed         | 8.20%                 | 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      | $-578871.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Quinta Resort                                                                 | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750000 | PA      | $5750000.00     | 0.01%             | 2025-12-09      | Variable      | 7.14%                 | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         56673 | NS      | $12443690.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       8346000 | PA      | $9086483.83     | 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        |       1642000 | PA      | $1632148.00     | 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      | $12671400.00    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      15341000 | PA      | $17647016.73    | 0.04%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |      -9970000 | PA      | $-10347307.37   | -0.02%            | 2030-04-30      | Fixed         | 8.38%                 | 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        |       1527000 | PA      | $1533352.32     | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-317490.12     | -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 2017-3, Class BIO               | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6690725 | PA      | $762189.32      | 0.00%             | 2056-07-25      | Variable      | 1.46%                 | 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        |       7566044 | PA      | $7613402.33     | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                                                   | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       9274836 | NS      | $55185274.20    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        875000 | PA      | $886547.81      | 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      | $4463457.73     | 0.01%             | 2033-07-15      | Floating      | 5.47%                 | 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      | $7206370.54     | 0.02%             | 2050-10-01      | 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      | $-226339.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               |  | US        |         24900 | NS      | $-80538.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5385.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        547000 | PA      | $573338.05      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Delamare Cards MTN Issuer plc                                                    | Delamare Cards MTN Issuer plc, Series 2023-1, Class A1                                                                           | CUSIP: N/A<br>LEI: 635400IAJKM25WRCSE95       | Long             | ABS-O            | CORP              | GB        |       3454000 | PA      | $4653218.75     | 0.01%             | 2031-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $18855.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                  | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                                                        | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4734000 | PA      | $4752124.12     | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-713196.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 9845006BC9D1A77B8178       | Long             | DBT              | CORP              | GB        |       3908000 | PA      | $4709053.29     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                  | ICG US CLO Ltd., Series 2014-2A, Class BRR                                                                                       | CUSIP: 44929BAY7<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2747277.50     | 0.01%             | 2031-01-15      | Floating      | 6.03%                 | 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        |       2598528 | PA      | $2377696.40     | 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        |        277000 | PA      | $283380.42      | 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      | $2726848.19     | 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      | $-17758.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      10000000 | PA      | $10887500.00    | 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      | $1341769.30     | 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        |       5600000 | PA      | $5603608.30     | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     987783000 | PA      | $-521212.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                           | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       2119000 | PA      | $2118488.90     | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-2A, Class A1R                                                                                         | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         72215 | PA      | $72241.93       | 0.00%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                             | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |        516000 | PA      | $508791.33      | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       4458000 | PA      | $5255311.14     | 0.01%             | 2040-12-28      | Floating      | 2.90%                 | 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      | $2280420.64     | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      33920000 | PA      | $8023528.76     | 0.02%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      27630000 | PA      | $22997.49       | 0.00%             |  |  |  | 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        |       3750000 | PA      | $3757125.00     | 0.01%             | 2038-10-21      | Floating      | 5.19%                 | 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      | $4127200.00     | 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      | $131186.96      | 0.00%             | 2062-09-18      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240652083 | PA      | $-1593.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                                | Hilton Garden Inn, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29100000 | PA      | $28757880.03    | 0.07%             | 2038-01-01      | Variable      | 7.64%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                                 | Proofpoint, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |       7445297 | PA      | $7464729.61     | 0.02%             | 2028-08-31      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                            | Thunder Logistics DAC, Series 2024-1X, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |        921214 | PA      | $1079936.64     | 0.00%             | 2036-11-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia, Series 2022A                                                                                                   | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7890000 | PA      | $7915790.34     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       1123000 | PA      | $1017297.63     | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CoStar Group, Inc.                                                                                                               | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10100 | NS      | $19594.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       2631000 | PA      | $2723100.79     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |      47372155 | PA      | $2254293.98     | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -297922500 | PA      | $-4974.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                                       | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12958149 | PA      | $4607890.67     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       5351000 | PA      | $5380464.91     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EXEO Group, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        116800 | NS      | $-67242.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       5892110 | PA      | $4391099.69     | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       2998000 | PA      | $3536168.03     | 0.01%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       1377000 | PA      | $1362999.49     | 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        |       -624500 | NS      | $30988.38       | 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      | $6180576.04     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1500 | NC      | $-164062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $184770.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17865000 | PA      | $1017951.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                                  | Great Lakes Water Authority Water Supply System, Series 2025C                                                                    | CUSIP: 39081JJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4175000 | PA      | $4405787.62     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                              | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                                                                  | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |       8650000 | PA      | $8671920.83     | 0.02%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        543750 | PA      | $543750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                         | Sea Ltd., Class A                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |          5842 | NS      | $1044140.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6101000 | PA      | $-28877.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       2434000 | PA      | $2366487.41     | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      27300000 | PA      | $6772942.85     | 0.02%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     464406400 | PA      | $2404536.54     | 0.01%             |  |  |  | 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      | $1618022.36     | 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        |       4190847 | PA      | $2699044.46     | 0.01%             | 2036-10-25      | Floating      | 4.51%                 | 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      | $6445522.50     | 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        |       2986132 | PA      | $2882124.28     | 0.01%             | 2051-06-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      15024157 | PA      | $81665011.96    | 0.19%             | 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        |       6540799 | PA      | $6483982.82     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seagate Technology Holdings plc                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4800 | NS      | $-32304.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       1364000 | PA      | $1429472.00     | 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      | $-1600087.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2472440 | PA      | $4543.36        | 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      | $2952191.45     | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Eurofins Scientific SE                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -14500 | NS      | $9568.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2019-2A, Class BR2                                                                               | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1149770.00     | 0.00%             | 2032-08-20      | 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      | $-85710.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      11287000 | PA      | $13193063.22    | 0.03%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       3379000 | PA      | $3779926.64     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                      | Astra International Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |       2515200 | NS      | $872275.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                                                            | Battalion CLO XV Ltd., Series 2020-15A, Class A1RR                                                                               | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      22353605 | PA      | $22344457.78    | 0.05%             | 2033-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       5900000 | PA      | $4360545.21     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | 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      | $19479240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        684000 | PA      | $708911.28      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Davide Campari-Milano NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -152631 | NS      | $105616.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $37600.54       | 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      | $1387411.53     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                                | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       1764000 | PA      | $1808338.14     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2022-2, Class B1                                                                           | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4811000 | PA      | $4738731.08     | 0.01%             | 2062-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-88817.01      | -0.00%            | 2031-10-24      | Variable      | 1.92%                 | 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      | $14459.11       | 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      | $250000.00      | 0.00%             | 2035-04-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |        490000 | PA      | $502470.50      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Ireland Ltd.                                                        | Virgin Media Ireland Ltd., Facility 1st Lien Term Loan B1                                                                        | CUSIP: G9463MAB1<br>LEI: 213800K1R3GMY77CNR32 | Long             | LON              | CORP              | IE        |       2000000 | PA      | $2322951.85     | 0.01%             | 2029-07-13      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       9700000 | PA      | $10285717.93    | 0.02%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                             | SoFi Professional Loan Program Trust, Series 2020-A, Class BFX                                                                   | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        789000 | PA      | $694983.08      | 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      | $-163290.58     | -0.00%            | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      90620000 | PA      | $-115275.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -1118 | NC      | $-82693.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |        855000 | PA      | $812127.40      | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |        547000 | PA      | $573152.07      | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |        506000 | PA      | $603722.93      | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       2870000 | PA      | $2844887.50     | 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        |         70068 | NS      | $1020291.10     | 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        |        682081 | PA      | $601995.42      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | New York Community Bancorp, Inc.                                                                                                 | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |        875616 | NS      | $-1164569.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                                                                          | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |         50508 | NS      | $546432.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       3826000 | PA      | $4033369.20     | 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      | $1072183.74     | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |        982000 | PA      | $1150011.74     | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class C                                                                                        | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2991095.40     | 0.01%             | 2031-01-20      | Floating      | 7.19%                 | 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      | $11277045.25    | 0.03%             | 2037-11-23      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2023-3A, Class ER                                                                                     | CUSIP: 70019BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1996250.40     | 0.00%             | 2038-04-20      | Floating      | 11.25%                | 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      | $125860.99      | 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      | $6636.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       3507000 | PA      | $4286839.90     | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       8393817 | PA      | $7029821.74     | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        280000 | PA      | $277241.92      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RPI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      71460000 | PA      | $152756.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       2473000 | PA      | $2335730.20     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                                  | International Container Terminal Services, Inc.                                                                                  | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |         63340 | NS      | $513681.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        211000 | PA      | $221683.14      | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kirin Holdings Co. Ltd.                                                                                                          | CUSIP: 497350108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -139300 | NS      | $1421.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3153675 | PA      | $6474.72        | 0.00%             |  |  |  | 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      | $5326956.63     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Mongolia                                                                | State of Mongolia                                                                                                                | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |        293000 | PA      | $297651.38      | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                      | CIMIC Finance USA Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 213800GNWSV32LXHCZ50       | Long             | DBT              | CORP              | AU        |       7500000 | PA      | $8166907.58     | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-11CB, Class 2A1                                                                              | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        158924 | PA      | $127304.34      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class A                                                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7020000 | PA      | $7022193.75     | 0.02%             | 2041-03-15      | Floating      | 6.24%                 | 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      | $204580.53      | 0.00%             | 2050-02-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      97128010 | PA      | $97914377.73    | 0.22%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        716000 | PA      | $691363.59      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                                                         | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74425338 | PA      | $74238157.90    | 0.17%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                     | Dufry One BV                                                                                                                     | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |       2285000 | PA      | $2756644.36     | 0.01%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3887.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       1230000 | PA      | $1136387.30     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Skanska AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         51300 | NS      | $40260.45       | 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      | $566882.44      | 0.00%             | 2026-09-04      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     115780000 | PA      | $13951.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        914000 | PA      | $956521.11      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-2X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |        676000 | PA      | $914028.19      | 0.00%             | 2066-05-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $163544.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-389.06        | -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 3A1                                       | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2566062 | PA      | $2264462.39     | 0.01%             | 2036-05-25      | 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      | $265.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     112868750 | PA      | $684620.80      | 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      | $-72474.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Tobacco, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         72100 | NS      | $32121.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -510935000 | PA      | $-698427.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       7000000 | PA      | $7171710.00     | 0.02%             | 2030-04-02      | Fixed         | 5.38%                 | 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        |       1500000 | PA      | $1478565.00     | 0.00%             | 2030-08-02      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                               | Allegheny County Airport Authority, Series 2025A                                                                                 | CUSIP: 01728LKY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3775000 | PA      | $3978098.64     | 0.01%             | 2050-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                                                         | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001734.20     | 0.00%             | 2032-08-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| REXLot Holdings Ltd.                                                             | REXLot Holdings Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      15091015 | PA      | $0.19           | 0.00%             | 2019-04-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Ares LXVII CLO Ltd.                                                              | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                                                                                  | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        262000 | PA      | $262188.54      | 0.00%             | 2038-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class B                                                                               | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4958400 | PA      | $4890528.81     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17080.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       8451000 | PA      | $8886951.06     | 0.02%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                        | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         12000 | PA      | $12504.81       | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | 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        |       2412489 | PA      | $2000781.26     | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        203000 | PA      | $203000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $-272932.61     | -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      | $4327342.61     | 0.01%             | 2050-10-27      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |        611000 | PA      | $738674.38      | 0.00%             | 2031-11-15      | 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      | $1296109.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luna 2 5SARL                                                                     | Luna 2 5SARL                                                                                                                     | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       4337000 | PA      | $5180316.05     | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VLL International, Inc.                                                          | VLL International, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300MM90FMJYBZSV63       | Long             | DBT              | CORP              | KY        |       5197000 | PA      | $2853360.88     | 0.01%             | 2029-07-29      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VCC Trust                                                                        | VCC Trust, Series 2025-MC1, Class A1                                                                                             | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6681143 | PA      | $6652101.75     | 0.02%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |        979000 | PA      | $1035782.00     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-316241.58     | -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      | $-88638.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -780240000 | PA      | $-573212.55     | -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      | $41777475.36    | 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      | $6741919.31     | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $26917.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       1986000 | PA      | $1895688.44     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        353000 | PA      | $350781.64      | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | 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      | $4386748.19     | 0.01%             | 2040-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                                    | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class D1                                                                         | CUSIP: 032912AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1992623.54     | 0.00%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       1454000 | PA      | $1416078.95     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                                    | Project Aurora US Finco, Inc., 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600000 | PA      | $1878480.00     | 0.00%             | 2032-09-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                                 | BUPA Finance plc                                                                                                                 | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8081531.06     | 0.02%             | 2026-12-08      | Fixed         | 5.00%                 | 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        |       2988387 | PA      | $4034788.70     | 0.01%             | 2054-09-21      | Floating      | 5.07%                 | 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      | $1002790.33     | 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        |       7926170 | PA      | $5389795.60     | 0.01%             | 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        |         20300 | NS      | $-22134.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                               | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $15543750.00    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        745000 | PA      | $785975.00      | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        537085 | NS      | $3286960.20     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| City of Riverside                                                                | City of Riverside, Series 2010A                                                                                                  | CUSIP: 768874SG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3805000 | PA      | $4567846.30     | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3390586.51     | 0.01%             | 2040-07-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15560000 | PA      | $-72465.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       4157000 | PA      | $4328526.13     | 0.01%             | 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        |        170763 | PA      | $202523.95      | 0.00%             | 2041-09-16      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      12191000 | PA      | $10514737.50    | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | ASTM SpA                                                                                                                         | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       5217000 | PA      | $5750097.13     | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc., 1st Lien Term Loan B3                                                                                        | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        496250 | PA      | $496170.60      | 0.00%             | 2030-08-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        654031 | PA      | $88388.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       5422000 | PA      | $5475151.87     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |        875660 | PA      | $793660.83      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                                         | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        408209 | PA      | $392265.64      | 0.00%             | 2036-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                       | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       1300000 | PA      | $1451464.22     | 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        |       1675921 | PA      | $1426410.93     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      10434000 | PA      | $12285979.68    | 0.03%             | 2027-06-10      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        595000 | PA      | $595711.88      | 0.00%             | 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      | $42822111.84    | 0.10%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15560000 | PA      | $174041.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1594063.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       4225000 | PA      | $4985282.10     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                                   | Dana Financing Luxembourg SARL                                                                                                   | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       4623000 | PA      | $5850087.93     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Volvo AB, Class B                                                                                                                | CUSIP: 928856301<br>LEI: N/A                  | N/A              | DE               |  | GB        |         47800 | NS      | $-10122.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        371000 | PA      | $360686.33      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6800000 | PA      | $-187339.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |      13300000 | PA      | $13478752.00    | 0.03%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Givaudan SA (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           400 | NS      | $-12997.27      | -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        |     492500000 | PA      | $803504.70      | 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        |        103250 | PA      | $103250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                              | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ARR                                                                  | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4764509.35     | 0.01%             | 2037-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                               | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                                                         | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |        997810 | PA      | $977854.06      | 0.00%             | 2028-08-11      | Variable      | 8.29%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $56817.64       | 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      | $1270590.89     | 0.00%             | 2060-04-28      | Floating      | 7.72%                 | 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      | $210000.00      | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-666.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class SUB                                                                               | CUSIP: 77341TAC6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $199303.48      | 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        |       6900000 | PA      | $8288218.50     | 0.02%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      43899900 | PA      | $417387.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                         | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8922000 | PA      | $9080377.99     | 0.02%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |        763000 | PA      | $925267.54      | 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        |       1253000 | PA      | $1285928.84     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palantir Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1010 | NC      | $-156550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |       3978690 | PA      | $3589465.28     | 0.01%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                             | Flatiron CLO 25 Ltd., Series 2024-2A, Class A                                                                                    | CUSIP: 33883XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1154400.59     | 0.00%             | 2037-10-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      29032700 | PA      | $180018.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SONIA Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           263 | NC      | $-367.49        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sheraton San Diego                                                               | Sheraton San Diego, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15100000 | PA      | $15120635.66    | 0.03%             | 2030-04-07      | Variable      | 7.09%                 | 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      | $17299.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       1995000 | PA      | $2023167.41     | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                                       | OPEN Trust, Series 2023-AIR, Class A                                                                                             | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        603965 | PA      | $603964.54      | 0.00%             | 2040-11-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/INR One-touch barrier option; Barrier price USD 87.00000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       2214000 | PA      | $71747.84       | 0.00%             |  |  |  | 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        |       7630108 | PA      | $7603682.25     | 0.02%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A1                                                                         | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2453147 | PA      | $1141130.96     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | 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      | $7271420.85     | 0.02%             | 2038-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                   | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |        872000 | PA      | $852861.43      | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radar Bidco SARL                                                                 | Radar Bidco SARL, Facility 1st Lien Term Loan B3                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4258065 | PA      | $5026276.77     | 0.01%             | 2031-04-04      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           721 | PA      | $718.06         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59924924000 | PA      | $-161464.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class D                                                                          | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1190000 | PA      | $962431.18      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                                | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        679000 | PA      | $704130.47      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     414754000 | PA      | $402146171.04   | 0.91%             | 2055-10-15      | Fixed         | 4.50%                 | 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      | $5831988.65     | 0.01%             | 2064-12-26      | Variable      | 7.55%                 | 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        |       7574929 | PA      | $10233681.98    | 0.02%             | 2060-04-28      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                                               | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       6460851 | PA      | $7611455.76     | 0.02%             | 2029-07-16      | Variable      | 4.83%                 | 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        |       1443575 | PA      | $1442319.46     | 0.00%             | 2032-11-08      | Variable      | 6.56%                 | 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      | $679765.99      | 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      | $-5473584.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                     | Mitchell International, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990000 | PA      | $988524.90      | 0.00%             | 2031-06-17      | Variable      | 7.41%                 | 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        |       9458130 | PA      | $12789080.38    | 0.03%             | 2061-09-20      | Floating      | 4.82%                 | 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      | $999040.00      | 0.00%             | 2029-01-31      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       3035000 | PA      | $5575295.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      64134394 | PA      | $33563.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $44781.49       | 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      | $1702468.25     | 0.00%             | 2037-07-20      | Floating      | 12.16%                | 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        |       6281358 | PA      | $90699.67       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Galileo Glob Ed Operations                                                       | Galileo Glob Ed Operations, 1st Lien Term Loan B4                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4740126 | PA      | $5555294.07     | 0.01%             | 2031-07-31      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                                      | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B                                                                | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7288138 | PA      | $5028814.88     | 0.01%             | 2027-12-29      | Variable      | 10.60%                | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2023-C5, Class XA                                                                                     | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28068829 | PA      | $1144947.18     | 0.00%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2                                                                        | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      25000000 | PA      | $25023000.00    | 0.06%             | 2030-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       3945000 | PA      | $3878466.00     | 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      | $1506230.25     | 0.00%             | 2038-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        132000 | PA      | $137182.32      | 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      | $2678940.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $97301.44       | 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      | $-12478.01      | -0.00%            |  |  |  | No            |                  2 | 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      | $2359112.59     | 0.01%             | 2031-08-29      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       2942000 | PA      | $3457574.98     | 0.01%             | 2031-06-10      | Variable      | 3.10%                 | 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      | $999572.60      | 0.00%             | 2032-05-29      | Floating      | 5.50%                 | 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        |       2575597 | PA      | $2231991.35     | 0.01%             | 2047-03-20      | Floating      | 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      | $302559.01      | 0.00%             |  |  |  | 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      | $1411696.04     | 0.00%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1768510 | PA      | $207639.70      | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     105613000 | PA      | $28291028.07    | 0.06%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                           | Nickel Industries Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |       3165000 | PA      | $3212475.00     | 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        |       2500000 | PA      | $3030616.77     | 0.01%             | 2028-04-17      | 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      | $-58361.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | Crowley Independent School District, Series 2025                                                                                 | CUSIP: 228130LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3680000 | PA      | $3894684.17     | 0.01%             | 2056-02-01      | Fixed         | 5.25%                 | 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      | $3016038.30     | 0.01%             | 2037-04-20      | Floating      | 5.81%                 | 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      | $-1293.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIV DAC                                                  | CVC Cordatus Loan Fund XXIV DAC, Series 24A, Class ER                                                                            | CUSIP: N/A<br>LEI: 635400IRY8SRLOFLY839       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1610926.26     | 0.00%             | 2034-10-23      | Floating      | 8.44%                 | 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        |      15836678 | PA      | $15866372.01    | 0.04%             | 2039-08-15      | Floating      | 5.84%                 | 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      | $2369233.37     | 0.01%             | 2031-10-15      | Floating      | 4.83%                 | 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        |       1832183 | PA      | $1546187.51     | 0.00%             | 2050-07-25      | Variable      | 3.55%                 | 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      | $49846219.93    | 0.11%             | 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      | $3078432.00     | 0.01%             | 2040-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                              | Sabena Technics SAS                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      15038533 | PA      | $17655989.19    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       5668200 | PA      | $6892782.71     | 0.02%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      11592000 | PA      | $11878902.00    | 0.03%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                                         | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1426116 | PA      | $1323649.62     | 0.00%             | 2037-07-25      | Floating      | 4.68%                 | 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        |       4166084 | PA      | $1356060.27     | 0.00%             | 2028-04-30      | Variable      | 9.22%                 | 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      | $8388641.52     | 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        |      51728118 | PA      | $51699683.27    | 0.12%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-78, Class IP                                                               | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8290807 | PA      | $1444950.07     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                                  | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Short            | DBT              | CORP              | GB        |       -100000 | PA      | $-87967.95      | -0.00%            | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRSO Trust                                                                       | CRSO Trust                                                                                                                       | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4399284 | PA      | $4582022.78     | 0.01%             | 2028-07-10      | Fixed         | 7.12%                 | 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      | $3502455.95     | 0.01%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     171472000 | PA      | $1481396.25     | 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        |        831000 | PA      | $696420.05      | 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        |       1059383 | PA      | $987967.56      | 0.00%             | 2046-12-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3654000 | PA      | $3722742.70     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                          | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      14447000 | PA      | $16960733.69    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd.                                                        | CIFC Funding Ltd., Series 2019-4A, Class A1R2                                                                                    | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5015102.50     | 0.01%             | 2038-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sun Country, Inc.                                                                | Sun Country Airlines Pass-Through Trusts, Series 2022-1A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       5856202 | PA      | $5768359.10     | 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      | $457934.40      | 0.00%             | 2039-05-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                   | ELFI Graduate Loan Program LLC, Series 2020-A, Class B                                                                           | CUSIP: 26857LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1296795 | PA      | $1155912.87     | 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        |       5941273 | NS      | $2026607.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       1700000 | PA      | $2006497.12     | 0.00%             | 2034-10-18      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        446000 | PA      | $536062.42      | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | 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      | $7346084.92     | 0.02%             | 2036-02-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4267887 | PA      | $679006.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Endeavour Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        346100 | NS      | $-14189.42      | -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      | $739695.00      | 0.00%             | 2065-10-21      | Floating      | 0.00%                 | 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      | $1826896.00     | 0.00%             | 2121-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1780000 | PA      | $-4740.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TechnoPro Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -44700 | NS      | $-7400.57       | -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      | $-76016.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     140411659 | PA      | $16198.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13380000 | PA      | $42486.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     270000000 | PA      | $1247521.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class AV                                                                                              | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4118142 | PA      | $4115567.99     | 0.01%             | 2036-02-15      | Floating      | 5.07%                 | 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      | $3915705.65     | 0.01%             | 2063-10-25      | Variable      | 7.97%                 | 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      | $4466672.73     | 0.01%             | 2034-07-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       3014996 | PA      | $3539755.47     | 0.01%             |  |  |  | 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      | $56728345.08    | 0.13%             | 2041-12-10      | Variable      | 6.17%                 | 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        |      12848421 | PA      | $17409610.77    | 0.04%             | 2051-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         22705 | NS      | $644594.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        521000 | PA      | $525080.60      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | 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      | $1853243.79     | 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      | $4231007.73     | 0.01%             |  |  |  | No            |                  2 | 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        |         73769 | PA      | $73240.01       | 0.00%             | 2035-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1039415155 | PA      | $93204.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                       | NSW Electricity Networks Finance Pty. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | SN               | CORP              | AU        |      30410000 | PA      | $20292330.40    | 0.05%             | 2055-03-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     224700317 | PA      | $1075960.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                         | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       4808000 | PA      | $3247804.00     | 0.01%             | 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        |       7800000 | PA      | $9248525.51     | 0.02%             | 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        |       4019000 | PA      | $4146743.92     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       7283000 | PA      | $7275675.49     | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                             | Fressnapf Holding SE                                                                                                             | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |       6307000 | PA      | $7504344.12     | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       1000000 | PA      | $1025000.00     | 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        |         17192 | NS      | $13117496.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       2380851 | PA      | $3204205.81     | 0.01%             | 2055-09-12      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       1261000 | PA      | $1206808.98     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coinbase Global, Inc., Class A                                                                                                   | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -31590 | NS      | $-330747.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Ltd.                                                             | NWD Finance BVI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 25490076V8K09HMNCT88       | Long             | DBT              | CORP              | VG        |       5000000 | PA      | $1650000.00     | 0.00%             | 2174-06-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        256000 | PA      | $258383.10      | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2024-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |       5976721 | PA      | $7031508.07     | 0.02%             | 2041-09-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                            | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       1000000 | PA      | $1035096.00     | 0.00%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pop Mart International Group Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12800 | NS      | $34621.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grace Trust                                                                      | Grace Trust, Series 2020-GRCE, Class E                                                                                           | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2546000 | PA      | $2196695.67     | 0.00%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2356 | PA      | $2337.98        | 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      | $213862.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2022-3A, Class AR                                                                                    | CUSIP: 143111AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007654.80     | 0.00%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                              | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                                          | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $995626.85      | 0.00%             | 2031-12-02      | Variable      | 7.78%                 | 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      | $5027239.73     | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                       | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |        113000 | PA      | $112906.65      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         64480 | NS      | $12783804.80    | 0.03%             |  |  |  | No            |                  1 | 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      | $1241148.56     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO II Ltd.                                                          | Sound Point CLO II Ltd., Series 2013-1A, Class A1R                                                                               | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |        105270 | PA      | $105333.74      | 0.00%             | 2031-01-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FACT SA                                                                          | FACT SA, Series 2024-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 529900S1VYMIDC5XAC48       | Long             | ABS-O            | CORP              | LU        |       2400000 | PA      | $2830402.56     | 0.01%             | 2031-09-22      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       2550000 | PA      | $3159556.54     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3757076000 | PA      | $-3643829651.65 | -8.27%            | 2055-10-25      | Fixed         | 4.50%                 | 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        |      21563322 | PA      | $20743086.05    | 0.05%             | 2037-04-25      | Floating      | 4.97%                 | 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      | $3426120.68     | 0.01%             | 2038-07-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      67263000 | PA      | $-249133.27     | -0.00%            |  |  |  | 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      | $3641761.15     | 0.01%             | 2033-04-25      | Floating      | 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      | $4309624.55     | 0.01%             | 2043-01-15      | Floating      | 5.63%                 | 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      | $25559704.12    | 0.06%             | 2029-07-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164013940 | PA      | $-472785.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-VIEW, Class F                                                                                              | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2240000 | PA      | $2194183.94     | 0.00%             | 2036-06-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                          | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       3060000 | PA      | $3129936.30     | 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      | $3688937.11     | 0.01%             | 2037-07-20      | Floating      | 10.58%                | 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        |       7972131 | PA      | $10762268.43    | 0.02%             | 2067-02-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO X Ltd.                                                              | Trinitas CLO X Ltd., Series 2019-10A, Class CR                                                                                   | CUSIP: 89640AAS5<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1502187.15     | 0.00%             | 2035-01-15      | Floating      | 6.82%                 | 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        |      66266397 | PA      | $67197910.49    | 0.15%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      24548000 | PA      | $24620876.88    | 0.06%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romark WM-R Ltd.                                                                 | Romark WM-R Ltd., Series 2018-1A, Class A1                                                                                       | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7525354 | PA      | $7535856.46     | 0.02%             | 2031-04-20      | Floating      | 5.62%                 | 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        |       5253645 | PA      | $5056632.87     | 0.01%             | 2029-02-16      | Variable      | 10.30%                | 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        |        821757 | PA      | $658257.67      | 0.00%             | 2027-10-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       7500000 | PA      | $59561.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OSG Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000000 | NC      | $357161.65      | 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        |       4551000 | PA      | $4810852.59     | 0.01%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                                   | Fidelity Grand Harbour CLO DAC, Series 2023-2X, Class D                                                                          | CUSIP: N/A<br>LEI: 635400COQCCT8USC2N26       | Long             | ABS-CBDO         | CORP              | IE        |        781000 | PA      | $917522.08      | 0.00%             | 2038-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                     | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | DBT              | CORP              | JP        |       -200000 | PA      | $-199281.77     | -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      | $962204.02      | 0.00%             | 2059-04-28      | Floating      | 2.75%                 | 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      | $1208377.04     | 0.00%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority, Series 2022D-2                                                                             | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |       7175000 | PA      | $7551704.47     | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                                       | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                                                             | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8975000 | PA      | $9026726.52     | 0.02%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     136100000 | PA      | $164827445.57   | 0.37%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SHO-BOND Holdings Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23600 | NS      | $-44965.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd.                                             | Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class A1R2                                                                | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6022194.00     | 0.01%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV, Facility 1st Lien Term Loan H                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |       9279000 | PA      | $10731689.20    | 0.02%             | 2029-01-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       1290250 | PA      | $1290250.00     | 0.00%             |  |  |  | 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      | $1995237.20     | 0.00%             | 2031-04-20      | Floating      | 7.49%                 | 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        |       4138000 | PA      | $4745089.64     | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        136000 | PA      | $135237.18      | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | 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      | $3015116.40     | 0.01%             | 2040-04-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                                | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       9000000 | PA      | $8653500.00     | 0.02%             | 2027-07-07      | Fixed         | 3.50%                 | 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      | $4225400.63     | 0.01%             | 2070-05-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                      | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2159387.48     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |       2107882 | PA      | $2474759.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class B                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3139000 | PA      | $4236193.09     | 0.01%             | 2031-01-17      | Floating      | 5.22%                 | 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      | $3995754.73     | 0.01%             | 2056-01-25      | Variable      | 2.29%                 | 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      | $846478.49      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        193750 | PA      | $193750.00      | 0.00%             |  |  |  | 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      | $2219394.51     | 0.01%             | 2033-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | Swisscom Finance BV                                                                                                              | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       3656000 | PA      | $4151574.75     | 0.01%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A1                                                                                | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37273018 | PA      | $36183207.40    | 0.08%             | 2062-03-27      | Variable      | 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      | $426437.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BXP, Inc.                                                                                                                        | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18600 | NS      | $25427.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | DBT              | CORP              | CA        |       -700000 | PA      | $-707998.41     | -0.00%            | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                                                                          | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4887305 | PA      | $4881195.45     | 0.01%             | 2038-11-15      | Floating      | 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      | $-160176.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       4771000 | PA      | $5102584.50     | 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      | $459503.80      | 0.00%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |       9156000 | PA      | $12038193.25    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | National Bank of Canada                                                                                                          | CUSIP: 633067103<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1800 | NS      | $5324.24        | 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        |       1345000 | PA      | $1053135.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                                      | TalkTalk Telecom Group Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |       2509635 | PA      | $2480840.08     | 0.01%             | 2027-09-01      | Fixed         | 8.25%                 | 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      | $7891802.98     | 0.02%             | 2037-04-20      | Floating      | 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      | $-143031.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45410000 | PA      | $420066.25      | 0.00%             |  |  |  | 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        |       4370000 | PA      | $5150915.67     | 0.01%             | 2031-07-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                                                       | CBAMR Ltd., Series 2018-5A, Class A1R                                                                                            | CUSIP: 12516LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3525000 | PA      | $3535814.70     | 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        |       3260000 | PA      | $3170350.00     | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyushu Financial Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        183500 | NS      | $50793.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                      | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |      10000000 | PA      | $10015500.00    | 0.02%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |     -23827240 | PA      | $-23827240.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                                                      | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7136000 | PA      | $7131549.99     | 0.02%             | 2036-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cie Generale des Etablissements Michelin SCA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -48300 | NS      | $-626.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      36120000 | PA      | $76163.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-304727.68     | -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        |        731325 | PA      | $730103.69      | 0.00%             | 2031-11-05      | Variable      | 6.25%                 | 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      | $2138967.32     | 0.00%             | 2033-09-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                               | Bajaj Finance Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |         19360 | NS      | $217828.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       3718000 | PA      | $3822394.90     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     492850000 | PA      | $1680424.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                                                                  | CUSIP: 36274TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1567720 | PA      | $1544180.53     | 0.00%             | 2065-11-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        515422 | NS      | $5499552.74     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      17721000 | PA      | $17880848.91    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Swatch Group AG (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6000 | NS      | $11397.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7030000 | PA      | $-658741.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1778.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                         | Regatta XIX Funding Ltd., Series 2022-1A, Class B                                                                                | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2507525.25     | 0.01%             | 2035-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       2864000 | PA      | $2931200.01     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | 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      | $7028721.00     | 0.02%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Short            | DBT              | CORP              | US        |       -150000 | PA      | $-155103.06     | -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      | $553530.84      | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1475040 | PA      | $1475530.75     | 0.00%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 10-Year Bonds                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          7628 | NC      | $-665261.23     | -0.00%            |  |  |  | No            |                  1 | 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      | $1665687.27     | 0.00%             | 2068-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       1701000 | PA      | $1648073.56     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                             | Heimstaden Bostad AB                                                                                                             | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      13277000 | PA      | $15001493.56    | 0.03%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       6467000 | PA      | $5550540.41     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                                          | New Mountain CLO 5 Ltd., Series CLO-5A, Class AR                                                                                 | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4767423.00     | 0.01%             | 2036-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                                 | Caresyntax, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         59130 | NS      | $19512.90       | 0.00%             |  |  |  | No            |                  3 | 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        |      10745000 | PA      | $7099301.55     | 0.02%             | 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        |       -149200 | NS      | $-343551.17     | -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      | $1527638.64     | 0.00%             | 2036-09-14      | Floating      | 2.76%                 | 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      | $476316.80      | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     511600000 | PA      | $-521153.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2023-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 724500Q9WQ341T63UP90       | Long             | ABS-MBS          | CORP              | NL        |        803000 | PA      | $956989.37      | 0.00%             | 2055-02-15      | Floating      | 3.73%                 | 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      | $656878.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      26415000 | PA      | $26820998.55    | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sonova Holding AG (Registered)                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6600 | NS      | $114117.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11893.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                                  | TMS Issuer SARL                                                                                                                  | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5242187.50     | 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      | $5005772.50     | 0.01%             | 2038-03-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                                                                        | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2001820.20     | 0.00%             | 2032-08-08      | Floating      | 5.88%                 | 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        |      15046246 | PA      | $12709221.19    | 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        |       2629651 | PA      | $2078237.82     | 0.00%             | 2036-03-27      | Floating      | 4.45%                 | 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      | $252305.95      | 0.00%             | 2037-07-19      | Floating      | 9.73%                 | 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      | $932762.89      | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                          | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19245000 | PA      | $18944787.60    | 0.04%             | 2025-12-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class D1R2                                                                                 | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       3079379 | PA      | $3104509.50     | 0.01%             | 2037-10-24      | Floating      | 7.22%                 | 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      | $5733157.72     | 0.01%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       1597000 | PA      | $1704478.10     | 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      | $-108451.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4565857891 | PA      | $1894.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant CLO II Ltd.                                                             | Assurant CLO II Ltd., Series 2018-2A, Class A                                                                                    | CUSIP: 04623TAA3<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |        116340 | PA      | $116367.81      | 0.00%             | 2031-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27500.71      | -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        |        500000 | PA      | $493215.00      | 0.00%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. DAC                                           | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class A                                                                   | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      12538740 | PA      | $14772690.41    | 0.03%             | 2037-06-22      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                                  | Great Lakes Water Authority Water Supply System, Series 2023B                                                                    | CUSIP: 39081JGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9320000 | PA      | $9785071.36     | 0.02%             | 2053-07-01      | Fixed         | 5.25%                 | 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        |       2073186 | PA      | $2456139.46     | 0.01%             | 2055-02-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-8RA, Class AR                                                                                          | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |        773144 | PA      | $774125.66      | 0.00%             | 2036-10-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |       1635000 | PA      | $1917334.28     | 0.00%             | 2027-07-15      | Fixed         | 3.38%                 | 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        |       7250000 | PA      | $7268125.00     | 0.02%             | 2038-08-14      | Floating      | 5.36%                 | 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      | $2831904.93     | 0.01%             | 2050-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      16500000 | PA      | $19226536.31    | 0.04%             | 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      | $-3913175.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 11 Ltd.                                                         | Silver Point CLO 11 Ltd., Series 2025-11A, Class A1                                                                              | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11500000 | PA      | $11534740.35    | 0.03%             | 2038-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15862000 | PA      | $13930026.96    | 0.03%             | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     171460000 | PA      | $150991.74      | 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      | $19017678.18    | 0.04%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                                      | Avaya, Inc.                                                                                                                      | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          2491 | NS      | $25948.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      33981000 | PA      | $33513761.25    | 0.08%             | 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        |      14265383 | PA      | $14365938.66    | 0.03%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shenzhou International Group Holdings Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        144300 | NS      | $26054.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer, Inc.                                                                    | Pioneer Midco LLC                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      36421706 | PA      | $36512760.31    | 0.08%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2960000 | PA      | $2855.98        | 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        |       2000000 | PA      | $2480786.43     | 0.01%             | 2031-05-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1383251 | PA      | $-262706.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8583000000 | PA      | $128474.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      13611000 | PA      | $14342591.25    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3840000 | PA      | $-33252.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        447000 | PA      | $440315.52      | 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      | $25120000.00    | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                          | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3249000 | PA      | $3340265.55     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aurora Innovation, Inc.                                                                                                          | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |         45680 | NS      | $26540.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         66593 | NS      | $6501474.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Molson Coors Beverage Co., Class B                                                                                               | CUSIP: 60871R209<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -49800 | NS      | $-7968.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YDC6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6255000 | PA      | $4190850.00     | 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        |       1539867 | PA      | $1455490.47     | 0.00%             | 2037-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     324249704 | PA      | $437545.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $538260.43      | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CPFL Energia SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -279300 | NS      | $-91728.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2018-7A, Class B1                                                                                              | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000850.00     | 0.00%             | 2031-07-20      | Floating      | 6.19%                 | 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      | $152404.48      | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                    | SGL Group ApS                                                                                                                    | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      12146000 | PA      | $14134154.86    | 0.03%             | 2030-04-22      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     590947909 | PA      | $6083236.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                                     | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3950260 | PA      | $628591.36      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Otis Worldwide Corp.                                                                                                             | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         21500 | NS      | $45150.00       | 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      | $3175533.81     | 0.01%             | 2059-09-27      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc., Class A                                                                                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        671968 | NS      | $26858560.96    | 0.06%             |  |  |  | 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        |     151470000 | PA      | $21715394.03    | 0.05%             | 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        |       3671000 | PA      | $3959173.50     | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $302176.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2023-1, Class D                                                                                             | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |       1236000 | PA      | $1672619.26     | 0.00%             | 2073-12-16      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                | Polaris Newco LLC, 1st Lien Term Loan                                                                                            | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4953568 | PA      | $5407297.65     | 0.01%             | 2028-06-02      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| HIT Trust                                                                        | HIT Trust, Series 2022-HI32, Class A                                                                                             | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1383464 | PA      | $1385625.68     | 0.00%             | 2039-07-15      | Floating      | 6.54%                 | 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      | $20215141.40    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7073000 | PA      | $6552434.27     | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BKW AG                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -20500 | NS      | $-149198.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class BR                                                                               | CUSIP: 15032AAS6<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $750712.80      | 0.00%             | 2031-07-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class C                                                                                 | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7104339 | PA      | $5312938.17     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       9000000 | PA      | $9227700.00     | 0.02%             | 2028-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6091000 | PA      | $5844722.60     | 0.01%             | 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      | $3833367.17     | 0.01%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4060000 | PA      | $3921.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     247000000 | PA      | $92268.02       | 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      | $276176.64      | 0.00%             | 2030-11-08      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -518 | NC      | $-221445.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $176582.03      | 0.00%             | 2095-03-25      | Floating      | 6.35%                 | 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        |      24214293 | PA      | $22322651.07    | 0.05%             | 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      | $825716.03      | 0.00%             | 2034-04-24      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG, Series NC5                                                                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      33200000 | PA      | $41572979.32    | 0.09%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        225040 | PA      | $35029.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                                  | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |        794000 | PA      | $799955.00      | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class M1                                                                         | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5794300 | PA      | $5851570.86     | 0.01%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                          | Arcline FM Holdings LLC, 1st Lien Term Loan                                                                                      | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        461132 | PA      | $460772.80      | 0.00%             | 2030-06-24      | Variable      | 7.58%                 | 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      | $4242429.67     | 0.01%             | 2028-01-18      | Variable      | 7.71%                 | 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      | $15629234.64    | 0.04%             | 2041-06-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     255690000 | PA      | $70563166.03    | 0.16%             | 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        |       9223492 | PA      | $9232138.57     | 0.02%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO Ltd.                                                          | Blueberry Park CLO Ltd., Series 2024-1A, Class E                                                                                 | CUSIP: 09609VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2025600.60     | 0.00%             | 2037-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |        564234 | PA      | $538516.10      | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 15 Ltd.                                        | GoldenTree Loan Management US CLO 15 Ltd., Series 2022-15A, Class FR                                                             | CUSIP: 38139CAJ6<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |       2500000 | PA      | $2406228.50     | 0.01%             | 2036-10-20      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      10000000 | PA      | $9990000.00     | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NIKE, Inc., Class B                                                                                                              | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -13900 | NS      | $21545.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     301700000 | PA      | $72429148.03    | 0.16%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -811740266 | PA      | $-3697.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2198771.30     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                                   | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45161000 | PA      | $632254.00      | 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      | $75343.52       | 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        |       5000000 | PA      | $5865377.69     | 0.01%             | 2031-09-30      | Variable      | 4.58%                 | 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        |       4750000 | PA      | $4758994.60     | 0.01%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     152958000 | PA      | $-292450.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                              | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR5                                                                  | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      24550000 | PA      | $24611375.00    | 0.06%             | 2038-10-20      | Floating      | 5.20%                 | 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        |         61800 | PA      | $123199.82      | 0.00%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                        | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        952000 | PA      | $999821.82      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       2073000 | PA      | $2512563.31     | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Honeywell International, Inc.                                                                                                    | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7600 | NS      | $9080.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                             | WOM Chile Holdco SpA                                                                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      43832170 | PA      | $39229792.15    | 0.09%             | 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      | $1680822.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $2800551.64     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     301335000 | PA      | $1704714.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -33320375 | PA      | $-209551.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Community Financial System, Inc.                                                                                                 | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28734 | NS      | $45687.06       | 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      | $4003510.50     | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6016000 | PA      | $-110535.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $-10627.10      | -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      | $76241.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-627884.10     | -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      | $6805128.44     | 0.02%             | 2038-09-06      | Variable      | 2.95%                 | 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      | $27434392.64    | 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        |         15600 | NS      | $726192.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     192030000 | PA      | $-126744.56     | -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        |      24887586 | PA      | $24231698.77    | 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        |      10400000 | PA      | $12276404.22    | 0.03%             | 2032-01-09      | Fixed         | 4.25%                 | 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      | $7712334.45     | 0.02%             | 2039-10-15      | Floating      | 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        |      23007050 | PA      | $23093169.56    | 0.05%             | 2054-08-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                       | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |        935000 | PA      | $1118011.22     | 0.00%             | 2030-02-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4339576578 | PA      | $-32669.48      | -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        |        538000 | PA      | $521341.96      | 0.00%             | 2047-08-25      | Fixed         | 3.83%                 | 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      | $618.87         | 0.00%             |  |  |  | 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        |       1279049 | PA      | $1278985.40     | 0.00%             | 2028-09-29      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1097724509 | PA      | $-42721.88      | -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      | $170310.86      | 0.00%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $669774.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                       | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |      15150000 | PA      | $15655485.36    | 0.04%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | Hong Kong Government Infrastructure Bond Programme                                                                               | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |       5750000 | PA      | $746237.10      | 0.00%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       7488000 | PA      | $9064768.64     | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Azzurra Aeroporti SpA                                                            | Azzurra Aeroporti SpA                                                                                                            | CUSIP: N/A<br>LEI: 8156004064432D3D0F19       | Long             | DBT              | CORP              | IT        |       5699000 | PA      | $6656787.03     | 0.02%             | 2027-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4715877.08     | 0.01%             | 2032-03-10      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |        349000 | PA      | $346623.81      | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | 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      | $3564473.72     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -10700 | NS      | $-119947.00     | -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      | $1093797.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17211181.45    | 0.04%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          1540 | NC      | $-206196.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Palo Alto Networks, Inc.                                                                                                         | CUSIP: 697435105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5100 | NS      | $-1452.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1000 | NC      | $-1000.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1862897 | PA      | $2017628.41     | 0.00%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       4626000 | PA      | $4808727.00     | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | Michigan State Building Authority, Series 2025I                                                                                  | CUSIP: 594615PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3790000 | PA      | $3952720.86     | 0.01%             | 2050-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc., 1st Lien Term Loan B                                                                                          | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1120366 | PA      | $1123167.28     | 0.00%             | 2032-03-08      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -780240000 | PA      | $-1289720.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7424133 | PA      | $5048410.44     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Idemitsu Kosan Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        274000 | NS      | $-32336.96      | -0.00%            |  |  |  | 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      | $2436025.31     | 0.01%             | 2034-03-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2283000 | PA      | $2686743.44     | 0.01%             | 2040-12-28      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4984000 | PA      | $4392180.40     | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        605000 | PA      | $596336.40      | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |        577000 | PA      | $520742.50      | 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      | $-54674.31      | -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      | $1195.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -94100 | NS      | $-22537.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               |  | US        |         47796 | NS      | $1547.49        | 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        |        995000 | PA      | $899410.35      | 0.00%             | 2029-04-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                      | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      14920000 | PA      | $14444177.33    | 0.03%             | 2031-04-15      | Fixed         | 13.50%                | 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      | $2995451.13     | 0.01%             | 2042-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      13193000 | PA      | $16009991.03    | 0.04%             | 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        |         74600 | NS      | $-41652.45      | -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      | $667641.15      | 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        |       1358000 | PA      | $1386008.75     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |         95125 | PA      | $95125.00       | 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      | $1063446.20     | 0.00%             | 2034-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     414291387 | PA      | $8158935.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                 | EAB Global, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |        500000 | PA      | $486340.00      | 0.00%             | 2030-08-16      | Variable      | 7.16%                 | 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      | $441372.78      | 0.00%             | 2038-11-15      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -836408000 | PA      | $-854464099.89  | -1.94%            | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Keyera Corp.                                                                                                                     | CUSIP: 493271100<br>LEI: N/A                  | N/A              | DE               |  | US        |         33600 | NS      | $9420.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Trust                                                                        | EQT Trust, Series 2024-EXTR, Class A                                                                                             | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3348000 | PA      | $3424539.63     | 0.01%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                             | North Texas Municipal Water District, Series 2025                                                                                | CUSIP: 66283ALJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $3886135.09     | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       3583000 | PA      | $4737967.03     | 0.01%             | 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      | $5125.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1                                                              | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18613000 | PA      | $18791252.98    | 0.04%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     349347153 | PA      | $9922512.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGH Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -80900 | NS      | $-18911.54      | -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        |       4058000 | PA      | $3944669.80     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | 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      | $7927000.00     | 0.02%             | 2038-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                         | Ares Loan Funding I Ltd., Series 2021-ALFA, Class E                                                                              | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10850000 | PA      | $10844846.25    | 0.02%             | 2034-10-15      | Floating      | 11.28%                | 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        |       2591690 | PA      | $3061172.83     | 0.01%             | 2038-07-20      | Floating      | 3.67%                 | 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      | $3164644.61     | 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      | $16975899.01    | 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      | $5012609.00     | 0.01%             | 2038-01-20      | Floating      | 5.60%                 | 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      | $4781074.02     | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-118669.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAS Capital No. 1 Ltd.                                                           | CAS Capital No. 1 Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | DBT              | CORP              | VG        |       6133000 | PA      | $6068603.50     | 0.01%             | 2026-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      54800000 | PA      | $63736972.80    | 0.14%             | 2081-08-02      | Variable      | 1.88%                 | 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      | $-12064.27      | -0.00%            |  |  |  | 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        |       5786758 | PA      | $5809558.73     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                                   | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                               | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4155062 | PA      | $3407150.44     | 0.01%             | 2028-10-25      | Variable      | 10.07%                | No            |                  3 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |        155161 | PA      | $182285.91      | 0.00%             | 2033-03-21      | Floating      | 2.98%                 | 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      | $11705748.82    | 0.03%             | 2057-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      39492968 | PA      | $627183.92      | 0.00%             |  |  |  | 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        |      10324258 | PA      | $10334112.41    | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     188233675 | PA      | $-91870.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                               | Latvia Government Bond                                                                                                           | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       2902000 | PA      | $2974388.07     | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| C-BASS TRUST                                                                     | C-BASS TRUST, Series 2006-CB9, Class A4                                                                                          | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        616039 | PA      | $278467.35      | 0.00%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG                                                                                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      25700000 | PA      | $30891704.38    | 0.07%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2687564.11     | 0.01%             | 2025-10-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2935000 | PA      | $118286.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        246000 | PA      | $250690.24      | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1028841.00     | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROCKWOOL A/S, Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -37300 | NS      | $23732.97       | 0.00%             |  |  |  | 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        |       6505935 | PA      | $7669457.22     | 0.02%             | 2031-08-05      | Variable      | 5.50%                 | 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      | $15000493.59    | 0.03%             | 2049-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        116000 | PA      | $114195.96      | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       3200000 | PA      | $1988000.00     | 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      | $47600.00       | 0.00%             | 2027-02-26      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| RR 33 Ltd.                                                                       | RR 33 Ltd., Series 2024-33A, Class A1B                                                                                           | CUSIP: 78110QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2004943.80     | 0.00%             | 2039-10-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-19878.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       6000000 | PA      | $4482120.00     | 0.01%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC, Series 2025-1, Class A                                                                                                | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15903436 | PA      | $16018056.65    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           824 | NC      | $32960.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           199 | NC      | $13532.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                    | iShares 0-5 Year TIPS Bond ETF                                                                                                   | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |        401690 | NS      | $41518678.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Murata Manufacturing Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         67700 | NS      | $823.25         | 0.00%             |  |  |  | No            |                  2 | 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      | $6200385.45     | 0.01%             | 2035-08-18      | Floating      | 5.24%                 | 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      | $1952960.26     | 0.00%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1240500 | PA      | $1240500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1232693.30     | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       6065000 | PA      | $7707717.64     | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       8001000 | PA      | $7972710.86     | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                      | Valley Stream Park CLO Ltd., Series 2022-1A, Class E2RR                                                                          | CUSIP: 92013BAL1<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |        695000 | PA      | $701357.86      | 0.00%             | 2037-01-20      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                                  | Parts Europe SA, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4710147.71     | 0.01%             | 2031-02-03      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -99952863 | PA      | $-10280.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dollarama, Inc.                                                                                                                  | CUSIP: 25675T107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8100 | NS      | $13804.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-4, Class M1                                                                                   | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        343187 | PA      | $349400.22      | 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        |       1281000 | PA      | $1218425.07     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                                     | ResMed, Inc.                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |          2498 | NS      | $683777.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5390000 | PA      | $16359.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |         39000 | PA      | $38741.94       | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class B                                                                         | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10500000 | PA      | $10520050.80    | 0.02%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $57735.62       | 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        |         40079 | PA      | $49323.86       | 0.00%             | 2043-01-26      | Floating      | 9.37%                 | 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      | $93064697.58    | 0.21%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56858688990 | PA      | $36649.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       7930000 | PA      | $7898280.00     | 0.02%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Industrial Development Authority                             | Hillsborough County Industrial Development Authority, Series 2024C                                                               | CUSIP: 43233KAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7435000 | PA      | $7841943.61     | 0.02%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YDL6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |        500000 | PA      | $335000.00      | 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      | $-806685.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      10142000 | PA      | $11933482.41    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                        | Liberty Costa Rica Senior Secured Finance                                                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |        200000 | PA      | $213200.00      | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | 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        |      47064392 | PA      | $1759516.42     | 0.00%             | 2052-05-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       3257000 | PA      | $3385172.72     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2044000 | PA      | $1967048.92     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rengo Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -125900 | NS      | $34845.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1037185.76     | 0.00%             | 2056-12-22      | Floating      | 5.97%                 | 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      | $1799373.42     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Exxon Mobil Corp.                                                                                                                | CUSIP: 30231G102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19100 | NS      | $-13943.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC                                                                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       3340000 | PA      | $3532017.00     | 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      | $1963100.00     | 0.00%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          7935 | NC      | $16265899.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $74569.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     588763669 | PA      | $1889386.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                         | Splitrock Services, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        303843 | PA      | $4805964.34     | 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      | $531104.28      | 0.00%             | 2032-07-15      | Floating      | 5.23%                 | 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        |      13759000 | PA      | $16473598.27    | 0.04%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       9512000 | PA      | $9659741.05     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31560000 | PA      | $-15753.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                                  | thyssenkrupp AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |        163010 | NS      | $2249183.23     | 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      | $29252.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      11300000 | PA      | $13955084.56    | 0.03%             | 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        |        587449 | PA      | $457204.26      | 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      | $3266846.57     | 0.01%             |  |  |  | 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      | $317493.57      | 0.00%             | 2036-10-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Kodit Global Co. Ltd.                                                            | Kodit Global Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 988400KC9O1AUXLBUS54       | Long             | DBT              | CORP              | KR        |       9365000 | PA      | $9370712.65     | 0.02%             | 2028-09-30      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |       1241000 | PA      | $1290019.50     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2108.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       1617000 | PA      | $1684105.50     | 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        |      11065000 | PA      | $11403976.28    | 0.03%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 549300ONXPZT3KQZDR65       | Long             | DBT              | CORP              | LU        |       8190000 | PA      | $9528035.26     | 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        |       6742000 | PA      | $6564446.19     | 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      | $263888.43      | 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      | $1845705.62     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                                         | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7954507 | PA      | $8012442.23     | 0.02%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                        | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |        900000 | PA      | $914286.89      | 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        |       2352706 | PA      | $2235070.52     | 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      | $2769282.07     | 0.01%             | 2034-11-15      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| City & County of Denver                                                          | City & County of Denver, Series 2022A                                                                                            | CUSIP: 249164RN6<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $11053100.59    | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                       | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       2011000 | PA      | $1905375.28     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $1502914.50     | 0.00%             | 2030-07-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      16500000 | PA      | $19444747.33    | 0.04%             | 2035-02-25      | Variable      | 3.72%                 | 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        |       1433115 | PA      | $1428643.62     | 0.00%             | 2030-10-21      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       2550000 | PA      | $2426873.81     | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | 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        |         19509 | NS      | $630017.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       6332000 | PA      | $6558964.21     | 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      | $272804.09      | 0.00%             | 2030-07-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       2618000 | PA      | $3219209.84     | 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      | $2112200.00     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-38A, Class A                                                                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       7400000 | PA      | $7422333.94     | 0.02%             | 2038-01-21      | Floating      | 5.66%                 | 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        |       3293718 | PA      | $246864.20      | 0.00%             | 2065-05-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rheinmetall AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           -90 | NC      | $-112004.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       3496000 | PA      | $4156354.97     | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Formentera Partners Fund I LP                                                    | Formentera Partners Fund II LP                                                                                                   | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |      25938261 | NS      | $21269374.02    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          2165 | NC      | $-78634.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Nordea Bank Abp                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -41200 | NS      | $-13320.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 1st Lien Term Loan                                                                                              | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1365251 | PA      | $1372077.15     | 0.00%             | 2029-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3402000 | PA      | $3347626.17     | 0.01%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | New Jersey Health Care Facilities Financing Authority, Series 2021                                                               | CUSIP: 645790PE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4965000 | PA      | $3607710.10     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                                                    | QSRP Finco BV, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4608696 | PA      | $5445631.24     | 0.01%             | 2031-06-19      | Variable      | 6.07%                 | 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        |        131422 | PA      | $123713.74      | 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      | $962.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the Nikkei Index is below or at 41991.79 and USDJPY is above or at 148.7124          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4500000 | PA      | $24142.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                       | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                                            | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        560702 | PA      | $561305.56      | 0.00%             | 2031-07-15      | Floating      | 5.66%                 | 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      | $4287585.69     | 0.01%             | 2067-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       5741000 | PA      | $5675217.90     | 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      | $4977312.50     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Provident Financial Services, Inc.                                                                                               | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -100014 | NS      | $62008.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesa County Valley School District No. 51 Grand Junction                         | Mesa County Valley School District No. 51 Grand Junction, Series 2025                                                            | CUSIP: 590621LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6070000 | PA      | $6459401.21     | 0.01%             | 2049-12-01      | Fixed         | 5.25%                 | 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      | $3168833.13     | 0.01%             | 2033-09-15      | Floating      | 4.70%                 | 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        |        977724 | PA      | $979855.13      | 0.00%             | 2030-04-30      | Variable      | 7.20%                 | 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        |      23688307 | PA      | $24032690.02    | 0.05%             | 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        |      15367695 | PA      | $16114649.33    | 0.04%             | 2041-10-15      | Floating      | 9.01%                 | 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      | $-42655.51      | -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      | $5032.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KOSPI 200 Index                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |     -19300000 | NC      | $-23354.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2018-COR3, Class XD                                                                            | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8680000 | PA      | $332988.24      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8197.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121376207 | PA      | $1190479.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249920051 | PA      | $-10334767.18   | -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      | $54234.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp., 1st Lien Term Loan                                                                                                  | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1970000 | PA      | $1824712.50     | 0.00%             | 2029-11-19      | Variable      | 8.12%                 | 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        |        844422 | PA      | $652011.65      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $-265400.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                     | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       1141000 | PA      | $1052960.67     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | 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      | $3826375.24     | 0.01%             | 2058-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation 14 plc                                      | Together Asset-Backed Securitisation 14 plc, Series 2025-1ST1X, Class A                                                          | CUSIP: N/A<br>LEI: 213800ATT519H28VFU67       | Long             | ABS-MBS          | CORP              | GB        |       3800000 | PA      | $5116287.68     | 0.01%             | 2066-08-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TSB Bank plc                                                                     | TSB Bank plc                                                                                                                     | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      11130000 | PA      | $13361628.99    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                      | Progroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       7794000 | PA      | $9239488.81     | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class E                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1212000 | PA      | $1638581.29     | 0.00%             | 2031-08-20      | Floating      | 7.92%                 | 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        |       2769180 | PA      | $2220727.66     | 0.01%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | Capgemini SE                                                                                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      35400000 | PA      | $41189811.34    | 0.09%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1067440.00     | 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        |     322472084 | PA      | $-3497444.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $133851.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                         | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        757137 | PA      | $661555.32      | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3254831080 | PA      | $435162.56      | 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      | $828299.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Singapore Technologies Engineering Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        217900 | NS      | $105640.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| La Quinta Resort                                                                 | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25900000 | PA      | $25900000.00    | 0.06%             | 2025-12-09      | Variable      | 7.16%                 | No            |                  3 | On Loan: No      |
| Insurance Australia Group Ltd.                                                   | Insurance Australia Group Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |       5290000 | PA      | $3511244.22     | 0.01%             | 2037-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2022-6A, Class DRR                                                                                      | CUSIP: N/A<br>LEI: 635400KHBQOJVEDAGW16       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2339465.40     | 0.01%             | 2036-07-20      | Floating      | 5.32%                 | 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      | $16217702.41    | 0.04%             | 2027-06-07      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |        285000 | PA      | $33769.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       7664000 | PA      | $8961059.04     | 0.02%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                       | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class BR                                                            | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1248175.25     | 0.00%             | 2037-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                                   | Cloudera, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        500000 | PA      | $491040.00      | 0.00%             | 2028-10-09      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fast Retailing Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4800 | NS      | $-78979.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                     | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |        612000 | PA      | $635868.00      | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $3737218.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                           | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       4409830 | PA      | $6025044.29     | 0.01%             | 2057-03-22      | Floating      | 5.92%                 | 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      | $3139028.97     | 0.01%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lockheed Martin Corp.                                                                                                            | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               |  | US        |          3000 | NS      | $77880.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                              | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | IN        |    3949000000 | PA      | $44665379.90    | 0.10%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      16200000 | PA      | $19362169.71    | 0.04%             | 2030-09-03      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CC2FPX7<br>LEI: N/A                  | N/A              | DE               |  | US        |          1500 | NC      | $8250.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Bank Ltd.                                                                    | DBS Bank Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      21840000 | PA      | $25856125.68    | 0.06%             | 2026-08-19      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |         78227 | PA      | $80556.59       | 0.00%             | 2051-07-25      | Floating      | 10.17%                | 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        |        987538 | PA      | $984673.64      | 0.00%             | 2031-09-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       1180000 | PA      | $1169137.63     | 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        |      17585469 | PA      | $23756912.84    | 0.05%             | 2035-05-17      | Floating      | 7.99%                 | 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      | $-6742.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series 6                                                                                                       | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      21150000 | PA      | $21525074.10    | 0.05%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series GG                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      63946000 | PA      | $65899997.92    | 0.15%             | 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      | $298786.03      | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Charles River Laboratories International, Inc.                                                                                   | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | GB        |          5000 | NS      | $12850.00       | 0.00%             |  |  |  | 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      | $5481060.64     | 0.01%             | 2032-01-28      | Variable      | 5.16%                 | 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      | $295847.96      | 0.00%             | 2033-04-20      | 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      | $-4947.34       | -0.00%            |  |  |  | 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      | $463099.20      | 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      | $381381389.29   | 0.87%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58990000 | PA      | $483355.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garuda Indonesia Persero Tbk. PT                                                 | Garuda Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 254900CUWPNFYKQUW656       | Long             | DBT              | NUSS              | ID        |      13854475 | PA      | $12068078.60    | 0.03%             | 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        |        983000 | PA      | $976155.65      | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      14742883 | PA      | $12330.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A                                                                   | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        987270 | PA      | $888693.92      | 0.00%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      11562000 | PA      | $11212249.50    | 0.03%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                         | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13431150 | PA      | $11829810.02    | 0.03%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         39637 | NS      | $8554853.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis International Funding II SA                                             | Prologis International Funding II SA                                                                                             | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      13972000 | PA      | $16323082.36    | 0.04%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      79100000 | PA      | $79100000.00    | 0.18%             | 2030-09-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Claudius Finance Parent SARL                                                     | Claudius Finance Parent SARL, 1st Lien Term Loan B4                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4500000 | PA      | $5291361.16     | 0.01%             | 2028-07-05      | Variable      | 4.78%                 | 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      | $81469.02       | 0.00%             | 2035-10-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        830000 | PA      | $-22467.83      | -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      | $98853558.29    | 0.22%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        402000 | PA      | $364342.13      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                                    | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1280510 | PA      | $1179275.39     | 0.00%             | 2037-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9130000 | PA      | $-43782.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       1927000 | PA      | $1785495.01     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     153320044 | PA      | $-150772.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                       | Hill FL BV, Series 2024-2FL, Class D                                                                                             | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |        500000 | PA      | $579352.00      | 0.00%             | 2032-10-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       1734000 | PA      | $1766743.12     | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      14671000 | PA      | $143937.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dorna Sports S.L.                                                                | Dorna Sports SL, Facility 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       2100000 | PA      | $2476723.05     | 0.01%             | 2032-08-11      | Variable      | 4.82%                 | 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      | $3659972.81     | 0.01%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $5814399.05     | 0.01%             | 2033-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1045588.00     | 0.00%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                               | Ballyrock CLO Ltd., Series 2020-2A, Class DR                                                                                     | CUSIP: 05876EAE9<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |       1340000 | PA      | $1340237.72     | 0.00%             | 2031-10-20      | Floating      | 10.74%                | 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        |       1072200 | PA      | $1447032.51     | 0.00%             | 2061-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBTCMK4<br>LEI: N/A                  | N/A              | DE               |  | US        |          -451 | NC      | $-138682.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       3245000 | PA      | $3330739.39     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                         | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1863000 | PA      | $1865872.75     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                                  | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A3                                                                       | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1652697 | PA      | $1592944.73     | 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      | $4472461.35     | 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        |         51255 | NS      | $7080365.70     | 0.02%             |  |  |  | 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      | $5526497.88     | 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        |       1036272 | PA      | $842540.09      | 0.00%             | 2035-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ushio, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13400 | NS      | $8563.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      27560000 | PA      | $21735.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                                     | EQUATE Petrochemical Co. KSC                                                                                                     | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |       1321000 | PA      | $1315055.50     | 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        |       4430901 | PA      | $5219219.30     | 0.01%             | 2062-09-18      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       4542000 | PA      | $4763145.44     | 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        |          2140 | NC      | $-213711.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1099047.24     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | 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      | $948154.50      | 0.00%             | 2065-10-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Huntington Ingalls Industries, Inc.                                                                                              | CUSIP: 446413106<br>LEI: N/A                  | N/A              | DE               |  | US        |          5800 | NS      | $100974.40      | 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      | $2128491.62     | 0.00%             | 2056-06-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-5, Class A1                                                                     | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |             1 | PA      | $0.24           | 0.00%             | 2046-11-25      | Floating      | 5.07%                 | 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      | $8712850.73     | 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        |       1234000 | PA      | $1209320.00     | 0.00%             | 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        |       1682125 | PA      | $1973734.81     | 0.00%             | 2031-01-16      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiyo Yuden Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       8000000 | NS      | $708658.76      | 0.00%             |  |  |  | No            |                  3 | 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        |      13799713 | PA      | $13903261.65    | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      39140000 | PA      | $-295341.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lojas Renner SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        362000 | NS      | $-37519.82      | -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        |        977215 | PA      | $916950.31      | 0.00%             | 2028-11-06      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A                                                 | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4834000 | PA      | $4423957.88     | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Omnicom Group, Inc.                                                                                                              | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               |  | US        |         19800 | NS      | $138600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       7110000 | PA      | $4734091.29     | 0.01%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                       | Elanco Animal Health, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        594483 | PA      | $593692.79      | 0.00%             | 2027-08-02      | Variable      | 6.13%                 | 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      | $3170445.36     | 0.01%             | 2033-02-27      | Floating      | 3.82%                 | 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      | $7750000.00     | 0.02%             | 2038-10-18      | Floating      | 0.00%                 | 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      | $819426.21      | 0.00%             | 2037-01-25      | Floating      | 4.71%                 | 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      | $22879100.00    | 0.05%             | 2029-07-04      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XVIII LLC                                                           | Owl Rock CLO XVIII LLC, Series 2024-18A, Class A                                                                                 | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3990277.52     | 0.01%             | 2036-07-24      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        204533 | NS      | $2182367.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                         | Coral-US Co-Borrower LLC, 1st Lien Term Loan B6                                                                                  | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $994430.00      | 0.00%             | 2029-10-15      | Variable      | 7.26%                 | 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      | $638494.13      | 0.00%             | 2035-08-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $9238063.02     | 0.02%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                 | TUI Cruises GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       5800000 | PA      | $6991227.80     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1750000 | PA      | $499364.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1264000 | PA      | $1264000.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                                           | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3707831 | PA      | $4384478.73     | 0.01%             | 2029-06-01      | Variable      | 6.03%                 | 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        |      93398853 | PA      | $2528531.12     | 0.01%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                     | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       1391000 | PA      | $1425599.73     | 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      | $2313898.36     | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36870000 | PA      | $34244.16       | 0.00%             |  |  |  | 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      | $3990080.16     | 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        |      10188993 | PA      | $8060974.22     | 0.02%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8415000 | PA      | $-28380.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                                     | Wintershall Dea Finance 2 BV                                                                                                     | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |       9312000 | PA      | $11424727.51    | 0.03%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2025-NQM3, Class A1                                                                                            | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12928403 | PA      | $12971206.82    | 0.03%             | 2070-08-25      | 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      | $1629.53        | 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      | $3266846.57     | 0.01%             |  |  |  | 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        |       4816121 | PA      | $6266692.56     | 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      | $774355.75      | 0.00%             | 2061-02-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                          | X Corp., 1st Lien Term Loan B3                                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4239000 | PA      | $4249004.04     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | 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      | $1605000.00     | 0.00%             | 2034-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |        510750 | PA      | $510750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 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      | $8421794.30     | 0.02%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                                          | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                                                                | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |       9730000 | PA      | $9763540.28     | 0.02%             | 2037-04-15      | Floating      | 5.95%                 | 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      | $2378091.87     | 0.01%             | 2035-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| LUX                                                                              | LUX Trust, Series 2023-LION, Class A                                                                                             | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4399541 | PA      | $4448145.37     | 0.01%             | 2040-08-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40630000 | PA      | $82929.32       | 0.00%             |  |  |  | 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      | $209062.50      | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        991000 | PA      | $219011.00      | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     273973358 | PA      | $90.86          | 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      | $7278115.50     | 0.02%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                              | Engineered Machinery Holdings, Inc., 1st Lien Term Loan                                                                          | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |       3958763 | PA      | $4676834.23     | 0.01%             | 2028-05-19      | Variable      | 5.75%                 | 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      | $206006.89      | 0.00%             | 2062-03-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eagle Bancorp, Inc.                                                                                                              | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |         65550 | NS      | $26875.50       | 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        |        561622 | PA      | $559740.57      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      39660000 | PA      | $38946808.10    | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | 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      | $28670855.51    | 0.07%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                                | New Hampshire Municipal Bond Bank, Series 2022A                                                                                  | CUSIP: 64465QJF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1530000 | PA      | $1388971.80     | 0.00%             | 2038-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       2235000 | PA      | $2249614.29     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |        595435 | PA      | $805788.05      | 0.00%             | 2032-05-16      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81813 | NS      | $544874.58      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        333560 | NS      | $88226.62       | 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        |       5100470 | PA      | $1559437.20     | 0.00%             | 2037-02-25      | Floating      | 4.61%                 | 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      | $1330874.93     | 0.00%             | 2056-04-21      | Floating      | 5.27%                 | 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      | $-2460342.00    | -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      | $4170106.66     | 0.01%             | 2032-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Haleon plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        399200 | NS      | $12836.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       9117000 | PA      | $9081007.91     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                                                         | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6770694 | PA      | $6835137.06     | 0.02%             | 2065-01-25      | 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      | $-15121.55      | -0.00%            |  |  |  | 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      | $1319723.78     | 0.00%             | 2060-04-28      | Floating      | 5.72%                 | 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      | $2149875.03     | 0.00%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10770000 | PA      | $16980.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                                                          | New Look Builders, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8689610 | NS      | $86.90          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                                | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       5041000 | PA      | $4898037.24     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2024-PMDW, Class A                                                                                             | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1220000 | PA      | $1242049.18     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Norfolk Southern Corp.                                                                                                           | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9000 | NS      | $-88740.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class C                                                                         | CUSIP: 69701NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8395000 | PA      | $8434055.22     | 0.02%             | 2030-10-15      | Floating      | 7.42%                 | 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        |       3851440 | PA      | $3713617.76     | 0.01%             | 2042-07-28      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                               | Delta 2 (Lux) SARL, 1st Lien Term Loan                                                                                           | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |        299145 | PA      | $299052.56      | 0.00%             | 2031-09-30      | Variable      | 6.29%                 | 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        |        169566 | PA      | $262316.68      | 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        |        505000 | PA      | $502222.50      | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, 1st Lien Term Loan                                                                          | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |        652410 | PA      | $651392.24      | 0.00%             | 2031-01-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       4762000 | PA      | $4892728.81     | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nissan Chemical Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42300 | NS      | $-49125.04      | -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        |       2579945 | PA      | $3487560.48     | 0.01%             | 2032-05-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                                  | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992618 | PA      | $985858.64      | 0.00%             | 2031-06-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Expand Energy Corp.                                                                                                              | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |        -25100 | NS      | $-200298.00     | -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        |       3169000 | PA      | $2998605.09     | 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      | $366609.94      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                                | Transcanada Trust, Series 16-A                                                                                                   | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      21822000 | PA      | $21835158.67    | 0.05%             | 2076-08-15      | 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      | $-162.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      32205000 | PA      | $573598.91      | 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      | $6025695.00     | 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        |     444000000 | PA      | $57368911.39    | 0.13%             | 2030-09-18      | None          | 0.00%                 | 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      | $7228875.57     | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        405000 | PA      | $391098.13      | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BWAY Trust                                                                       | BWAY Trust, Series 2025-1535, Class A                                                                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1875000 | PA      | $1943753.44     | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       3850000 | PA      | $3829457.94     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      50800500 | PA      | $197376.84      | 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        |      25715000 | PA      | $24597752.72    | 0.06%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                       | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Short            | DBT              | CORP              | IE        |      -1800000 | PA      | $-1617316.88    | -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        |        215000 | PA      | $213155.88      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GMR Energy Ltd.                                                                  | GMR Energy Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800FLS48CJQD36X45       | Long             | DBT              | CORP              | IN        |    1050000000 | PA      | $11874604.05    | 0.03%             | 2030-07-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       8291000 | PA      | $8029418.95     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                            | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     402146396 | NS      | $402347469.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Siemens AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6100 | NS      | $-20913.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -379789000 | PA      | $-211139.73     | -0.00%            |  |  |  | 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      | $3564049.55     | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Trip.com Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12500 | NS      | $-5289.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2049000000 | PA      | $-898498.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6530000 | PA      | $6757016.76     | 0.02%             | 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      | $587494.48      | 0.00%             | 2042-10-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       1981000 | PA      | $2145300.18     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nissin Foods Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -63500 | NS      | $38699.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        100000 | PA      | $103662.82      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41 Mtge                                  | Pepper Residential Securities Trust No. 41 Mtge, Series 41, Class A1A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      22560000 | PA      | $14915711.08    | 0.03%             | 2067-07-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Carval CLO VIII-C Ltd.                                                           | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                                                                | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |      15750000 | PA      | $15809913.00    | 0.04%             | 2037-10-22      | Floating      | 5.75%                 | 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        |      85242309 | PA      | $85323305.90    | 0.19%             | 2054-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class D                                                                                         | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |       1567224 | PA      | $2107753.30     | 0.00%             | 2031-08-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25598842 | PA      | $-29690.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6340000 | PA      | $27356.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA2, Class 2A1                                                                                          | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6869404 | PA      | $4838059.23     | 0.01%             | 2036-08-25      | Variable      | 5.55%                 | 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      | $14675792.64    | 0.03%             | 2042-08-15      | Floating      | 5.80%                 | 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    | 0.03%             | 2036-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       2650000 | PA      | $2649284.50     | 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        |      79742325 | PA      | $2286045.00     | 0.01%             | 2064-06-25      | 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      | $653.92         | 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      | $948131.94      | 0.00%             | 2045-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-92550.35      | -0.00%            | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2015-IA, Class BR                                                                                       | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250182.50      | 0.00%             | 2031-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                                    | Bally's Corp., Facility 1st Lien Term Loan B                                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      30368368 | PA      | $29432111.50    | 0.07%             | 2028-10-02      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          6877 | NC      | $252767.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                                         | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       4531000 | PA      | $5650629.68     | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4241.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2                                                | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1897051 | PA      | $1028293.15     | 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      | $-3882255.90    | -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        |       6259552 | PA      | $6175413.14     | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd.                                                              | Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2                                                                                   | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $7514250.00     | 0.02%             | 2038-10-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     157030000 | PA      | $-57423.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       6766618 | PA      | $6800451.09     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class E                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1338992 | PA      | $1593445.48     | 0.00%             | 2043-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                                  | OEG Finance plc                                                                                                                  | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      18755000 | PA      | $23014100.00    | 0.05%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                                              | Encore Issuances SA, Series 155                                                                                                  | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |       1438442 | PA      | $1654520.14     | 0.00%             | 2025-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                     | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-99814.52      | -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        |      10559000 | PA      | $9794437.59     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2024B                                                                         | CUSIP: 79625GKP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      16145000 | PA      | $16614519.54    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -5000 | NC      | $-156250.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $1045849.21     | 0.00%             | 2030-09-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4342.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4396000 | PA      | $5882619.50     | 0.01%             | 2027-06-20      | 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      | $-342.49        | -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        |      22233000 | PA      | $21941303.04    | 0.05%             | 2031-07-09      | Variable      | 8.95%                 | 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        |        569539 | PA      | $488664.46      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      78404000 | PA      | $92141622.03    | 0.21%             | 2026-03-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airbnb, Inc., Class A                                                                                                            | CUSIP: 009066101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         11400 | NS      | $-44096.48      | -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      | $352315.03      | 0.00%             | 2057-12-27      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00PC5S2L3<br>LEI: N/A                  | N/A              | DE               |  | US        |           329 | NC      | $64977.50       | 0.00%             |  |  |  | No            |                  1 | 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      | $854944.87      | 0.00%             | 2031-08-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Elisa OYJ                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35500 | NS      | $-84188.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                        | USI, Inc., 1st Lien Term Loan                                                                                                    | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1283516 | PA      | $1281462.84     | 0.00%             | 2030-09-27      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR Nederland NV                                                                                                                 | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $4206104.44     | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1900000 | PA      | $1962462.61     | 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      | $26221062.09    | 0.06%             | 2033-06-10      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                            | Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R2                                                                               | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $7005775.70     | 0.02%             | 2034-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                                      | CSMC OA LLC, Series 2014-USA, Class X2                                                                                           | CUSIP: 12649AAG4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     598765000 | PA      | $5987.65        | 0.00%             | 2037-09-15      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       4610000 | PA      | $5688378.01     | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                                                              | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2429679 | PA      | $1303711.66     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      17054000 | PA      | $20320008.37    | 0.05%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-ROIC, Class E                                                                                              | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22155590 | PA      | $22190728.60    | 0.05%             | 2030-03-15      | Floating      | 7.09%                 | 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      | $469620.00      | 0.00%             | 2037-02-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      10074000 | PA      | $10127905.97    | 0.02%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Investment AB Latour, Class B                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -109200 | NS      | $46525.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Co.                                                               | New Generation Co.                                                                                                               | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |      39061892 | PA      | $39061891.89    | 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        |       5000000 | PA      | $5109350.00     | 0.01%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249492440 | PA      | $5195255.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      62654756 | PA      | $64671269.67    | 0.15%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class A3                                                                                | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1511000 | PA      | $1334575.04     | 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        |     153449130 | PA      | $-77682.76      | -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        |       5728000 | PA      | $6979856.78     | 0.02%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sofina SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3400 | NS      | $-7553.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          -243 | NC      | $-468303.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3554220000 | PA      | $-12562.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $165784.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nipro Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -67500 | NS      | $22440.51       | 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      | $2830.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                       | Stem, Inc.                                                                                                                       | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       1234000 | PA      | $351690.77      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       2251000 | PA      | $2124621.63     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jefferies GmbH                                                                   | Jefferies GmbH                                                                                                                   | CUSIP: N/A<br>LEI: 5493004I3LZM39BWHQ75       | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $13428666.49    | 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      | $3257792.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     795890000 | PA      | $3289499.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                    | CUSIP: 615369AR6<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      20300000 | PA      | $21964434.97    | 0.05%             | 2030-02-25      | Fixed         | 0.95%                 | 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      | $1007500.60     | 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        |         80124 | PA      | $37652.88       | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           397 | NC      | $111536.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Croda International plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -53000 | NS      | $-26817.07      | -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        |      61123221 | PA      | $61411960.87    | 0.14%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       2222000 | PA      | $2176513.73     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXII Trust                                                             | SAPPHIRE XXXII TRUST, Series 2025-1, Class A1L                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      21110000 | PA      | $13993211.22    | 0.03%             | 2066-06-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41 Mtge                                  | Pepper Residential Securities Trust No. 41 Mtge, Series 41, Class A2                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       2140000 | PA      | $1414876.85     | 0.00%             | 2067-07-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $341148.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        105000 | PA      | $104992.73      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        326083 | NS      | $31946351.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2733497 | PA      | $2524725.35     | 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      | $4171762.38     | 0.01%             | 2042-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Finco LP                                                                                                             | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       3384000 | PA      | $4087227.39     | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2676238 | PA      | $-15593.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1532350.68     | 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        |       7734884 | PA      | $6440019.87     | 0.01%             | 2035-09-25      | Floating      | 5.14%                 | 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      | $845.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Buxl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -541 | NC      | $206071.58      | 0.00%             |  |  |  | No            |                  1 | 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      | $3591285.29     | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      42222000 | PA      | $27597.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     401653000 | PA      | $475912.22      | 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        |       1409000 | PA      | $1448452.00     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397481700 | PA      | $2283651.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                              | Aurium CLO VIII DAC, Series 8X, Class D                                                                                          | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $885398.07      | 0.00%             | 2034-06-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                                    | SCF Rahoituspalvelut XIII DAC, Series 13, Class B                                                                                | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |        800000 | PA      | $942327.28      | 0.00%             | 2034-06-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1231206 | PA      | $112311.55      | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ASPEED Technology, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7000 | NS      | $50921.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2021-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 724500GC0MQI1HTJVG97       | Long             | ABS-MBS          | CORP              | NL        |       1448909 | PA      | $1701961.16     | 0.00%             | 2053-06-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                             | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                                 | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $900728.91      | 0.00%             | 2031-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| City of Houston                                                                  | City of Houston Airport System, Series 2025A                                                                                     | CUSIP: 442349JU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      13260000 | PA      | $14045816.26    | 0.03%             | 2050-07-01      | Fixed         | 5.50%                 | 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      | $1503951.00     | 0.00%             | 2038-04-20      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Burberry Group plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         46300 | NS      | $33050.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                                     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       1739000 | PA      | $1833775.50     | 0.00%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24555400 | PA      | $-44462.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                                            | European TopSoho SARL, Series SMCP                                                                                               | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |      13600000 | PA      | $12988422.18    | 0.03%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    1190000000 | PA      | $9062700.75     | 0.02%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class C                                                                                               | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15026000 | PA      | $15082448.17    | 0.03%             | 2041-03-15      | Floating      | 8.59%                 | 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      | $4597250.00     | 0.01%             | 2038-12-15      | Floating      | 5.71%                 | 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      | $940925.86      | 0.00%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                             | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       1008000 | PA      | $1108094.00     | 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      | $3290070.00     | 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      | $7010208.10     | 0.02%             | 2038-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $26980509.89    | 0.06%             | 2026-01-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                                   | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                                       | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3144281 | PA      | $638866.66      | 0.00%             | 2035-11-25      | Floating      | 5.62%                 | 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        |       3097412 | PA      | $2830693.39     | 0.01%             | 2036-11-25      | Floating      | 4.61%                 | 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      | $2641031.69     | 0.01%             | 2032-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class C                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |         73724 | PA      | $86580.32       | 0.00%             | 2030-09-15      | Floating      | 2.83%                 | 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      | $1594063.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                           | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |       1951000 | PA      | $1734380.47     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $36244.74       | 0.00%             |  |  |  | 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        |       2564000 | PA      | $3015583.34     | 0.01%             | 2041-12-23      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Analog Devices, Inc.                                                                                                             | CUSIP: 032654105<br>LEI: N/A                  | N/A              | DE               |  | GB        |          5700 | NS      | $-9348.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-1, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      11200000 | PA      | $13194830.48    | 0.03%             | 2038-01-14      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        980000 | PA      | $958779.96      | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-194470.19     | -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        |        923000 | PA      | $901020.42      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       3269000 | PA      | $3295152.00     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3900 | NS      | $44519.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                                 | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       1156000 | PA      | $1134487.80     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | 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        |        200000 | PA      | $204900.00      | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sembcorp Financial Services Pte. Ltd.                                            | Sembcorp Financial Services Pte. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 25490038TP4G8MN6YS52       | Long             | DBT              | CORP              | SG        |       4000000 | PA      | $3240435.68     | 0.01%             | 2046-01-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc                                                                                                           | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      21468000 | PA      | $30334192.92    | 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        |        494936 | PA      | $494668.58      | 0.00%             | 2028-03-31      | Variable      | 6.55%                 | 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      | $22651845.00    | 0.05%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                                  | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |       2278481 | PA      | $2700142.60     | 0.01%             | 2032-01-26      | Variable      | 7.03%                 | 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        |        202279 | PA      | $267140.07      | 0.00%             | 2044-06-12      | Floating      | 4.24%                 | 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      | $519871.47      | 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        |        159808 | PA      | $188455.54      | 0.00%             | 2043-01-26      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daito Trust Construction Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -62000 | NS      | $5541.59        | 0.00%             |  |  |  | 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        |      10025574 | PA      | $10101174.35    | 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        |       1593000 | PA      | $1445531.21     | 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        |       1571000 | PA      | $1572827.07     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        900000 | PA      | $914895.59      | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-6, Class B1                                                                              | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        540000 | PA      | $415627.69      | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      32080000 | PA      | $660541.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                                    | TAV Havalimanlari Holding A/S                                                                                                    | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |        332000 | PA      | $347355.00      | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shimizu Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        111600 | NS      | $-8659.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250245641 | PA      | $797104.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     510800000 | PA      | $4538983.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                                  | Grupo Cibest SA                                                                                                                  | CUSIP: 40090E106<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |         16137 | NS      | $838155.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      15840000 | PA      | $-86765.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-137657.72     | -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      | $2057991.95     | 0.00%             | 2039-04-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       3888000 | PA      | $4369860.90     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        104750 | PA      | $104750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                          | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                                                                | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6774219.00     | 0.02%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                          | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4140000 | PA      | $3693522.01     | 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      | $-113531.43     | -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      | $19250443.13    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     123968000 | PA      | $29766.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      15519000 | PA      | $18348518.58    | 0.04%             | 2036-11-19      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        207494 | PA      | $209748.70      | 0.00%             | 2051-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                        | Ping An Insurance Group Co. of China Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |     218000000 | PA      | $30758871.49    | 0.07%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                          | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                                | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $9003363.30     | 0.02%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                                   | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2631000 | PA      | $0.26           | 0.00%             | 2017-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014B                                                                               | CUSIP: 57587ADP0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |        385000 | PA      | $377245.81      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Charlotte                                                                | City of Charlotte, Series 2021A                                                                                                  | CUSIP: 161036RV2<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |      12525000 | PA      | $9141227.03     | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class D                                                                               | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1880000 | PA      | $1619121.05     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        694000 | PA      | $681508.00      | 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      | $3753432.38     | 0.01%             | 2033-07-15      | Floating      | 8.79%                 | 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        |       7380268 | PA      | $4878054.10     | 0.01%             | 2057-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                                    | Al Rajhi Bank                                                                                                                    | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | DBT              | CORP              | SA        |       2000000 | PA      | $2026400.00     | 0.00%             | 2029-05-16      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-6, Class 2A1                                                                          | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3099788 | PA      | $2878156.08     | 0.01%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6700000 | PA      | $8021261.00     | 0.02%             | 2035-03-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Banco Bradesco SA (Preference)                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        845500 | NS      | $106866.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1467031 | PA      | $202471.61      | 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        |       2830323 | PA      | $2135032.67     | 0.00%             | 2044-03-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class B                                                                 | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10322000 | PA      | $10643976.11    | 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        |     170518272 | PA      | $80649.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | Volkswagen Leasing GmbH                                                                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      11129000 | PA      | $13217635.23    | 0.03%             | 2026-10-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 2 plc                                                              | Hops Hill No. 2 plc, Series 2, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       1077000 | PA      | $1473528.64     | 0.00%             | 2054-11-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       2412000 | PA      | $2555763.58     | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     509381652 | PA      | $37324.37       | 0.00%             |  |  |  | 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        |      69459954 | PA      | $69411095.74    | 0.16%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                               | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1156000 | PA      | $1185998.20     | 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        |       2140000 | PA      | $2050838.03     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                       | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                            | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        671856 | PA      | $672248.30      | 0.00%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc., Class A                                                                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |          1152 | NS      | $655269.12      | 0.00%             |  |  |  | No            |                  1 | 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      | $4559527.67     | 0.01%             | 2038-03-30      | 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      | $52859.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2697000 | PA      | $2820590.03     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                                | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        361000 | PA      | $363542.88      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | 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      | $17228097.75    | 0.04%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2900000 | PA      | $2637780.55     | 0.01%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Workday, Inc., Class A                                                                                                           | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               |  | US        |          5300 | NS      | $72073.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class AR                                                                                          | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |        410132 | PA      | $410913.84      | 0.00%             | 2033-04-10      | Floating      | 5.59%                 | 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      | $790175.35      | 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        |        400000 | PA      | $551505.83      | 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        |       3421780 | PA      | $-479.46        | -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        |  649812000000 | PA      | $40180197.97    | 0.09%             | 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        |       4376016 | PA      | $4376437.61     | 0.01%             | 2039-06-17      | Floating      | 6.38%                 | 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      | $28758136.13    | 0.07%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4829332256 | PA      | $192586.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DWS Group GmbH & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -10900 | NS      | $-2511.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3960000 | PA      | $4714352.26     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      14555000 | PA      | $14878147.05    | 0.03%             | 2036-03-27      | Variable      | 5.33%                 | 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      | $2543721.96     | 0.01%             | 2034-11-15      | Floating      | 8.80%                 | 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        |        992481 | PA      | $949804.51      | 0.00%             | 2029-10-10      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Franco-Nevada Corp.                                                                                                              | CUSIP: 351858105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8600 | NS      | $-81324.36      | -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      | $3606802.56     | 0.01%             | 2036-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17500000 | PA      | $-468664.19     | -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      | $36229354.17    | 0.08%             | 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      | $2007.53        | 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      | $40452.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30507000 | PA      | $30788236.41    | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4818901 | PA      | $11.90          | 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      | $1334014.21     | 0.00%             | 2038-01-21      | Floating      | 5.66%                 | 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      | $6022837.16     | 0.01%             | 2037-08-26      | Variable      | 3.79%                 | 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      | $733591.86      | 0.00%             | 2033-04-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       1525000 | PA      | $1575325.00     | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Whitbread plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -44300 | NS      | $-57889.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       1389000 | PA      | $1386222.00     | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                              | New Immo Holding SA                                                                                                              | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4974510.59     | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series PCL                                                                       | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $4000000.00     | 0.01%             | 2028-08-28      | None          | 0.00%                 | 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        |      19640000 | PA      | $19713650.00    | 0.04%             | 2038-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4896000 | PA      | $5092417.73     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Demant A/S                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -31200 | NS      | $115146.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      15700000 | PA      | $-60887.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                               | Komercni Banka A/S                                                                                                               | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |         18553 | NS      | $931113.33      | 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        |         20865 | NS      | $205750.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Occidental Petroleum Corp.                                                                                                       | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -32000 | NS      | $-47680.00      | -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      | $-128151.80     | -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      | $964093.23      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |    2034297000 | PA      | $1327524.59     | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Adobe, Inc.                                                                                                                      | CUSIP: 00724F101<br>LEI: N/A                  | N/A              | DE               |  | US        |          9800 | NS      | $40529.72       | 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      | $126899.58      | 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      | $2006271.60     | 0.00%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       2942000 | PA      | $2880218.00     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       1002000 | PA      | $946203.03      | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        500000 | PA      | $473648.45      | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | 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      | $5016127.55     | 0.01%             | 2037-10-25      | Floating      | 6.27%                 | 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      | $2647618.45     | 0.01%             | 2037-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |        391000 | PA      | $382789.00      | 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        |       1545000 | PA      | $1394362.50     | 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      | $10683855.00    | 0.02%             | 2036-09-20      | Floating      | 8.10%                 | 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        |      13955604 | PA      | $14073802.16    | 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        |      16623000 | PA      | $16283807.69    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       7758000 | PA      | $7487648.44     | 0.02%             | 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        |      14488968 | PA      | $14609744.64    | 0.03%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-62537.84      | -0.00%            |  |  |  | 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        |       1113752 | PA      | $1011580.05     | 0.00%             | 2036-03-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sun Country, Inc.                                                                | Sun Country, Inc., Series 2019-1B                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1181568 | PA      | $1177195.85     | 0.00%             | 2025-12-15      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                                  | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |        445000 | PA      | $443976.50      | 0.00%             | 2031-06-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                          | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       5502000 | PA      | $6701006.94     | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                         | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |        900000 | PA      | $1052047.16     | 0.00%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        603487 | PA      | $248938.39      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        847000 | PA      | $860471.54      | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO DAC                                                 | Anchorage Capital Europe CLO DAC, Series 4A, Class D                                                                             | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |        590000 | PA      | $699470.45      | 0.00%             | 2034-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                          | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |        387000 | PA      | $428664.09      | 0.00%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      11789000 | PA      | $11009216.24    | 0.02%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6568702384 | PA      | $-16678.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   27876460000 | PA      | $19898030.58    | 0.05%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                               | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      13830000 | PA      | $13819046.64    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       1005000 | PA      | $993221.30      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | 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      | $5270543.75     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $457952.68      | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | 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      | $333976.53      | 0.00%             | 2031-10-15      | Floating      | 5.44%                 | 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      | $15715372.51    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      29032700 | PA      | $29073527.23    | 0.07%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       3982000 | PA      | $4239611.51     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hong Kong Exchanges & Clearing Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9200 | NS      | $-9016.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DR Horton, Inc.                                                                                                                  | CUSIP: 00CBVHAU5<br>LEI: N/A                  | N/A              | DE               |  | US        |           500 | NC      | $205000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1116337 | PA      | $1116493.15     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | 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      | $4665752.00     | 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      | $5537516.81     | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      61659000 | PA      | $23901.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |     -14293012 | PA      | $-14293012.50   | -0.03%            |  |  |  | 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      | $2762960.20     | 0.01%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        590000 | PA      | $666995.00      | 0.00%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      12358000 | PA      | $14786420.94    | 0.03%             | 2029-07-17      | 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      | $55590.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      43962313 | PA      | $3217200.22     | 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      | $-527.26        | -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      | $5336001.73     | 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      | $5067693.00     | 0.01%             | 2037-10-15      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        491640 | PA      | $491640.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                                | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2644000 | PA      | $2702591.04     | 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        |     100640000 | PA      | $24039891.27    | 0.05%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   63520610000 | PA      | $-80911.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |      -1100000 | PA      | $-1222201.98    | -0.00%            | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457108<br>LEI: N/A                  | N/A              | DE               |  | US        |          2590 | NS      | $38357.90       | 0.00%             |  |  |  | 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        |       2485412 | PA      | $2504228.70     | 0.01%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       9327000 | PA      | $9311434.45     | 0.02%             | 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      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        541000 | PA      | $594153.25      | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1                                                                         | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10441147 | PA      | $10391083.06    | 0.02%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington, Series 2022A                                                                                                | CUSIP: 93974ERU2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $10829978.18    | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8433000 | PA      | $43051.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16396.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        378000 | PA      | $373303.43      | 0.00%             | 2028-03-01      | 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      | $1036.43        | 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      | $-5645.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown City CLO III                                                               | Crown City CLO III, Series 2021-1A, Class A1A                                                                                    | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250363.33      | 0.00%             | 2034-07-20      | Floating      | 5.76%                 | 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      | $1960692.50     | 0.00%             | 2034-09-15      | Floating      | 5.53%                 | 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      | $4696200.00     | 0.01%             | 2040-10-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1201168.73     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                              | Bausch & Lomb, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       4563000 | PA      | $5427937.20     | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Casper Bidco SASU                                                                | Casper Bidco SASU, Facility 1st Lien Term Loan B6                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4687981.65     | 0.01%             | 2031-03-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     112690000 | PA      | $656833.21      | 0.00%             |  |  |  | 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      | $6468934.95     | 0.01%             | 2030-03-15      | Fixed         | 2.01%                 | 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      | $-83375.17      | -0.00%            |  |  |  | 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        |        992248 | PA      | $962976.74      | 0.00%             | 2027-11-24      | Variable      | 8.26%                 | 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        |       4260000 | PA      | $4268719.37     | 0.01%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2018-1A, Class A1                                                                                          | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        232175 | PA      | $232462.25      | 0.00%             | 2031-04-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1896000 | PA      | $2007659.23     | 0.00%             | 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        |       4759000 | PA      | $4693582.31     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BT Group plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -475100 | NS      | $37064.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      21800000 | PA      | $19836753.36    | 0.04%             | 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      | $33072.82       | 0.00%             | 2058-05-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                    | GLP Pte. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      10000000 | PA      | $6858000.00     | 0.02%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                                          | Techem Verwaltungsgsesellschaft 675 mbH, Facility 1st Lien Term Loan B5                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       7173416 | PA      | $8470375.22     | 0.02%             | 2029-07-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       3940000 | PA      | $4009924.83     | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |        855000 | PA      | $751869.90      | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | 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        |       1532870 | PA      | $1385937.62     | 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        |       6410264 | PA      | $6496735.59     | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding VIII plc                                                             | PCL Funding VIII plc, Series 2023-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |        712000 | PA      | $969059.63      | 0.00%             | 2028-05-15      | Floating      | 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      | $522377.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       8900000 | PA      | $8817706.42     | 0.02%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       1363000 | PA      | $1411245.01     | 0.00%             | 2032-04-30      | 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      | $-28568.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      16912215 | PA      | $16912215.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $385853.93      | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | 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      | $4883586.62     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -29300 | NS      | $-56083.57      | -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      | $6987196.61     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO III DAC                                                | CIFC European Funding CLO III DAC, Series 3A, Class C                                                                            | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $591773.62      | 0.00%             | 2034-01-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                                        | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32830000 | PA      | $32969793.42    | 0.07%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DR Horton, Inc.                                                                                                                  | CUSIP: 00CBVHAS0<br>LEI: N/A                  | N/A              | DE               |  | US        |           500 | NC      | $372500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13931250 | PA      | $48785.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2103271 | PA      | $-406649.71     | -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        |        491798 | PA      | $471655.68      | 0.00%             | 2065-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aspen Pharmacare Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -246200 | NS      | $72245.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     200829000 | PA      | $-1423243.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      11937000 | PA      | $15952542.30    | 0.04%             | 2030-06-10      | Fixed         | 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      | $985.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | Daimler Truck International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10573239.05    | 0.02%             | 2029-11-27      | Fixed         | 3.00%                 | 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        |      -6254800 | NS      | $1652032.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $6511515.66     | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12420000 | PA      | $-227412.78     | -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        |      11400000 | PA      | $13929242.33    | 0.03%             | 2029-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                    | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                            | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        750000 | PA      | $749259.38      | 0.00%             | 2031-09-17      | Fixed         | 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      | $12161.49       | 0.00%             |  |  |  | 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      | $12465139.20    | 0.03%             | 2041-08-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1432853 | PA      | $99849.68       | 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      | $1298748.36     | 0.00%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        996000 | PA      | $1018010.25     | 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      | $1003366.60     | 0.00%             | 2037-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Deep Development 2025 Ltd.                                                       | Deep Development 2025 Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900FHVD3YNZ5XIC45       | Long             | DBT              | CORP              | VG        |     503000000 | PA      | $65541670.15    | 0.15%             | 2032-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc., Series 20-A                                                                                                      | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      21719000 | PA      | $21927784.75    | 0.05%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       9055000 | PA      | $9372839.56     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | 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      | $5691639.84     | 0.01%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBNLLP0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -34895 | NC      | $-174475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        200142 | PA      | $200142.00      | 0.00%             |  |  |  | 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        |        985056 | PA      | $986661.93      | 0.00%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Textron, Inc.                                                                                                                    | CUSIP: 883203101<br>LEI: N/A                  | N/A              | DE               |  | US        |         35200 | NS      | $79552.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                             | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28631549 | PA      | $28518496.94    | 0.06%             | 2057-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1306.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                              | Sunrise FinCo. I BV                                                                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3810600.00     | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-30, Class FC                                              | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52132956 | PA      | $52192945.73    | 0.12%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                                | Motion Finco SARL                                                                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |       8950000 | PA      | $9465734.85     | 0.02%             | 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      | $1447997.68     | 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      | $1525196.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust, Series 2006-12XS, Class A4                                                                   | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3487369 | PA      | $744156.12      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        505000 | PA      | $510355.53      | 0.00%             | 2033-10-04      | 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        |      18531670 | PA      | $95357881.09    | 0.22%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      11130000 | PA      | $13263184.14    | 0.03%             | 2034-03-19      | Fixed         | 4.50%                 | 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      | $650406.25      | 0.00%             | 2042-08-15      | Floating      | 6.90%                 | 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        |        985050 | PA      | $985138.65      | 0.00%             | 2031-02-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                                                                       | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |      30100000 | PA      | $34959208.95    | 0.08%             | 2080-09-09      | Variable      | 1.62%                 | 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      | $590017.96      | 0.00%             | 2055-09-28      | Floating      | 5.47%                 | 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      | $10660018.52    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class C                                                                         | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        550143 | PA      | $511795.21      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        268000 | PA      | $281845.95      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       1680000 | PA      | $1683360.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E                                                                        | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4509000 | PA      | $4515789.20     | 0.01%             | 2041-11-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sunny Optical Technology Group Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        109400 | NS      | $137383.39      | 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      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       1517000 | PA      | $1547510.65     | 0.00%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                      | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |        509000 | PA      | $524020.72      | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -32625000 | PA      | $-32625000.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12363280 | PA      | $215030.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      13256000 | PA      | $21474.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class D                                                                         | CUSIP: 69702KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11750000 | PA      | $11756577.65    | 0.03%             | 2030-10-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                                                           | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10301704 | PA      | $10288966.97    | 0.02%             | 2033-02-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CME Bitcoin                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -58 | NC      | $664698.84      | 0.00%             |  |  |  | No            |                  1 | 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        |       6541841 | PA      | $6481822.50     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | 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      | $501499.56      | 0.00%             | 2061-09-20      | Floating      | 6.17%                 | 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      | $6455815.94     | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | 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      | $755833.95      | 0.00%             | 2038-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |         16104 | NS      | $1315374.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        582000 | PA      | $589611.40      | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                                                          | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3533000 | PA      | $618150.99      | 0.00%             | 2038-07-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| iQIYI, Inc.                                                                      | iQIYI, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 222100XL8T2Q5B8MS302       | Long             | DBT              | CORP              | KY        |       7000000 | PA      | $7012139.04     | 0.02%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                                                         | Lottery Corp. Ltd. (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        178438 | NS      | $692905.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       1010000 | PA      | $1076365.27     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                                   | Orion CLO Ltd., Series 2023-1A, Class E                                                                                          | CUSIP: 68626EAA8<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |       1000000 | PA      | $1001856.20     | 0.00%             | 2036-10-25      | Floating      | 12.22%                | 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      | $-6732.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        644000 | PA      | $622452.79      | 0.00%             | 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        |        432000 | PA      | $441632.30      | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                             | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4646000 | PA      | $4685848.74     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DP World Salaam                                                                  | DP World Salaam                                                                                                                  | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |       5227000 | PA      | $5227940.86     | 0.01%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR2, Class F1                                                                                           | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6743800 | PA      | $6609984.13     | 0.01%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |        800000 | PA      | $810697.30      | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                       | Quarzo SRL, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |       4059013 | PA      | $4809150.70     | 0.01%             | 2041-06-15      | Floating      | 3.61%                 | 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        |       6264180 | PA      | $5094094.79     | 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      | $55.15          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150420000 | PA      | $-1421890.17    | -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      | $335.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |        365000 | PA      | $491646.93      | 0.00%             | 2055-12-12      | Floating      | 5.68%                 | 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        |       1833000 | PA      | $1711549.34     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       6623000 | PA      | $6727047.33     | 0.02%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Anthropic PBC                                                                    | Anthropic PBC                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        261846 | NS      | $36912430.62    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11733000 | PA      | $11715775.96    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SG Holdings Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -30600 | NS      | $16596.66       | 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        |        376412 | PA      | $361897.44      | 0.00%             | 2036-10-25      | Floating      | 4.65%                 | 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      | $2795677.65     | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                         | Ares Loan Funding I Ltd., Series 2021-ALFA, Class SUB                                                                            | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14000000 | PA      | $6629842.80     | 0.02%             | 2034-10-15      | Variable      | 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 A                                                           | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      11750000 | PA      | $11780887.23    | 0.03%             | 2039-07-20      | Floating      | 5.55%                 | 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      | $10627954.38    | 0.02%             | 2040-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |        203000 | PA      | $183642.77      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                          | Pony SA, Series 2024-1, Class D                                                                                                  | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |        389347 | PA      | $460054.74      | 0.00%             | 2033-01-14      | Floating      | 3.53%                 | 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      | $9599915.17     | 0.02%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Gategroup Fin Luxembourg SA                                                      | Gategroup Finance Luxembourg SA, Facility 1st Lien Term Loan B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2831858 | PA      | $3357990.31     | 0.01%             | 2032-06-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                                                        | ELSAN SAS, Facility 1st Lien Term Loan B6                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4693945.82     | 0.01%             | 2031-06-16      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28433258757 | PA      | $-46226.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                                                                  | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         34568 | PA      | $34546.47       | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-94522.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2025-31A, Class A                                                                                       | CUSIP: 67400BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3560000 | PA      | $3565997.89     | 0.01%             | 2038-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     519767959 | PA      | $9801.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       1042000 | PA      | $1084940.82     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-138304.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 28 Ltd.                                                              | Elmwood CLO 28 Ltd., Series 2024-4A, Class F                                                                                     | CUSIP: 29003PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1946662.00     | 0.00%             | 2037-04-17      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       2557000 | PA      | $2366822.61     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class XS                                                                         | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94728170 | PA      | $723231.11      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                                | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4365907 | PA      | $3650687.67     | 0.01%             | 2037-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Davide Campari-Milano NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -65100 | NS      | $16543.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2022-25A, Class PREF                                                                                        | CUSIP: 67116F106<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |      12500000 | PA      | $7540220.00     | 0.02%             | 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        |        713000 | PA      | $706372.17      | 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      | $609272.35      | 0.00%             | 2065-04-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $300922.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1088093 | PA      | $167321.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2036000 | PA      | $1986204.55     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         80388 | PA      | $94406.90       | 0.00%             | 2044-12-24      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | American Express Co.                                                                                                             | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3900 | NS      | $37869.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | Carlsberg Breweries A/S                                                                                                          | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |        561000 | PA      | $699356.68      | 0.00%             | 2033-10-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd.                                                            | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                                                   | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         37814 | PA      | $37822.02       | 0.00%             | 2030-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16979000000 | PA      | $287423.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1422000 | PA      | $939782.49      | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Link CB Ltd.                                                                     | Link CB Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 2549000YKZX6JKWL1X31       | Long             | DBT              | CORP              | VG        |      40000000 | PA      | $5266037.12     | 0.01%             | 2027-12-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2022500 | PA      | $2022500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |        847000 | PA      | $850481.17      | 0.00%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      13864000 | PA      | $14155906.69    | 0.03%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2202000 | PA      | $2285731.05     | 0.01%             | 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      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       1349000 | PA      | $1192516.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                                                  | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3575397 | PA      | $3578075.00     | 0.01%             | 2031-05-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |       8010000 | PA      | $8105118.75     | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corp.                                                                 | Chromalloy Corp., 1st Lien Term Loan                                                                                             | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1359270 | PA      | $1361825.64     | 0.00%             | 2031-03-27      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SLC Agricola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -402700 | NS      | $56555.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Galaxy Securities Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        200000 | NS      | $14728.59       | 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      | $5092000.00     | 0.01%             | 2041-06-15      | Floating      | 7.54%                 | 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        |       6897563 | PA      | $6889226.40     | 0.02%             | 2052-06-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                             | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       1825000 | PA      | $2461155.18     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2997000 | PA      | $-11029.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       2402000 | PA      | $2435700.06     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         88917 | PA      | $88917.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      12155000 | PA      | $12801876.95    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | 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      | $2166373.81     | 0.00%             | 2035-08-18      | Floating      | 5.59%                 | 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      | $-18629042.51   | -0.04%            | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-7IND, Class A                                                                                             | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5947065 | PA      | $5954498.94     | 0.01%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                   | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       1932000 | PA      | $1914261.54     | 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      | $2053482.50     | 0.00%             | 2034-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1830600 | PA      | $69289.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class A1A                                           | CUSIP: 93362YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        237583 | PA      | $219253.12      | 0.00%             | 2046-06-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      99071700 | PA      | $-441496.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       4856053 | PA      | $4949192.10     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2025-1A, Class D                                                                         | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $3996927.60     | 0.01%             | 2033-02-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       7177406 | PA      | $9652893.71     | 0.02%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | 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        |      11997778 | PA      | $14100373.13    | 0.03%             | 2037-06-22      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2016-12A, Class BAR3                                                                                        | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6770993.85     | 0.02%             | 2037-10-18      | Floating      | 6.01%                 | 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      | $16853248.81    | 0.04%             | 2034-09-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | WH Group Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1213000 | NS      | $-56533.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   55971539957 | PA      | $1009865.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1250000 | PA      | $25501.93       | 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      | $3053598.38     | 0.01%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1197200 | PA      | $-11411.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      20740000 | PA      | $21214074.92    | 0.05%             | 2026-10-15      | 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      | $801.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                      | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       6507831 | PA      | $6768143.98     | 0.02%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Seche Environnement SACA                                                         | Seche Environnement SACA                                                                                                         | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |        932000 | PA      | $1113510.78     | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |        200000 | PA      | $209277.80      | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7243961.88     | 0.02%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      67089000 | PA      | $1417571.78     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |      -8561768 | PA      | $-8561767.86    | -0.02%            |  |  |  | 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        |      14730000 | PA      | $14772297.20    | 0.03%             | 2037-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684165 | PA      | $-4924153.90    | -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      | $5292077.18     | 0.01%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4940000 | PA      | $-77311.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elior Group SA                                                                   | Elior Group SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |       2308000 | PA      | $2706828.85     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      18446000 | PA      | $22990373.41    | 0.05%             | 2034-04-16      | Variable      | 5.38%                 | 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        |        587953 | PA      | $335190.45      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  130520290000 | PA      | $-70030.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-INV4, Class B2                                                                                                 | CUSIP: 26846DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1916949 | PA      | $1899117.35     | 0.00%             | 2070-10-25      | Variable      | 7.37%                 | 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      | $2329865.88     | 0.01%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alexandria Real Estate Equities, Inc.                                                                                            | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16700 | NS      | $42585.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       3494000 | PA      | $3695324.28     | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FirstService Corp.                                                                                                               | CUSIP: 33767E202<br>LEI: N/A                  | N/A              | DE               |  | GB        |         12100 | NS      | $-28015.52      | -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      | $262420.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |     -22852800 | PA      | $-22852800.00   | -0.05%            |  |  |  | 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      | $-30184.42      | -0.00%            |  |  |  | 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        |       4459624 | PA      | $4437670.79     | 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        |      30189756 | PA      | $-1779.88       | -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      | $2150937.60     | 0.00%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       7000000 | PA      | $8449221.86     | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Halliburton Co.                                                                                                                  | CUSIP: 406216101<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -38900 | NS      | $-77411.00      | -0.00%            |  |  |  | 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      | $1135905.52     | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                         | Bryant Park Funding Ltd., Series 2023-19A, Class D2R                                                                             | CUSIP: 11765ABA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1504334.40     | 0.00%             | 2038-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                    | Veon Midco BV                                                                                                                    | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       1206000 | PA      | $1129871.25     | 0.00%             | 2027-11-25      | 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      | $81131.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      40313000 | PA      | $40828061.06    | 0.09%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                      | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-770596.92     | -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        |       3956000 | PA      | $4075099.34     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        311625 | PA      | $311625.00      | 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        |       4267205 | PA      | $4332633.70     | 0.01%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -11789 | NC      | $-2556344.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CC253G0<br>LEI: N/A                  | N/A              | DE               |  | US        |         25046 | NC      | $1264823.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                           | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        248708 | NS      | $5956556.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                                                                        | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1620000 | PA      | $1438919.15     | 0.00%             | 2036-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   60580670000 | PA      | $-142212.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                | Spa Holdings 3 Oy, Facility 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |       4500000 | PA      | $5314607.35     | 0.01%             | 2028-02-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-151, Class MI                                                              | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |             2 | PA      | $0.22           | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                             | Flutter Financing BV, 1st Lien Term Loan B                                                                                       | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |        933375 | PA      | $929408.16      | 0.00%             | 2030-12-02      | Variable      | 5.75%                 | 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      | $64965.00       | 0.00%             | 2037-06-05      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                             | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-CF2, Class 1B                                                  | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        603260 | PA      | $503508.46      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                          | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1617000 | PA      | $411469.74      | 0.00%             | 2038-07-15      | Floating      | 7.62%                 | 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        |       2292290 | PA      | $470756.73      | 0.00%             | 2036-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        140000 | PA      | $135053.37      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                           | Banco de Credito Social Cooperativo SA                                                                                           | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |        900000 | PA      | $1071598.28     | 0.00%             | 2031-11-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                          | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       1770229 | PA      | $1672866.70     | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56730000000 | PA      | $1023451.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class C                                                                            | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |       3105411 | PA      | $3689585.77     | 0.01%             | 2034-02-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                    | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       4525000 | PA      | $5425893.50     | 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      | $3999000.00     | 0.01%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      17340000 | PA      | $4132799.57     | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       7700000 | PA      | $9525531.74     | 0.02%             | 2030-05-01      | Fixed         | 7.50%                 | 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        |      12700000 | PA      | $14290330.38    | 0.03%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shopify, Inc., Class A                                                                                                           | CUSIP: 82509L107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5800 | NS      | $4081.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       1590000 | PA      | $1312545.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |          4610 | NS      | $624332.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11, Class 1A1                                                        | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        534311 | PA      | $446583.59      | 0.00%             | 2035-05-25      | Variable      | 4.78%                 | 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        |        781170 | PA      | $921931.83      | 0.00%             | 2032-09-15      | Floating      | 3.08%                 | 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        |      10257304 | PA      | $10241493.30    | 0.02%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       1092000 | PA      | $1276810.60     | 0.00%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       7358000 | PA      | $9280613.58     | 0.02%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       1076000 | PA      | $1018971.76     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      10300000 | PA      | $10621184.90    | 0.02%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class M1                                                                                | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1385300 | PA      | $1206231.00     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       3000000 | PA      | $5337210.00     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        160998 | PA      | $2165.26        | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  2 | 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      | $9238737.33     | 0.02%             | 2039-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2283243268 | PA      | $1164.05        | 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        |        386317 | PA      | $458335.05      | 0.00%             | 2042-02-24      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                       | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                                                              | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19774235.23    | 0.04%             | 2034-10-25      | Floating      | 5.73%                 | 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      | $9796208.18     | 0.02%             | 2038-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       1989000 | PA      | $1943822.45     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                                                                          | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8380451 | PA      | $7872793.45     | 0.02%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6083680.14     | 0.01%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |        644000 | PA      | $686983.14      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -700 | NC      | $-700.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                             | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       5349000 | PA      | $5298939.78     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2170000000 | PA      | $55570.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baidu, Inc.                                                                                                                      | CUSIP: 056752108<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $16.95          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       4952000 | PA      | $4657196.05     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149399 | PA      | $1081604.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       5534000 | PA      | $5337232.99     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico                                                        | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |        666000 | PA      | $701880.75      | 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      | $35664.80       | 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        |       3963000 | PA      | $3650839.64     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      65253000 | PA      | $-270129.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                                | Port of Newcastle Investments Financing Pty. Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300VVWVQBDM9L8K30       | Long             | DBT              | CORP              | AU        |        610000 | PA      | $414656.29      | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | 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      | $3270816.26     | 0.01%             | 2063-10-25      | Variable      | 7.97%                 | 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      | $3527360.89     | 0.01%             | 2057-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class E                                                                                               | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3820000 | PA      | $3084869.27     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class D                                                                                                | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        391434 | PA      | $460284.28      | 0.00%             | 2049-10-25      | Floating      | 3.37%                 | 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      | $269496.60      | 0.00%             | 2067-09-22      | Floating      | 6.07%                 | 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        |       2688772 | PA      | $565683.41      | 0.00%             | 2037-06-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40630000 | PA      | $-85723.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       4843000 | PA      | $4920635.37     | 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        |       7912000 | PA      | $7792731.74     | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                                                             | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |        396361 | PA      | $396340.89      | 0.00%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                        | AREIT LLC, Series 2023-CRE8, Class A                                                                                             | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       5039402 | PA      | $5039791.69     | 0.01%             | 2041-08-17      | Floating      | 6.25%                 | 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      | $3726578.71     | 0.01%             | 2036-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                           | Verisure Midholding AB                                                                                                           | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Short            | DBT              | CORP              | SE        |      -5230000 | PA      | $-6176201.90    | -0.01%            | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                      | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4809000 | PA      | $5014825.25     | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       6269000 | PA      | $6649862.94     | 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        |       1008000 | PA      | $1042776.00     | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |        488000 | PA      | $478859.76      | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      51024000 | PA      | $66482.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       2889000 | PA      | $2916257.72     | 0.01%             | 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        |      32071611 | PA      | $-14750.82      | -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        |      28885462 | PA      | $28067137.35    | 0.06%             | 2028-12-11      | Variable      | 8.40%                 | No            |                  3 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |       1062000 | PA      | $1452891.70     | 0.00%             | 2060-04-28      | Floating      | 6.42%                 | 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      | $1187526.22     | 0.00%             | 2034-05-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6702.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Axfood AB                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         30100 | NS      | $5446.44        | 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        |       1779824 | PA      | $1779128.22     | 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        |      26736652 | PA      | $26935492.47    | 0.06%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-40569.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                                          | SSE plc                                                                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      13600000 | PA      | $18160922.06    | 0.04%             | 2026-01-14      | Variable      | 3.74%                 | 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      | $42377.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5800000 | PA      | $7291383.99     | 0.02%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                                 | Crescent Midstream Operating LLC                                                                                                 | CUSIP: N/A<br>LEI: 254900GGNPLW4ZPGYO57       | Long             | EC               | CORP              | US        |      11350000 | NS      | $11350000.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       7301000 | PA      | $7378025.55     | 0.02%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |        731000 | PA      | $678368.00      | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3996000 | PA      | $-608097.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -127413000 | PA      | $-881138.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                                          | Federal Democratic Republic of Ethiopia                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |        564000 | PA      | $540030.00      | 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        |       2900000 | PA      | $3498530.64     | 0.01%             | 2082-03-25      | Variable      | 5.38%                 | 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        |       1386050 | PA      | $1864181.32     | 0.00%             | 2058-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       2154000 | PA      | $2019515.66     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Danone SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -23500 | NS      | $-44560.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bayer AG (Registered)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35700 | NS      | $35862.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |       6707900 | NS      | $1772823.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Denka Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -28300 | NS      | $19010.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | National Bank of Canada                                                                                                          | CUSIP: 633067103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15900 | NS      | $32072.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, 1st Lien Term Loan B2                                                                               | CUSIP: 07337FAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4428571 | PA      | $5211062.34     | 0.01%             | 2032-09-13      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      17600000 | PA      | $23957860.18    | 0.05%             | 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        |       1923000 | PA      | $1888877.08     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      10278750 | PA      | $-18809.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14756709 | PA      | $13747.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       7602000 | PA      | $39146761.24    | 0.09%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4743162.00     | 0.01%             | 2026-01-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       3380770 | PA      | $3969193.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                                                                | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6223000 | PA      | $6261685.90     | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2024-1A, Class A                                                                        | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33293000 | PA      | $35224127.17    | 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      | $3233165.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        110469 | PA      | $8066.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                                   | Dayforce, Inc., 1st Lien Term Loan B                                                                                             | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        257747 | PA      | $257747.29      | 0.00%             | 2031-03-01      | Variable      | 6.31%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        177500 | PA      | $177500.00      | 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      | $-94020.23      | -0.00%            |  |  |  | No            |                  2 | 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      | $3623626.61     | 0.01%             | 2035-08-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Viatris, Inc.                                                                                                                    | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               |  | US        |        139900 | NS      | $-71716.77      | -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      | $2238465.77     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                               | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                                                         | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |        599572 | PA      | $599385.86      | 0.00%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aozora Bank Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -54400 | NS      | $-12027.91      | -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      | $4133578.85     | 0.01%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6340000 | PA      | $25958.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class E                                                                          | CUSIP: 05613NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1197000 | PA      | $1189206.21     | 0.00%             | 2041-10-15      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       7231000 | PA      | $8623172.49     | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Parker-Hannifin Corp.                                                                                                            | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -2800 | NS      | $5040.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | Salt River Project Agricultural Improvement & Power District, Series 2023A                                                       | CUSIP: 79574CFL2<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |       4575000 | PA      | $4786066.34     | 0.01%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |       8000000 | PA      | $8415026.85     | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1489926033 | PA      | $-3452029.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Future plc                                                                       | Future plc                                                                                                                       | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | DBT              | CORP              | GB        |       3573000 | PA      | $4803705.71     | 0.01%             | 2030-07-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC, 1st Lien Term Loan                                                                                                  | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992933 | PA      | $995207.24      | 0.00%             | 2027-10-25      | Variable      | 6.76%                 | 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      | $4156280.81     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | 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      | $20989500.00    | 0.05%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                              | Metro Finance Trust, Series 2025-1, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      17216333 | PA      | $11432717.46    | 0.03%             | 2031-10-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                         | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Short            | DBT              | CORP              | NL        |       -400000 | PA      | $-409125.69     | -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        |        612436 | PA      | $612692.88      | 0.00%             | 2032-09-08      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1868604 | PA      | $-14323.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                           | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      15848000 | PA      | $16157337.11    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | 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      | $1330365.20     | 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      | $-371835.74     | -0.00%            | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | Maricopa County Industrial Development Authority, Series 2024                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       8225000 | PA      | $8612663.49     | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -254 | NC      | $-820420.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $1002310.30     | 0.00%             | 2034-07-14      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                            | Muangthai Capital PCL                                                                                                            | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       5275000 | PA      | $5467801.25     | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | 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        |      19400000 | PA      | $24412726.26    | 0.06%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rolls-Royce Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         59300 | NS      | $39476.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                                | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |       2031000 | PA      | $1937066.25     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                       | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        158000 | PA      | $212814.43      | 0.00%             | 2058-07-20      | Floating      | 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      | $48222.24       | 0.00%             |  |  |  | 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      | $9506115.62     | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -25895 | NC      | $13694262.41    | 0.03%             |  |  |  | No            |                  1 | 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        |       5097602 | PA      | $6153367.69     | 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        |           734 | PA      | $773.09         | 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      | $24694329.00    | 0.06%             |  |  |  | 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      | $8445560.89     | 0.02%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     329149000 | PA      | $132205.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class B                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        309986 | PA      | $365453.28      | 0.00%             | 2041-09-30      | Floating      | 3.02%                 | 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        |       7141136 | PA      | $6142116.41     | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       5520000 | PA      | $-1643.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21280000 | PA      | $22201424.00    | 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        |        324000 | PA      | $341801.54      | 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        |        133925 | NS      | $1168018.18     | 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        |       1985000 | PA      | $1984583.15     | 0.00%             | 2029-10-19      | Variable      | 7.42%                 | 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        |       7331745 | PA      | $7347277.55     | 0.02%             | 2032-05-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Principal Financial Group, Inc.                                                                                                  | CUSIP: 74251V102<br>LEI: N/A                  | N/A              | DE               |  | GB        |         22100 | NS      | $15470.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eneva SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        411900 | NS      | $57572.30       | 0.00%             |  |  |  | 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      | $3750000.00     | 0.01%             | 2038-10-16      | Floating      | 6.91%                 | No            |                  3 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class A                                                                                     | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30491000 | PA      | $30735049.96    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      25562000 | PA      | $25331734.95    | 0.06%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-37A, Class B2                                                                                          | CUSIP: 67120AAG6<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       2970000 | PA      | $2958035.95     | 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        |     113402561 | PA      | $-263.59        | -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      | $-86619.12      | -0.00%            |  |  |  | No            |                  2 | 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      | $17684100.00    | 0.04%             | 2041-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Uber Technologies, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2486 | NC      | $1640760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      18800000 | PA      | $21927239.26    | 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        |       3282000 | PA      | $3389131.04     | 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        |       2720000 | PA      | $2855300.80     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-7760147.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | QIAGEN NV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -92609 | NS      | $65752.39       | 0.00%             |  |  |  | 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      | $1954298.81     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                   | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |        619000 | PA      | $615286.00      | 0.00%             | 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        |          8800 | NS      | $-54377.33      | -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      | $3468330.52     | 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      | $4827371.16     | 0.01%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hyundai Motor Co.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7709 | NS      | $-11105.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                         | Contemporary Amperex Technology Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |         32900 | NS      | $2421936.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      42096253 | PA      | $92537.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cirkul, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         49850 | NS      | $25423.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       2500000 | PA      | $2486825.85     | 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      | $1463234.90     | 0.00%             | 2038-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2218340.12     | 0.01%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       1696000 | PA      | $2051004.11     | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     780240000 | PA      | $2560027.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                      | HSBC Securities (USA), Inc.                                                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -38113391 | PA      | $-38113391.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9393.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                         | Unipol Assicurazioni SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       3500000 | PA      | $4327014.41     | 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        |       1908000 | PA      | $1978546.39     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | 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      | $3920228.19     | 0.01%             | 2067-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4408000 | PA      | $33643.90       | 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      | $640807.76      | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Teck Resources Ltd., Class B                                                                                                     | CUSIP: 878742204<br>LEI: N/A                  | N/A              | DE               |  | US        |         20100 | NS      | $109012.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3468143.70     | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bristol-Myers Squibb Co.                                                                                                         | CUSIP: 110122108<br>LEI: N/A                  | N/A              | DE               |  | US        |         39200 | NS      | $7189.01        | 0.00%             |  |  |  | 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      | $3302863.14     | 0.01%             | 2070-01-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-90483.29      | -0.00%            | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       1742000 | PA      | $1743742.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Next plc                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12800 | NS      | $56801.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        646923 | PA      | $100864.31      | 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        |        508000 | PA      | $481986.03      | 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      | $2496943.82     | 0.01%             | 2042-06-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |        434332 | PA      | $339865.03      | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | 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      | $11616909.03    | 0.03%             | 2039-11-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     553535803 | PA      | $-3487329.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARM Mortgage Loan Trust                                                        | STARM Mortgage Loan Trust, Series 2007-2, Class 3A3                                                                              | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        268354 | PA      | $125369.74      | 0.00%             | 2037-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                                     | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       5037000 | PA      | $5960626.57     | 0.01%             | 2032-05-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       3464000 | PA      | $3328904.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                          | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       3311000 | PA      | $3453879.58     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      10767958 | PA      | $7106852.28     | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                                       | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        860688 | PA      | $609519.28      | 0.00%             | 2046-05-25      | Floating      | 4.69%                 | 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      | $285.55         | 0.00%             |  |  |  | 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      | $8553886.00     | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | 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        |       5169000 | PA      | $5146385.63     | 0.01%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       1772000 | PA      | $1751967.04     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                            | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       1222000 | PA      | $1230136.96     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      20297316 | PA      | $20434279.64    | 0.05%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 8 Ltd.                                                  | Anchorage Credit Funding 8 Ltd., Series 2019-8A, Class A                                                                         | CUSIP: 03331XAA9<br>LEI: 549300XI0H54XLMCG667 | Long             | ABS-CBDO         | CORP              | KY        |       7768629 | PA      | $7589936.71     | 0.02%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                                 | DraftKings, Inc., Class A                                                                                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        470275 | NS      | $17588285.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intu Jersey 2 Ltd.                                                               | Intu Jersey 2 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |       3562439 | PA      | $742624.29      | 0.00%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex Global AB, 1st Lien Term Loan B6                                                                                       | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |        118202 | PA      | $118378.90      | 0.00%             | 2028-11-16      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Construction Bank Corp., Class H                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1578000 | NS      | $58012.07       | 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        |        326700 | PA      | $326474.58      | 0.00%             | 2032-01-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       3040000 | PA      | $3134363.58     | 0.01%             | 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      | $1758524.28     | 0.00%             | 2032-07-14      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, 1st Lien Term Loan B13                                                                                              | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       1422506 | PA      | $1412434.98     | 0.00%             | 2030-09-19      | 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      | $-20974.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |        400000 | PA      | $464132.35      | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       5352000 | PA      | $6286019.95     | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-5A, Class A4                                                                         | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-MBS          | CORP              | US        |       5668747 | PA      | $3127360.44     | 0.01%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      62441961 | PA      | $89261.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petron Corp.                                                                     | Petron Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |       2945000 | PA      | $3025987.50     | 0.01%             | 2028-08-22      | Variable      | 7.35%                 | 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      | $1737343.54     | 0.00%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2554570000 | PA      | $69998.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                                      | CFE Fibra E                                                                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |        525000 | PA      | $527257.50      | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                                     | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |         22622 | NS      | $12810.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -5000000 | PA      | $-5045241.00    | -0.01%            | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       3196000 | PA      | $2963221.39     | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                                                   | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                                                                        | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |       2500000 | PA      | $2498774.75     | 0.01%             | 2039-04-21      | Floating      | 5.71%                 | 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        |        955350 | PA      | $862203.38      | 0.00%             | 2030-02-18      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series X                                                                                                        | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10651000 | PA      | $10552605.00    | 0.02%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      19400000 | PA      | $22737249.66    | 0.05%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73570000 | PA      | $-159391.59     | -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        |      20721687 | PA      | $20947553.28    | 0.05%             | 2056-03-15      | Floating      | 5.82%                 | 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      | $7397761.08     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CC253K1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -25046 | NC      | $-187845.00     | -0.00%            |  |  |  | No            |                  1 | 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        |       1684580 | PA      | $1689743.69     | 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      | $-116307.74     | -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      | $6900123.48     | 0.02%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FirstEnergy Corp.                                                                                                                | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -54700 | NS      | $-136203.00     | -0.00%            |  |  |  | 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        |       2830850 | PA      | $3580522.40     | 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        |       2168078 | PA      | $2095511.00     | 0.00%             | 2035-11-25      | 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      | $2561.52        | 0.00%             |  |  |  | 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      | $1955814.48     | 0.00%             | 2033-05-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL10, Class A                                                           | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2178938 | PA      | $2179156.95     | 0.00%             | 2037-09-17      | Floating      | 6.77%                 | 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      | $955877.14      | 0.00%             | 2042-08-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29450000 | PA      | $15442.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     294700944 | PA      | $-517688.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      58347459 | PA      | $-958967.25     | -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      | $-1565.63       | -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        |       5270000 | PA      | $5622482.63     | 0.01%             | 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      | $13431564.94    | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       5636000 | PA      | $5917946.54     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Brookfield Asset Management Ltd., Class A                                                                                        | CUSIP: 113004105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -33100 | NS      | $134661.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7879228.91     | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR3                                                                          | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       8860000 | PA      | $8919123.67     | 0.02%             | 2037-04-28      | Floating      | 8.11%                 | 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      | $295311.18      | 0.00%             | 2038-01-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-RTL1, Class A1                                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10556000 | PA      | $10625545.04    | 0.02%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      14107000 | PA      | $10387980.30    | 0.02%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class E                                                                            | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6364647 | PA      | $6377331.38     | 0.01%             | 2039-02-15      | Floating      | 7.89%                 | 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      | $1603250.03     | 0.00%             | 2032-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA, Series 6.5Y                                                                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      34602000 | PA      | $39277535.74    | 0.09%             | 2027-06-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1709000 | PA      | $2302968.92     | 0.01%             | 2033-04-21      | Floating      | 5.67%                 | 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      | $3981392.81     | 0.01%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                       | Orsted A/S                                                                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $5044450.92     | 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      | $5625269.48     | 0.01%             | 2033-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG Immobilien AG                                                                                                                | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2944615.60     | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1205000 | PA      | $1200454.40     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | 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      | $3566602.20     | 0.01%             | 2042-08-17      | Floating      | 5.53%                 | 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      | $21652549.12    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      11615000 | PA      | $11724840.73    | 0.03%             | 2031-08-04      | Variable      | 4.95%                 | 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      | $5125579.13     | 0.01%             | 2033-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                        | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       1274000 | PA      | $1198537.54     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       6353000 | PA      | $6603232.28     | 0.01%             | 2055-09-05      | 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      | $242.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class A                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       4519768 | PA      | $5329123.60     | 0.01%             | 2046-12-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                                                         | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2471019 | PA      | $2572707.99     | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     440087000 | PA      | $421480.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Canadian National Railway Co.                                                                                                    | CUSIP: 136375102<br>LEI: N/A                  | N/A              | DE               |  | US        |         16600 | NS      | $48425.69       | 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        |       6532000 | PA      | $6537840.91     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      39720000 | PA      | $325453.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elstree Funding No. 4 plc                                                        | Elstree Funding No. 4 plc, Series 4, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400JAGLODYUGMIF69       | Long             | ABS-MBS          | CORP              | GB        |       1169735 | PA      | $1583642.59     | 0.00%             | 2055-10-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       1220000 | PA      | $1340475.00     | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3916000 | PA      | $-186515.91     | -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      | $76209.38       | 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      | $9031522.50     | 0.02%             | 2037-10-20      | Floating      | 5.72%                 | 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        |       1327863 | PA      | $1790114.49     | 0.00%             | 2033-04-21      | Floating      | 5.22%                 | 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      | $591215.87      | 0.00%             | 2059-04-28      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                               | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |        923000 | PA      | $911462.50      | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       1139000 | PA      | $1159723.95     | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       1200300 | NS      | $7783542.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       1860000 | PA      | $2198386.70     | 0.00%             | 2032-06-30      | Floating      | 5.38%                 | 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      | $1007778.91     | 0.00%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                             | Mesquite Independent School District, Series 2025                                                                                | CUSIP: 590760VJ0<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |      17710000 | PA      | $18826415.58    | 0.04%             | 2052-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |       1750000 | PA      | $1750000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Inpex Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         98700 | NS      | $16005.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL                                                                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       2731000 | PA      | $2392599.33     | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |      23000000 | PA      | $22310575.00    | 0.05%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      19413000 | PA      | $147542.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                             | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                                                                | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        474115 | PA      | $473721.56      | 0.00%             | 2031-05-26      | Variable      | 6.64%                 | 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        |       2913304 | PA      | $2784476.02     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | 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        |       2423542 | PA      | $3346497.01     | 0.01%             | 2047-09-25      | Floating      | 6.17%                 | 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        |        579908 | PA      | $544753.20      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | Bundesrepublik Deutschland Bundesanleihe                                                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      11540000 | PA      | $13363260.75    | 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      | $358100.07      | 0.00%             | 2058-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                                                                     | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |       8907000 | PA      | $8988572.80     | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2023-IND, Class A                                                                          | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4009039 | PA      | $4007786.41     | 0.01%             | 2040-03-15      | Floating      | 5.84%                 | 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        |       5000000 | PA      | $4990750.00     | 0.01%             | 2026-01-21      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lendlease Corp. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        259500 | NS      | $-5141.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Strata CLO I Ltd.                                                                | Strata CLO I Ltd., Series 2018-1A, Class USUB                                                                                    | CUSIP: 86267XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7680000 | PA      | $328320.00      | 0.00%             | 2118-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     269131980 | PA      | $-5553975.80    | -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      | $3300502.51     | 0.01%             | 2038-12-14      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                                      | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        704509 | NS      | $13759060.77    | 0.03%             |  |  |  | No            |                  1 | 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      | $34857975.20    | 0.08%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | Raiffeisen Bank International AG                                                                                                 | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |          9376 | NS      | $324718.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       1658000 | PA      | $1798681.30     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-212726.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3829.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                                | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       7748000 | PA      | $9166467.32     | 0.02%             | 2031-09-30      | Floating      | 6.25%                 | 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      | $4701179.29     | 0.01%             | 2057-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Altafiber                                                                        | Altafiber Virginia LLC, 1st Lien Term Loan B4                                                                                    | CUSIP: 17187MAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992449 | PA      | $993550.34      | 0.00%             | 2028-11-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-444.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                                            | Fashion Show Mall LLC, Series 2024-SHOW, Class A                                                                                 | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1004086 | PA      | $1018435.39     | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       1548801 | PA      | $551533.47      | 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      | $-2003.69       | -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        |      21171000 | PA      | $25479910.42    | 0.06%             | 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        |      36290619 | PA      | $35378215.15    | 0.08%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       1909000 | PA      | $2096082.00     | 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      | $-270087.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zilch Finance 2 Ltd.                                                             | Zilch Finance 2 Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 213800V4Q6ZVWVFJNT26       | Long             | ABS-O            | CORP              | GB        |      27533333 | PA      | $37029580.01    | 0.08%             | 2027-10-26      | Floating      | 7.97%                 | No            |                  3 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, Facility 1st Lien Term Loan B7                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3000000 | PA      | $3531166.70     | 0.01%             | 2031-11-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                        | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                                                              | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      17000000 | PA      | $17068057.80    | 0.04%             | 2038-01-20      | Floating      | 5.65%                 | 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        |       2640322 | PA      | $2175944.30     | 0.00%             | 2047-06-25      | Floating      | 5.77%                 | 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      | $1510000.00     | 0.00%             | 2038-10-15      | Floating      | 5.23%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Shimadzu Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -36100 | NS      | $-1581.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  210898000000 | PA      | $13257036.89    | 0.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          3000 | NC      | $871732.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                                                                  | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5069517 | PA      | $5076222.04     | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG (Registered)                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |         65943 | NS      | $2195318.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9998 | NC      | $424915.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $884466.73      | 0.00%             | 2033-04-15      | Floating      | 4.33%                 | 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      | $3588226.56     | 0.01%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Govt of the Hong Kong Special Admin Region of the People Republic of China (The) | Hong Kong Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |      41850000 | PA      | $5006759.23     | 0.01%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax                             | Massachusetts Bay Transportation Authority Sales Tax, Series 2025B                                                               | CUSIP: 5755792E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $17266584.56    | 0.04%             | 2050-07-01      | Fixed         | 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        |       4304871 | PA      | $4332799.77     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      24037000 | PA      | $23975518.88    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3870.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       4820000 | PA      | $5960967.55     | 0.01%             | 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      | $293697.76      | 0.00%             | 2067-12-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                                | BRANICKS Group AG                                                                                                                | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       5700000 | PA      | $5286132.27     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                                                  | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                                                       | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       3000000 | PA      | $3013751.10     | 0.01%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BioMerieux                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11800 | NS      | $-3484.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                               | Ares LXVI CLO Ltd., Series 2022-66A, Class A1R2                                                                                  | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       7425000 | PA      | $7444468.35     | 0.02%             | 2038-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       1452000 | PA      | $1517340.00     | 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      | $1804791.60     | 0.00%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48520000 | PA      | $-79089.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                    | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |        447000 | PA      | $445212.00      | 0.00%             | 2026-08-04      | 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      | $430784.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings LLC, 1st Lien Term Loan B3                                                                              | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        979193 | PA      | $953185.98      | 0.00%             | 2031-10-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                       | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       1666424 | NS      | $2518262.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-93745.87      | -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        |     269158915 | PA      | $-2464.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                                                                            | CUSIP: N/A<br>LEI: 335800HUUTPY6YMI3284       | Long             | DBT              | CORP              | IN        |       4000000 | PA      | $3855000.00     | 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        |       5361600 | PA      | $6314048.53     | 0.01%             | 2031-06-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       1019943 | PA      | $1197464.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                                                       | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        823302 | PA      | $680029.82      | 0.00%             | 2035-11-25      | Variable      | 5.15%                 | 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      | $4270163.87     | 0.01%             | 2031-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                                 | HT Troplast GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |       6774000 | PA      | $8305875.48     | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -797066000 | PA      | $-5100.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AM Green Power BV                                                                | AM Green Power BV                                                                                                                | CUSIP: N/A<br>LEI: 89450057OUP37KRY4619       | Long             | DBT              | CORP              | NL        |      26000000 | PA      | $25448800.00    | 0.06%             | 2027-07-09      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 97360BAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4000000 | PA      | $4681923.55     | 0.01%             | 2030-08-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       3318000 | PA      | $4161468.43     | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                                     | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1028500.00     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      20000000 | PA      | $20035000.00    | 0.05%             | 2036-03-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Evolution Mining Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -150300 | NS      | $-182573.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsubishi HC Capital, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -225900 | NS      | $25886.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                           | Guardian US Holdco LLC, 1st Lien Term Loan                                                                                       | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |        992424 | PA      | $992215.85      | 0.00%             | 2030-01-31      | Variable      | 7.50%                 | 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        |        437605 | PA      | $437333.33      | 0.00%             | 2031-11-19      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                                      | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R                                                                           | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14627334 | PA      | $14658016.38    | 0.03%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                                  | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       6472000 | PA      | $6794435.04     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DoorDash, Inc., Class A                                                                                                          | CUSIP: 25809K105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3700 | NS      | $-503.20        | -0.00%            |  |  |  | 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      | $6551634.54     | 0.01%             | 2038-04-17      | Floating      | 5.63%                 | 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      | $1992500.00     | 0.00%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coloplast A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29000 | NS      | $-332517.72     | -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      | $1645892.24     | 0.00%             | 2043-04-30      | Floating      | 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      | $61009.53       | 0.00%             |  |  |  | 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      | $821941.02      | 0.00%             | 2038-08-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15418.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RS GROUP plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -56300 | NS      | $-6843.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $66211.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1                                                                     | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        521614 | PA      | $513430.58      | 0.00%             | 2036-07-25      | Floating      | 4.51%                 | 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      | $1878480.00     | 0.00%             | 2036-09-20      | Floating      | 6.40%                 | 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      | $-3740.24       | -0.00%            |  |  |  | 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        |         60375 | NS      | $481852.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |        294000 | PA      | $289926.66      | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | San Francisco City & County Airport Comm-San Francisco International Airport, Series 2022-2B                                     | CUSIP: 79766DUN7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      12910000 | PA      | $13319558.01    | 0.03%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Short            | DBT              | CORP              | US        |       -790000 | PA      | $-756050.03     | -0.00%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        307000 | PA      | $414267.05      | 0.00%             | 2059-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $10583198.21    | 0.02%             | 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        |      11068262 | PA      | $12994692.61    | 0.03%             | 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        |       1741299 | PA      | $1652617.87     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7260000 | PA      | $737700.70      | 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      | $1662914.79     | 0.00%             | 2056-06-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |          6500 | NC      | $2070422.81     | 0.00%             |  |  |  | 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        |      25488000 | PA      | $25570703.46    | 0.06%             | 2038-10-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Morgan Stanley                                                                                                                   | CUSIP: 617446448<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -15400 | NS      | $26950.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                                             | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20557108 | PA      | $7791592.15     | 0.02%             | 2057-07-31      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                  | Whatabrands LLC, 1st Lien Term Loan B                                                                                            | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |        371259 | PA      | $371448.72      | 0.00%             | 2028-08-03      | Variable      | 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      | $-10252.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                            | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       7923404 | PA      | $9323216.98     | 0.02%             | 2032-01-26      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -648875000 | PA      | $-989922.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4131000 | PA      | $-196384.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |        304500 | PA      | $304500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-7767001.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         25531 | NS      | $1749384.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                                       | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66739632 | PA      | $3033316.28     | 0.01%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Best Buy Co., Inc.                                                                                                               | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         14100 | NS      | $46389.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |        896000 | PA      | $901211.14      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      10042000 | PA      | $6564957.50     | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aena SME SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         66100 | NS      | $-89247.26      | -0.00%            |  |  |  | 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        |        283575 | PA      | $283575.00      | 0.00%             | 2030-02-06      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Finco LP                                                                                                             | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       3670000 | PA      | $5028194.69     | 0.01%             | 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        |        390000 | PA      | $375909.30      | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1046.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     405721000 | PA      | $408740489.28   | 0.93%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCREEN Holdings Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2400 | NS      | $8191.53        | 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        |       8642000 | PA      | $10633525.00    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp., 1st Lien Term Loan B                                                                                      | CUSIP: 22282GAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1867445 | PA      | $1868023.70     | 0.00%             | 2028-11-30      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     501756500 | PA      | $10258722.12    | 0.02%             |  |  |  | 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        |       2634560 | PA      | $1290602.19     | 0.00%             | 2047-01-25      | Floating      | 4.67%                 | 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      | $3692550.00     | 0.01%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series T                                                                                                        | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10298000 | PA      | $10362959.78    | 0.02%             | 2026-08-15      | Variable      | 6.25%                 | 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      | $9945164.74     | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-2A, Class A2                                                                         | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        594379 | PA      | $572288.11      | 0.00%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2170087036 | PA      | $-16936.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                               | EPAM Systems, Inc.                                                                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |          6210 | NS      | $936405.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      72510000 | PA      | $-134022.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      18000000 | PA      | $21060202.82    | 0.05%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      30379000 | PA      | $37508077.17    | 0.09%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                                 | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |        118544 | NS      | $1775223.39     | 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      | $1670616.34     | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        645000 | PA      | $752410.18      | 0.00%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zalando SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26500 | NS      | $6691.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15382000 | PA      | $-25515.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Engie Brasil Energia SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -117600 | NS      | $1576.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB, Series 1                                                                                    | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       3797772 | PA      | $3935955.33     | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | 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      | $7031259.56     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Notes                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -998 | NC      | $-93562.50      | -0.00%            |  |  |  | No            |                  1 | 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      | $7448385.18     | 0.02%             | 2065-01-25      | Variable      | 7.80%                 | 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      | $-208490.86     | -0.00%            |  |  |  | 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        |        478618 | PA      | $564488.03      | 0.00%             | 2034-11-14      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nasdaq-100 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -62 | NC      | $-515434.72     | -0.00%            |  |  |  | No            |                  1 | 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      | $6716750.00     | 0.02%             | 2039-07-20      | Floating      | 6.13%                 | 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        |     107218800 | PA      | $6139101.89     | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                                    | Daiwa House Industry Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $73841.16       | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |          1305 | PA      | $225290.11      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      20669000 | PA      | $27488627.26    | 0.06%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-913.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Exchange Group, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        154800 | NS      | $73614.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -88357000 | PA      | $-547907.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B2                                                                                               | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |        100000 | PA      | $124980.41      | 0.00%             | 2036-03-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      21616000 | PA      | $258269.19      | 0.00%             |  |  |  | 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      | $5207942.06     | 0.01%             | 2037-07-20      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       4066650 | PA      | $4066650.00     | 0.01%             |  |  |  | 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      | $424847.72      | 0.00%             | 2029-02-19      | Variable      | 6.25%                 | 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      | $17487000.00    | 0.04%             | 2041-10-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WBTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         32708 | PA      | $32625.67       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        431000 | PA      | $418204.69      | 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        |       4547360 | PA      | $6139002.59     | 0.01%             | 2057-03-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cognizant Technology Solutions Corp., Class A                                                                                    | CUSIP: 192446102<br>LEI: N/A                  | N/A              | DE               |  | US        |         33500 | NS      | $-46078.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |       6409000 | PA      | $7580598.04     | 0.02%             | 2031-05-17      | Floating      | 6.27%                 | 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        |       2221000 | PA      | $2212671.25     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Arthur J Gallagher & Co.                                                                                                         | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6700 | NS      | $-64856.00      | -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      | $-668222.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      11000000 | PA      | $11229361.00    | 0.03%             | 2036-01-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A1                                                                        | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1598493 | PA      | $1598599.73     | 0.00%             | 2030-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |       3655000 | PA      | $4623372.81     | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |      22592000 | PA      | $22563760.00    | 0.05%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       4800000 | PA      | $5831261.56     | 0.01%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43381.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                         | CUSIP: 87973RAV2<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |       9000000 | PA      | $5632740.00     | 0.01%             | 2051-04-06      | Fixed         | 2.25%                 | 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        |       1979250 | PA      | $1920013.37     | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       1514000 | PA      | $1593973.54     | 0.00%             | 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      | $113132.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pool Corp.                                                                                                                       | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5400 | NS      | $13824.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                                  | CUSIP: 74348DAA5<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | CORP              | US        |       1831000 | PA      | $1738314.78     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-HB14, Class M2                                                                                             | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |        546665 | PA      | $523965.99      | 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        |       4694000 | PA      | $5611809.75     | 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        |     710664000 | PA      | $14886071.62    | 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        |     994850000 | PA      | $6378920.22     | 0.01%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17900000 | PA      | $-1105844.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Novonesis Novozymes B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -33300 | NS      | $39736.25       | 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      | $720930.59      | 0.00%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VII LLC                                                             | Owl Rock CLO VII LLC, Series 2022-7A, Class AR                                                                                   | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8000000 | PA      | $7960000.00     | 0.02%             | 2038-04-20      | Floating      | 5.73%                 | 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        |       1920543 | PA      | $1928598.53     | 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      | $8760795.75     | 0.02%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wacker Chemie AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7700 | NS      | $9469.93        | 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      | $36661.03       | 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      | $-100243.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1884573 | PA      | $2260690.60     | 0.01%             | 2043-09-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Clarify Health Solutions, Inc.                                                   | Clarify Health Solutions, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1542267 | NS      | $4642223.67     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     190641800 | PA      | $-994885.98     | -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      | $102627.00      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $-124096.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Square plc                                                               | Trinity Square plc, Series 2021-1X, Class AR                                                                                     | CUSIP: N/A<br>LEI: 6354001L6FRKQUMWRQ12       | Long             | ABS-MBS          | CORP              | GB        |      12935887 | PA      | $17444291.65    | 0.04%             | 2059-07-15      | Floating      | 4.90%                 | 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      | $173633.36      | 0.00%             | 2050-11-15      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-LION, Class A                                                                                            | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23200000 | PA      | $23039662.48    | 0.05%             | 2027-02-15      | Floating      | 7.59%                 | No            |                  3 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                                      | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                                                          | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14600000 | PA      | $14635640.06    | 0.03%             | 2038-10-17      | Floating      | 5.46%                 | 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        |      10126775 | PA      | $6724474.01     | 0.02%             | 2056-09-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                           | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         10832 | NS      | $4570670.72     | 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      | $133462.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       8588000 | PA      | $8621577.88     | 0.02%             | 2034-09-23      | Variable      | 6.70%                 | 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                                                                              | Pearson plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         97700 | NS      | $14483.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1536000 | PA      | $-81335.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2347499000 | PA      | $-2366837626.34 | -5.37%            | 2055-10-25      | Fixed         | 5.50%                 | 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      | $3302156.04     | 0.01%             | 2043-04-30      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       1338000 | PA      | $1284778.91     | 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      | $5275794.85     | 0.01%             | 2035-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       3948000 | PA      | $4232828.46     | 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        |      16109000 | PA      | $16210486.70    | 0.04%             | 2031-06-30      | Variable      | 10.84%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Canadian Pacific Kansas City Ltd.                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24600 | NS      | $-10457.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class E                                                                                            | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6367000 | PA      | $6663672.91     | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      15472000 | PA      | $14684912.44    | 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        |       1150000 | PA      | $1202843.65     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | DBT              | CORP              | US        |       -700000 | PA      | $-530755.18     | -0.00%            | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       2732000 | PA      | $3026488.26     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A                                            | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6030473 | PA      | $5055752.79     | 0.01%             | 2047-06-25      | Floating      | 4.90%                 | 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      | $82550.90       | 0.00%             | 2032-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     130041912 | PA      | $-79357.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     225509344 | PA      | $-500174.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2670706.06     | 0.01%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gildan Activewear, Inc.                                                                                                          | CUSIP: 375916103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         23100 | NS      | $15886.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63069.85      | -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        |       9800250 | PA      | $9388639.50     | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Great-West Lifeco, Inc.                                                                                                          | CUSIP: 39138C106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26600 | NS      | $-45244.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       1250000 | PA      | $1067500.00     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romark CLO IV Ltd.                                                               | Romark CLO IV Ltd., Series 2021-4A, Class C1                                                                                     | CUSIP: 77588LAG6<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3512513.55     | 0.01%             | 2034-07-10      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                         | Sixth Street CLO XX Ltd., Series 2021-20A, Class A2R                                                                             | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5012362.00     | 0.01%             | 2038-07-17      | Floating      | 5.83%                 | 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      | $2991.48        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |     -10724081 | PA      | $-10724081.25   | -0.02%            |  |  |  | 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        |       3239167 | PA      | $3046392.21     | 0.01%             | 2035-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2965000 | PA      | $-68370.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40310000 | PA      | $-60598.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7563433.91     | 0.02%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sounds Point CLO IV-R Ltd.                                                       | Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |       1617236 | PA      | $1621714.40     | 0.00%             | 2031-04-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |       8350000 | PA      | $10226232.61    | 0.02%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        929000 | PA      | $1001826.17     | 0.00%             | 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        |     321941716 | PA      | $7135375.51     | 0.02%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5128000 | PA      | $5666491.28     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       1996000 | PA      | $1923475.34     | 0.00%             | 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        |        343330 | PA      | $159761.88      | 0.00%             | 2039-05-28      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4294896 | PA      | $-6632.32       | -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        |       4024455 | PA      | $4071742.29     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        710000 | PA      | $715112.00      | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      39712000 | PA      | $-197589.63     | -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        |       1666667 | PA      | $1518062.14     | 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        |        289965 | PA      | $280503.27      | 0.00%             | 2035-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        875000 | PA      | $1027699.37     | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/TRY Down-and-out barrier option; Barrier price USD 42.50000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      13100000 | PA      | $104968.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                       | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                        | CUSIP: L1802PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4690329.75     | 0.01%             | 2029-08-06      | Variable      | 5.83%                 | 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        |       6881247 | PA      | $1075992.41     | 0.00%             | 2037-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3487000 | PA      | $-180500.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Korea 10-Year Bond                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          -315 | NC      | $281577.88      | 0.00%             |  |  |  | No            |                  1 | 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      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -555000000 | PA      | $-523011165.30  | -1.19%            | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                                                                      | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |       3400000 | PA      | $3279266.00     | 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        |       1127000 | PA      | $1161009.48     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |        314000 | PA      | $326965.37      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                                        | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10246000 | PA      | $10282708.75    | 0.02%             | 2030-06-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                                     | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27075000 | PA      | $27349153.33    | 0.06%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $62671.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      14356000 | PA      | $16648732.22    | 0.04%             | 2026-12-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       6300000 | PA      | $7484509.27     | 0.02%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1935000 | PA      | $1971366.39     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-55995.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SHELL                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      49882500 | PA      | $-29584.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-3, Class 1A1A                                                                        | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2796751 | PA      | $2226615.30     | 0.01%             | 2037-05-19      | Floating      | 4.65%                 | 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      | $242577.63      | 0.00%             | 2053-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                       | CONE Trust, Series 2024-DFW1, Class E                                                                                            | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6477000 | PA      | $6473278.32     | 0.01%             | 2041-08-15      | Floating      | 8.04%                 | 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      | $2754427.23     | 0.01%             | 2031-08-15      | Floating      | 6.17%                 | 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      | $2345186.09     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1640000 | PA      | $1659598.00     | 0.00%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                           | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                                                                | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2008269.40     | 0.00%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     124190000 | PA      | $4975624.28     | 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        |       7418940 | PA      | $4732527.14     | 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        |        985722 | PA      | $682455.93      | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | UDR, Inc.                                                                                                                        | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -36700 | NS      | $-14746.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synthomer plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        588203 | NS      | $117812.66      | 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        |        243079 | PA      | $292839.63      | 0.00%             | 2034-07-28      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5222000 | PA      | $5451256.24     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1706000 | PA      | $2025452.24     | 0.00%             | 2044-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan Abs DAC, Series 2025-1, Class A                                                                            | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |      11900000 | PA      | $14003314.77    | 0.03%             | 2035-04-18      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B1                                                                                               | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       2472000 | PA      | $3042002.41     | 0.01%             | 2034-12-15      | Floating      | 5.89%                 | 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        |       4254530 | PA      | $2902434.52     | 0.01%             | 2036-10-27      | Floating      | 3.74%                 | 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      | $-392367.77     | -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      | $7790770.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 32 Ltd.                                                                 | AMMC CLO 32 Ltd., Series 2025-32A, Class A1                                                                                      | CUSIP: 03166KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      24540000 | PA      | $24540000.00    | 0.06%             | 2038-10-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4129000 | PA      | $-118454.77     | -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      | $5418309.72     | 0.01%             | 2032-04-15      | 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      | $-28100.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        183000 | PA      | $188732.29      | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                                   | Deepocean Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       4189000 | PA      | $4984537.88     | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -609 | NC      | $-264657.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      45750000 | PA      | $-6128.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-90250.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -641891000 | PA      | $-811144.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                        | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class F                                                              | CUSIP: 38138XAC6<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |       2360000 | PA      | $2290839.02     | 0.01%             | 2037-04-20      | Floating      | 12.08%                | 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        |       5985357 | PA      | $5599055.83     | 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        |      58711808 | PA      | $59196908.20    | 0.13%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class D1                                                                  | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $311550.00      | 0.00%             | 2037-10-25      | Floating      | 7.22%                 | 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      | $3814228.94     | 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        |       1966000 | PA      | $1786330.60     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class A15                                                                                            | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9410000 | PA      | $9468846.38     | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        874000 | PA      | $883394.56      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | 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        |       3453371 | PA      | $3482022.59     | 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      | $2793961.15     | 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        |       4988000 | PA      | $4859490.66     | 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        |        989717 | PA      | $986985.61      | 0.00%             | 2028-04-24      | Variable      | 7.26%                 | 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        |        305296 | PA      | $303936.87      | 0.00%             | 2037-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $11549.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2C                                                          | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        339579 | PA      | $53689.81       | 0.00%             | 2037-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4777113.65     | 0.01%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       2376000 | PA      | $2788399.20     | 0.01%             | 2026-11-01      | Fixed         | 4.38%                 | 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      | $3300016.50     | 0.01%             | 2037-07-18      | Floating      | 5.63%                 | 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      | $6634000.00     | 0.02%             | 2039-06-15      | Floating      | 6.04%                 | 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      | $2018618.96     | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       7725000 | PA      | $7837467.50     | 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        |       8507022 | PA      | $8586114.54     | 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      | $1500000.00     | 0.00%             | 2038-10-21      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1267261 | PA      | $-80177.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           676 | NC      | $1911127.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Wacker Chemie AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8454 | NS      | $-15773.32      | -0.00%            |  |  |  | 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      | $230729.14      | 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      | $1562603.47     | 0.00%             | 2034-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                         | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1818725.96     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cigna Group (The)                                                                                                                | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3300 | NS      | $1221.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1613337.14     | 0.00%             | 2030-02-01      | Variable      | 0.25%                 | 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        |       6426597 | PA      | $49688.52       | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2021-21A, Class AR                                                                                          | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3004348.80     | 0.01%             | 2038-01-20      | Floating      | 5.51%                 | 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      | $5888133.33     | 0.01%             | 2031-01-20      | Floating      | 7.09%                 | 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      | $2524465.69     | 0.01%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1448000 | PA      | $1230774.79     | 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        |       3409000 | PA      | $753389.00      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      36800000 | PA      | $35207348.55    | 0.08%             | 2028-09-12      | Fixed         | 4.12%                 | 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      | $148257.66      | 0.00%             | 2053-06-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                       | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      11275000 | PA      | $14106119.03    | 0.03%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO 7 Ltd.                                                           | Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R                                                                                | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |      19600000 | PA      | $19600000.00    | 0.04%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      16105000 | PA      | $15785959.95    | 0.04%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $5385106.71     | 0.01%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                                  | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1596000 | PA      | $1642738.86     | 0.00%             | 2064-11-25      | Variable      | 7.14%                 | 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      | $1844535.07     | 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      | $3435954.53     | 0.01%             | 2037-10-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                                     | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1045128 | PA      | $1040832.11     | 0.00%             | 2031-12-29      | Variable      | 6.91%                 | 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      | $354561.81      | 0.00%             | 2033-12-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                                        | Finsbury Square Green plc, Series 2021-1GRX, Class B                                                                             | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |       1470000 | PA      | $1980767.21     | 0.00%             | 2067-12-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1088445 | PA      | $-82468.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       7897000 | PA      | $9453020.52     | 0.02%             | 2033-01-16      | Variable      | 3.80%                 | 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        |      10252592 | PA      | $9344841.74     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -143100 | NS      | $-4620.16       | -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      | $-107691.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                              | Tecta America Corp., 1st Lien Term Loan                                                                                          | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        478800 | PA      | $480198.10      | 0.00%             | 2032-02-18      | Variable      | 7.16%                 | 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      | $1333068.31     | 0.00%             | 2034-10-20      | Floating      | 8.09%                 | 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      | $7986334.24     | 0.02%             | 2036-09-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.                                   | Australia Pacific Airports Melbourne Pty. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |      12600000 | PA      | $8507670.11     | 0.02%             | 2055-06-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3911496469 | PA      | $578190.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -599854000 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Block, Inc.                                                                                                                      | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -24200 | NS      | $121781.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                                  | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       1936000 | PA      | $1984165.74     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                                             | Sunrise HoldCo IV BV                                                                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |       7940000 | PA      | $7915150.98     | 0.02%             | 2028-01-15      | 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      | $21664.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5849000 | PA      | $5950089.20     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                                   | VF Ukraine PAT                                                                                                                   | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      11769531 | PA      | $11181054.32    | 0.03%             | 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        |       3574000 | PA      | $3781978.21     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |        200000 | PA      | $203104.69      | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                               | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1556000 | PA      | $1376491.75     | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     495162195 | PA      | $-12899291.54   | -0.03%            |  |  |  | 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      | $939240.00      | 0.00%             | 2042-10-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO II DAC                                                             | Voya Euro CLO II DAC, Series 2A, Class CR                                                                                        | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295077.66      | 0.00%             | 2035-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -21 | NC      | $30623.87       | 0.00%             |  |  |  | No            |                  1 | 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      | $2068383.83     | 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        |         28900 | NS      | $49997.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Las Vegas Sands Corp.                                                                                                            | CUSIP: 517834107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         50200 | NS      | $46686.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | Robert Bosch GmbH                                                                                                                | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      10800000 | PA      | $12670528.04    | 0.03%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |             6 | NC      | $61019.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class C                                                                                 | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10105850 | PA      | $7917610.72     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     306163545 | PA      | $35801.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nestle SA (Registered)                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22200 | NS      | $40550.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hannover Rueck SE                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5100 | NS      | $-71768.03      | -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      | $3801223.10     | 0.01%             | 2059-01-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49860000 | PA      | $-320962.98     | -0.00%            |  |  |  | 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      | $2001600.00     | 0.00%             | 2032-07-20      | Floating      | 5.98%                 | 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      | $1808872.57     | 0.00%             | 2071-12-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       9857000 | PA      | $9832357.50     | 0.02%             | 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        |         32000 | PA      | $30016.00       | 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      | $1108063.62     | 0.00%             | 2055-08-20      | Floating      | 6.47%                 | 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      | $3701423.88     | 0.01%             | 2034-02-27      | 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      | $1800.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        976000 | PA      | $886639.80      | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        396000 | PA      | $326482.20      | 0.00%             | 2060-01-28      | 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      | $-1954.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-127462.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       1049000 | PA      | $1099872.01     | 0.00%             | 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      | $3133252.57     | 0.01%             | 2031-06-16      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                                                                | Index HoldCo SARL, Facility 1st Lien Term Loan A                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3924540 | PA      | $2211650.99     | 0.01%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Short            | DBT              | CORP              | US        |       -162000 | PA      | $-141202.77     | -0.00%            | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00CAVDPJ5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18001 | NC      | $-324018.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc., Series C                                                                                     | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       9658000 | PA      | $9615311.64     | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1430.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8947368 | PA      | $-291344.71     | -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 B                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |       2452306 | PA      | $2893934.34     | 0.01%             | 2039-11-15      | Floating      | 3.13%                 | 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      | $38148350.80    | 0.09%             | 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      | $702719.31      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      93800432 | PA      | $-15557.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1696640.38     | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      46530000 | PA      | $29839.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kusuri no Aoki Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -36900 | NS      | $-14097.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -432931 | NS      | $38963.79       | 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      | $1536107.52     | 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        |      11059000 | PA      | $11288971.91    | 0.03%             | 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      | $647360.70      | 0.00%             | 2029-11-01      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., 1st Lien Term Loan J                                                                                            | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |        985031 | PA      | $984390.98      | 0.00%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                               | Speed Midco 3 SARL, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       7264286 | PA      | $8528634.98     | 0.02%             | 2032-09-23      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      30841466 | PA      | $-441281.90     | -0.00%            |  |  |  | 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        |        458295 | PA      | $458583.24      | 0.00%             | 2030-05-31      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2528000 | PA      | $2550246.40     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                       | Quimper AB, Facility 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       5000000 | PA      | $5907760.90     | 0.01%             | 2030-03-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV, Series EURO                                                                                                 | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        202000 | PA      | $233157.87      | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2021-TY, Class E                                                                                               | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5768000 | PA      | $5697421.60     | 0.01%             | 2038-09-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                                  | Fiber Midco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |       2476000 | PA      | $2687274.23     | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                                          | Chesapeake Energy Corp.                                                                                                          | CUSIP: 165ESCAP9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      27853000 | PA      | $2.79           | 0.00%             | 2021-02-15      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                          | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        393000 | PA      | $383414.49      | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2023-2A, Class D                                                                        | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25921000 | PA      | $26773668.70    | 0.06%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     268932485 | PA      | $-22263.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        995000 | PA      | $1024203.25     | 0.00%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Skyworks Solutions, Inc.                                                                                                         | CUSIP: 83088M102<br>LEI: N/A                  | N/A              | DE               |  | US        |         19300 | NS      | $76835.82       | 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      | $770500.00      | 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        |       2069000 | PA      | $1935536.38     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-6, Class A1                                                                              | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22937202 | PA      | $23114467.95    | 0.05%             | 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      | $15338276.30    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| GLP China Holdings Ltd.                                                          | GLP China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900C6X2D3TGF2CO98       | Long             | DBT              | CORP              | HK        |       4746000 | PA      | $4675284.60     | 0.01%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Moncler SpA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -30400 | NS      | $12725.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |        351000 | PA      | $368161.18      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hapvida Participacoes e Investimentos SA                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -95300 | NS      | $63028.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                            | Range Resources Corp.                                                                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       1122000 | PA      | $1148356.90     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $4665000.00     | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | 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      | $714760.35      | 0.00%             | 2068-02-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8900000 | PA      | $8972357.00     | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       3579000 | PA      | $3313287.52     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-INV4, Class B1                                                                                                 | CUSIP: 26846DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3020000 | PA      | $3019964.97     | 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      | $-2312637.33    | -0.01%            | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      15190000 | PA      | $15224754.72    | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | 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      | $1849653.16     | 0.00%             | 2059-09-27      | Floating      | 8.22%                 | 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      | $3802502.62     | 0.01%             | 2037-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -143350000 | PA      | $-137100835.94  | -0.31%            | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                      | Golden Ray SA-Compartment 1, Series 1, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        500000 | PA      | $586683.94      | 0.00%             | 2057-12-27      | Floating      | 3.40%                 | 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      | $9109.74        | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6146000 | PA      | $39958.48       | 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      | $4000747.19     | 0.01%             | 2042-08-15      | Floating      | 5.40%                 | 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      | $1016972.14     | 0.00%             | 2032-04-20      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAR Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -47200 | NS      | $84770.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -315833226 | PA      | $-208870.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5522438.45     | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | 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      | $38140.26       | 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        |       3723000 | PA      | $4387117.09     | 0.01%             | 2044-12-20      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Postal Savings Bank of China Co. Ltd., Class H                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2050000 | NS      | $65498.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1395594.54     | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121329663 | PA      | $-294053.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        250000 | PA      | $263798.05      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2018-NPL2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      37234184 | PA      | $35799379.48    | 0.08%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| IVY Hill Middle Market Credit Fund XII Ltd.                                      | IVY Hill Middle Market Credit Fund XII Ltd., Series 12A, Class A1R2                                                              | CUSIP: 46600CAY6<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |      15500000 | PA      | $15538697.30    | 0.04%             | 2037-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       8652000 | PA      | $1912092.00     | 0.00%             | 2025-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class A1                                                                                       | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |       1113462 | PA      | $1115243.82     | 0.00%             | 2031-01-20      | Floating      | 5.73%                 | 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      | $2003818.60     | 0.00%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      32831000 | PA      | $95179.16       | 0.00%             |  |  |  | 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        |       5599006 | PA      | $129695.94      | 0.00%             | 2036-02-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5825000 | PA      | $4613578.94     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Interface Security LLC                                                           | Interface Security LLC, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19856948 | PA      | $8885984.15     | 0.02%             | 2025-06-30      | Variable      | 11.42%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   73694801906 | PA      | $19108.58       | 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      | $-108401.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       1161000 | PA      | $1143358.02     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        170000 | NS      | $4087.18        | 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      | $752674.32      | 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      | $5673359.69     | 0.01%             | 2067-07-25      | Variable      | 5.26%                 | 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      | $785160.47      | 0.00%             | 2044-06-25      | 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      | $3363.01        | 0.00%             |  |  |  | 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      | $5081456.69     | 0.01%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                                    | Penta CLO DAC, Series 2024-17X, Class D                                                                                          | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |       1640000 | PA      | $1938451.82     | 0.00%             | 2038-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                       | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      12329000 | PA      | $14512924.68    | 0.03%             | 2028-05-21      | Floating      | 2.83%                 | 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        |      24648743 | PA      | $24514103.99    | 0.06%             | 2061-06-25      | 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      | $107572.05      | 0.00%             |  |  |  | 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        |       3486000 | PA      | $3512910.53     | 0.01%             | 2041-10-15      | Floating      | 8.60%                 | 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        |      10684787 | PA      | $9518.96        | 0.00%             | 2047-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                     | Dufry One BV                                                                                                                     | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |       6954000 | PA      | $8389367.54     | 0.02%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12220000 | PA      | $24546.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-1X, Class D                                                                                | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        864000 | PA      | $1171399.94     | 0.00%             | 2066-01-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37070000 | PA      | $26240.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillsborough County Aviation Authority                                           | Hillsborough County Aviation Authority, Series 2024B                                                                             | CUSIP: 432308W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3755000 | PA      | $3979393.85     | 0.01%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6101000 | PA      | $185174.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1189162 | PA      | $58076.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                                          | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                                                                | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      31300000 | PA      | $31406344.88    | 0.07%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $44839.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       1114000 | PA      | $1137249.18     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17700635.26    | 0.04%             | 2036-09-02      | Variable      | 3.88%                 | 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      | $1431889.89     | 0.00%             | 2031-04-26      | Floating      | 7.48%                 | 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        |      13288320 | PA      | $11967161.02    | 0.03%             | 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        |      20364453 | PA      | $20466275.27    | 0.05%             | 2031-06-30      | 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      | $20872.99       | 0.00%             |  |  |  | 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        |      21074352 | PA      | $7814875.58     | 0.02%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                                                                 | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3386241 | PA      | $2346550.87     | 0.01%             | 2036-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd.                                                          | Bank of Queensland Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |       7810000 | PA      | $5207669.65     | 0.01%             | 2035-01-29      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus Bidco BV, 1st Lien Term Loan                                                                                             | CUSIP: N6872PAM3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       4759760 | PA      | $5609151.68     | 0.01%             | 2029-07-12      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       6444711 | PA      | $3534923.98     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      23650000 | PA      | $21725389.96    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                              | First Horizon Alternative Mortgage Securities Trust, Series 2005-AA12, Class 2A1                                                 | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         76107 | PA      | $45894.56       | 0.00%             | 2036-02-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | European Union                                                                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      20257000 | PA      | $23588901.59    | 0.05%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Summer BC Bidco B LLC                                                            | Summer BC Bidco B LLC, 1st Lien Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        588262 | PA      | $679080.62      | 0.00%             | 2029-01-31      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        773000 | PA      | $746194.00      | 0.00%             | 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      | $705849.72      | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                              | Sandstone Peak Ltd., Series 2021-1A, Class B1R                                                                                   | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4758550.00     | 0.01%             | 2034-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Novartis AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22700 | NS      | $499.12         | 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      | $-122153.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust, Series 2025-A, Class A                                                                                 | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4292650 | PA      | $4183417.33     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -988510000 | PA      | $-956062.06     | -0.00%            |  |  |  | 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      | $2029546.20     | 0.00%             | 2061-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1298000 | PA      | $1375469.83     | 0.00%             | 2035-03-15      | Variable      | 7.62%                 | 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      | $-149759.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                                    | CUSIP: 00PBM93N3<br>LEI: N/A                  | N/A              | DE               |  | US        |           -58 | NC      | $-168490.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1235000 | PA      | $-42903.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                           | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |       8123001 | PA      | $9040126.74     | 0.02%             | 2027-07-06      | Variable      | 11.97%                | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class F                                                                            | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27319612 | PA      | $27319612.40    | 0.06%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       9636478 | PA      | $-4507.33       | -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      | $9149181.25     | 0.02%             | 2042-02-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3148000 | PA      | $3747671.94     | 0.01%             | 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      | $1484435.36     | 0.00%             | 2038-07-15      | Floating      | 5.42%                 | 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      | $22302987.50    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Artemis Bidco Ltd.                                                               | Artemis BidCo Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       1653543 | PA      | $1945593.70     | 0.00%             | 2032-08-07      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PayPal Holdings, Inc.                                                                                                            | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               |  | US        |         19900 | NS      | $-26666.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     119232000 | PA      | $29060480.38    | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-83, Class PI                                                               | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11852054 | PA      | $2070190.01     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co., Class A                                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        109430 | NS      | $16508609.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      21680000 | PA      | $25841840.00    | 0.06%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                          | X Corp., 1st Lien Term Loan B1                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2944770 | PA      | $2886287.26     | 0.01%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       4601000 | PA      | $5624646.99     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     227406660 | PA      | $-67782.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       7277800 | PA      | $2356187.75     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XIX DAC                                                   | CVC Cordatus Loan Fund XIX DAC, Series 19A, Class D                                                                              | CUSIP: N/A<br>LEI: 635400BFCX9PFNPQKM71       | Long             | ABS-CBDO         | CORP              | IE        |        400000 | PA      | $476535.15      | 0.00%             | 2033-12-23      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sigma Healthcare Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -430100 | NS      | $17910.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13940000 | PA      | $-19784.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |        362000 | PA      | $368018.25      | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       2285000 | PA      | $2342362.64     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                              | Hops Hill No. 3 plc, Series 3, Class B                                                                                           | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5513733 | PA      | $7524767.07     | 0.02%             | 2055-12-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $56312.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     103910000 | PA      | $27142.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       9580000 | PA      | $12994.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     533648000 | PA      | $-460705.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       1656000 | PA      | $1611266.64     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-78360.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanwa Holdings Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57000 | NS      | $-222736.35     | -0.00%            |  |  |  | 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        |       7317647 | PA      | $7380973.07     | 0.02%             | 2070-06-25      | 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      | $-443810.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24450000 | PA      | $-768499.18     | -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        |       5387833 | PA      | $4886367.15     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Seine Holdco SAS                                                                 | Seine Holdco SAS, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4717332.90     | 0.01%             | 2031-01-11      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3665503.65     | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       5000000 | PA      | $5875357.12     | 0.01%             | 2028-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                             | Legence Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        439419 | PA      | $439858.10      | 0.00%             | 2028-12-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                       | CP ALL PCL                                                                                                                       | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |       1075400 | NS      | $1567453.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     476455854 | PA      | $-1647313.54    | -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        |       3226000 | PA      | $3346749.18     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-AP1, Class 2A4                                                 | CUSIP: 65535VHG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        496820 | PA      | $479024.68      | 0.00%             | 2035-02-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                                   | RapidSOS, Inc., Series C-1                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      10953097 | NS      | $12705592.52    | 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      | $17209816.91    | 0.04%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      34992424 | PA      | $32292379.76    | 0.07%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $69200.58       | 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        |       1627000 | PA      | $1556223.22     | 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        |        828000 | PA      | $883554.18      | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     377875500 | PA      | $-85825.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2104000 | PA      | $96474.85       | 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        |        440506 | PA      | $403979.22      | 0.00%             | 2030-12-31      | Variable      | 9.17%                 | 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      | $3510370.50     | 0.01%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      13460000 | PA      | $13574332.87    | 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        |       2087000 | PA      | $1943751.24     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18924210 | PA      | $2332.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital 19 Euro DAC                                                   | Northwoods Capital 19 Euro DAC, Series 2019-19A, Class C                                                                         | CUSIP: N/A<br>LEI: 549300OXT9DWKDJI8F97       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $591257.16      | 0.00%             | 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      | $4445242.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1600000 | PA      | $1895508.42     | 0.00%             | 2042-10-27      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     172520000 | PA      | $120571.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trevise Holdings 1                                                               | Trevise Holdings 1 SAS, Facility 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3416667 | PA      | $4030150.68     | 0.01%             | 2029-07-09      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     152340000 | PA      | $-166924.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cirsa Enterprises SA                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        346006 | NS      | $21057.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada                                                                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |       2654000 | PA      | $2629913.36     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                            | Mansfield Independent School District, Series 2025                                                                               | CUSIP: 564386VN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7630000 | PA      | $8079224.75     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | 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        |       2474010 | PA      | $2478646.61     | 0.01%             | 2040-06-15      | Floating      | 5.65%                 | 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        |        564495 | PA      | $563789.26      | 0.00%             | 2030-10-24      | Variable      | 7.25%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4562000 | PA      | $5066680.37     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      11100000 | PA      | $13029720.14    | 0.03%             | 2027-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                                               | Balder Finland OYJ                                                                                                               | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3557000 | PA      | $3888424.99     | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        984000 | PA      | $957062.61      | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust, Series 2025-EWEST, Class A                                                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22580000 | PA      | $22674332.47    | 0.05%             | 2042-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      13439000 | PA      | $17140080.97    | 0.04%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4300000 | PA      | $6209363.22     | 0.01%             | 2033-02-28      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                                           | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6122559 | PA      | $6098435.75     | 0.01%             | 2031-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       7193000 | PA      | $8896410.51     | 0.02%             | 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      | $3071217.28     | 0.01%             | 2039-04-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class A2                                                                        | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9745027.50     | 0.02%             | 2033-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                                                                        | CUSIP: 88632NBG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4084515 | PA      | $4822423.05     | 0.01%             | 2029-03-30      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                     | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       4699000 | PA      | $4680070.08     | 0.01%             | 2027-04-15      | 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      | $-631107.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS LLC                                                                          | BDS LLC, Series 2024-FL13, Class A                                                                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5300000 | PA      | $5327248.89     | 0.01%             | 2039-09-19      | Floating      | 5.71%                 | 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      | $3438409.20     | 0.01%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-66.48         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Short            | DBT              | CORP              | US        |       -900000 | PA      | $-891437.98     | -0.00%            | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         94100 | NS      | $-207521.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                                      | Latitude Australia Credit Card Master Trust, Series 2025-1, Class B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       6791000 | PA      | $4505288.07     | 0.01%             | 2037-11-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -2327 | NC      | $289140.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6300000 | PA      | $8641412.33     | 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        |       1385000 | PA      | $1522529.95     | 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        |       2851000 | PA      | $2972871.70     | 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        |        -41800 | NS      | $-14078.62      | -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      | $6934583.96     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1529000 | PA      | $1311729.10     | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1024516 | PA      | $1218253.36     | 0.00%             | 2036-12-29      | Floating      | 4.20%                 | 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      | $1378739.75     | 0.00%             | 2037-10-25      | Floating      | 10.22%                | 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        |       1337891 | PA      | $352928.14      | 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      | $2097940.05     | 0.00%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     143044996 | PA      | $-175961.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34170292 | PA      | $36743.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |      12860000 | PA      | $15773692.45    | 0.04%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                            | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       2847000 | PA      | $3014204.31     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |        740000 | PA      | $767287.50      | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       1966000 | PA      | $1706488.00     | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       3913000 | PA      | $4456235.92     | 0.01%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       1571000 | PA      | $1499973.83     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       1424000 | PA      | $1477890.24     | 0.00%             | 2030-04-30      | 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      | $-132498.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp., 1st Lien Term Loan C                                                                                      | CUSIP: 22282GAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        102816 | PA      | $102847.87      | 0.00%             | 2028-11-30      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1406509.69     | 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      | $6178843.95     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2025-ESH, Class A                                                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14072000 | PA      | $14072000.00    | 0.03%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co., 1st Lien Term Loan                                                                                                | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |        617000 | PA      | $600803.75      | 0.00%             | 2031-05-19      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      38457871 | PA      | $212301.39      | 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        |      15559556 | PA      | $19016292.33    | 0.04%             | 2060-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                              | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      18000000 | PA      | $17892000.00    | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     381300447 | PA      | $-7135257.22    | -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        |       3152000 | PA      | $3201341.41     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                                        | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                                                            | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |       3500000 | PA      | $3501144.85     | 0.01%             | 2038-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               |  | US        |         74700 | NS      | $47061.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD Up-and-out barrier option; Barrier price EUR 1.20500                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      51033798 | PA      | $39958.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -10972500 | PA      | $-10972500.00   | -0.02%            |  |  |  | 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      | $3069839.00     | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | 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        |       4000000 | PA      | $4723109.22     | 0.01%             | 2029-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 00CC0N3J7<br>LEI: N/A                  | N/A              | DE               |  | US        |          8778 | NC      | $324786.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8400473 | PA      | $-116121.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2984191.02     | 0.01%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                                                              | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       2712615 | PA      | $2716758.37     | 0.01%             | 2031-07-17      | Floating      | 5.68%                 | 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        |      31533364 | PA      | $575777.15      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     203278000 | PA      | $1393967.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class A                                                                       | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3063259 | PA      | $3051524.83     | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1130435 | PA      | $-16717.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        199114 | NS      | $4523870.08     | 0.01%             |  |  |  | No            |                  1 | 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      | $4709716.84     | 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        |       2699000 | PA      | $2651985.04     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                                      | Gatwick Airport Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |       5935000 | PA      | $7943614.36     | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                        | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class ER                                                             | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |       5765000 | PA      | $5773686.70     | 0.01%             | 2034-10-20      | Floating      | 9.23%                 | 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        |       1300814 | PA      | $1275995.57     | 0.00%             | 2036-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         94000 | PA      | $96813.61       | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EchoStar Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1201 | NC      | $-279232.50     | -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        |       5507149 | PA      | $5443100.48     | 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      | $2408100.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baloise Holding AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          6000 | NS      | $-7930.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-103394.95     | -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      | $2794402.00     | 0.01%             | 2028-07-10      | Variable      | 11.16%                | No            |                  3 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class D                                                                                               | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1930000 | PA      | $1614567.75     | 0.00%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |        257400 | PA      | $311550.22      | 0.00%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4X, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1184200.84     | 0.00%             | 2034-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8500000 | PA      | $5657.82        | 0.00%             |  |  |  | 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      | $1596708.00     | 0.00%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |        200000 | PA      | $201106.82      | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -1424219 | PA      | $-1424218.75    | -0.00%            |  |  |  | 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        |      62155122 | PA      | $699564.60      | 0.00%             | 2035-08-10      | Variable      | 1.00%                 | 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        |       2987614 | PA      | $2633021.04     | 0.01%             | 2046-11-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       6353000 | PA      | $7856852.04     | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2623762 | PA      | $-50276.51      | -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      | $15006.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                              | Tikehau CLO XII DAC, Series 12X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |       5073000 | PA      | $5986086.23     | 0.01%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |         47000 | PA      | $46325.34       | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KOSPI 200 Index                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -19300000 | NC      | $-53096.30      | -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        |         19833 | PA      | $19076.28       | 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      | $58449317.50    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF4, Class 2A1                                                | CUSIP: 863911AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2228604 | PA      | $1119888.98     | 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        |       1625382 | PA      | $1416970.58     | 0.00%             | 2047-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       4065000 | PA      | $3832647.45     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                             | LoanCore Issuer Ltd., Series 2022-CRE7, Class A                                                                                  | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1151186 | PA      | $1151518.89     | 0.00%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       3000000 | PA      | $-68600.20      | -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        |       1693609 | PA      | $1687270.53     | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBT7A63<br>LEI: N/A                  | N/A              | DE               |  | US        |          -600 | NC      | $-417000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       1127000 | PA      | $1178356.26     | 0.00%             | 2033-03-15      | 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      | $6916.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        911000 | PA      | $906618.82      | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | 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      | $1113312.00     | 0.00%             | 2067-09-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, 1st Lien Term Loan                                                                                            | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |       7000000 | PA      | $6997830.00     | 0.02%             | 2032-01-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synopsys, Inc.                                                                                                                   | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4500 | NS      | $96300.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                              | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                                          | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1214886 | PA      | $1214740.44     | 0.00%             | 2030-07-19      | Variable      | 6.16%                 | 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        |      17063263 | PA      | $2622998.94     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Henderson Land Development Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        339000 | NS      | $36137.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       3348000 | PA      | $3945089.32     | 0.01%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     152686556 | PA      | $50096987.07    | 0.11%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                   | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17154000 | PA      | $18066592.80    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      65176600 | PA      | $13648114.24    | 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        |        986036 | PA      | $990966.27      | 0.00%             | 2032-02-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                       | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4618226.72     | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -3099250 | PA      | $-3099250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                        | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        736000 | PA      | $712027.57      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       1148000 | PA      | $1144283.92     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kamigumi Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         59900 | NS      | $-23883.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       2095000 | PA      | $1977361.77     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      88180000 | PA      | $269182.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       2389000 | PA      | $2210565.59     | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -811740266 | PA      | $-51801.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       2065000 | PA      | $1995356.49     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Holcim AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         25100 | NS      | $-28984.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       1060782 | PA      | $1246383.34     | 0.00%             | 2031-08-17      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DCC plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -36300 | NS      | $-9406.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        477000 | PA      | $668135.65      | 0.00%             | 2033-11-25      | 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      | $2068.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245780015 | PA      | $-14488851.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       5079000 | PA      | $5959450.60     | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        499000 | PA      | $466190.37      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yum China Holdings, Inc.                                                                                                         | CUSIP: 98850P109<br>LEI: N/A                  | N/A              | DE               |  | US        |         51050 | NS      | $-10998.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       1891000 | PA      | $1874595.86     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30560000 | PA      | $-66036.83      | -0.00%            |  |  |  | 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        |       3500000 | PA      | $3888306.84     | 0.01%             | 2031-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       1484000 | PA      | $1709500.30     | 0.00%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PPM CLO Ltd.                                                                     | PPM CLO 6-R Ltd., Series 2022-6RA, Class C1R                                                                                     | CUSIP: 693975AG9<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       2110000 | PA      | $2126314.10     | 0.00%             | 2037-01-20      | Floating      | 7.78%                 | 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      | $8011078.40     | 0.02%             | 2035-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     206848000 | PA      | $3329033.54     | 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      | $447301.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1479369897 | PA      | $364127.24      | 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      | $6571760.16     | 0.01%             | 2038-01-23      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |        799793 | PA      | $787396.21      | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                                 | Runitonetime LLC, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        425295 | PA      | $408937.33      | 0.00%             | 2026-07-07      | Variable      | 16.38%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |        100000 | PA      | $95623.53       | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                       | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       1573000 | PA      | $1570859.93     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | 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      | $2333912.50     | 0.01%             | 2038-11-15      | Floating      | 5.77%                 | 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        |      21561296 | PA      | $21800494.87    | 0.05%             | 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      | $121.25         | 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      | $2855443.47     | 0.01%             | 2034-03-28      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |         55251 | NS      | $2166944.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6502000 | PA      | $46733.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2800000 | PA      | $2704.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rheinmetall AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |            90 | NC      | $19547.93       | 0.00%             |  |  |  | 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      | $305732.53      | 0.00%             | 2057-01-15      | Floating      | 6.37%                 | 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        |      20604501 | PA      | $577756.39      | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       1906987 | PA      | $2572566.99     | 0.01%             | 2062-01-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     613023000 | PA      | $-3298744.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class C                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1785323 | PA      | $2100384.50     | 0.00%             | 2043-02-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                                                        | Stakeholder Midstream LLC, 1st Lien Term Loan                                                                                    | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22339012 | PA      | $22366936.27    | 0.05%             | 2031-01-02      | Variable      | 8.04%                 | 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      | $244.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                               | Coca-Cola Europacific Partners plc                                                                                               | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |          7716 | NS      | $697603.56      | 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      | $7658447.06     | 0.02%             | 2031-11-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                         | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-105268.47     | -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        |       6814200 | PA      | $5839769.44     | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -804008000 | PA      | $-106503.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                            | JSW Hydro Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |       5071530 | PA      | $4805274.68     | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2024-1, Class A2                                                                                       | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2397490 | PA      | $2440777.40     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC, Series 11A, Class B1R                                                                                            | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2349822.48     | 0.01%             | 2038-05-15      | Floating      | 4.04%                 | 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      | $-9124.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                      | Telefonica Moviles Chile SA                                                                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |      10173000 | PA      | $5544285.00     | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |      10000000 | PA      | $10039900.00    | 0.02%             | 2030-07-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       1239000 | PA      | $1286892.31     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11420000 | PA      | $-4968.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St. Paul's CLO XII DAC                                                           | St. Paul's CLO XII DAC, Series 12X, Class B1                                                                                     | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1581651.11     | 0.00%             | 2033-04-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11000000 | PA      | $10807500.00    | 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        |       2102000 | PA      | $2075786.53     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44260000 | PA      | $2037245.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       2396556 | PA      | $2252103.59     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       1007500 | PA      | $1007500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1245312 | PA      | $171871.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      20645000 | PA      | $21391730.68    | 0.05%             | 2054-10-01      | Variable      | 6.88%                 | 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      | $1661357.32     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00PC04SW9<br>LEI: N/A                  | N/A              | DE               |  | US        |          -329 | NC      | $-15627.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       2901000 | PA      | $2821355.08     | 0.01%             | 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      | $250021.10      | 0.00%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Informatica, Inc.                                                                | Informatica, Inc., Class A                                                                                                       | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |         20709 | NS      | $514411.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2021-HX1, Class B2                                                                              | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $789507.70      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                                                | Maravai Intermediate Holdings LLC, 1st Lien Term Loan B                                                                          | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        554195 | PA      | $537569.43      | 0.00%             | 2027-10-19      | Variable      | 7.33%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20060000 | PA      | $1175102.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO DAC                                                            | Toro European CLO 2 DAC, Series 2A, Class CRR                                                                                    | CUSIP: N/A<br>LEI: 213800UUXX2DYH3TCG21       | Long             | ABS-CBDO         | CORP              | IE        |        320000 | PA      | $378436.17      | 0.00%             | 2034-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      66601972 | PA      | $65096.18       | 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      | $618.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29498652 | PA      | $64785.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                          | Lorca Telecom Bondco SA                                                                                                          | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       1299000 | PA      | $1587182.54     | 0.00%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| x.AI, Inc.                                                                       | x.AI, Inc., Series C, Class E                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1360120 | NS      | $49725987.20    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                     | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3400000 | PA      | $4435854.41     | 0.01%             | 2028-09-05      | 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      | $-763848.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7918000 | PA      | $7322263.93     | 0.02%             | 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      | $40915172.87    | 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        |       1166047 | PA      | $1145929.58     | 0.00%             | 2036-10-25      | Floating      | 4.79%                 | 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      | $275368.81      | 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        |       1352000 | PA      | $741572.00      | 0.00%             | 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        |       2968453 | PA      | $3489001.30     | 0.01%             | 2057-12-27      | Floating      | 2.70%                 | 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      | $2262324.32     | 0.01%             | 2061-02-26      | Floating      | 5.67%                 | 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        |         60546 | NS      | $479840.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10887697500 | PA      | $39515.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        900000 | PA      | $1129936.16     | 0.00%             | 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        |       6830000 | PA      | $6821654.42     | 0.02%             | 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      | $5302612.57     | 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      | $2619866.00     | 0.01%             | 2037-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                                  | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        763858 | PA      | $758133.23      | 0.00%             | 2036-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-192639.48     | -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      | $6543410.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43870000 | PA      | $23914.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     800000000 | PA      | $-595815.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-13A, Class AR2                                                                                         | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      25800000 | PA      | $25877371.62    | 0.06%             | 2037-11-26      | Floating      | 5.67%                 | 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      | $2730845.92     | 0.01%             | 2048-06-28      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MINEBEA MITSUMI, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -65800 | NS      | $-7445.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                                                               | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      10036000 | PA      | $10062123.71    | 0.02%             | 2037-07-20      | Floating      | 5.71%                 | 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      | $2838526.61     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                                                        | Unity-Peace Park CLO Ltd., Series 2022-1A, Class D                                                                               | CUSIP: 913318AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       3750000 | PA      | $3760187.25     | 0.01%             | 2035-04-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1356000 | PA      | $1353966.00     | 0.00%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       6250000 | PA      | $6216994.69     | 0.01%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BYD Electronic International Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         71500 | NS      | $-1705.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                            | Pluspetrol Camisea SA                                                                                                            | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       2128000 | PA      | $2271427.20     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, 1st Lien Term Loan B                                                                                         | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |        933153 | PA      | $933004.01      | 0.00%             | 2030-07-25      | Variable      | 6.81%                 | 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      | $138863.25      | 0.00%             | 2058-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        140648 | NS      | $14275772.00    | 0.03%             |  |  |  | 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      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      26642000 | PA      | $29051572.06    | 0.07%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4940000 | PA      | $3439.96        | 0.00%             |  |  |  | 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        |          1000 | NS      | $-973.89        | -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        |         88116 | PA      | $83647.02       | 0.00%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                     | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       2461000 | PA      | $2543081.73     | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | 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      | $14730000.00    | 0.03%             | 2038-10-20      | Floating      | 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      | $11151956.05    | 0.03%             | 2026-07-31      | Fixed         | 12.50%                | 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      | $476712.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO 2025-IX Ltd.                                                       | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                                                     | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      39260000 | PA      | $39397908.60    | 0.09%             | 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: N/A                  | Long             | LON              | CORP              | US        |       6093010 | PA      | $5971149.80     | 0.01%             | 2028-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       1658231 | PA      | $331646.20      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CH Robinson Worldwide, Inc.                                                                                                      | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -15400 | NS      | $24332.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3077384 | PA      | $3086039.36     | 0.01%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Paramount Skydance Corp., Class B                                                                                                | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |         86377 | NS      | $156360.98      | 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      | $6564764.97     | 0.01%             | 2063-10-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      29760000 | PA      | $35985856.99    | 0.08%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -22885 | NS      | $16882.88       | 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      | $2001408.20     | 0.00%             | 2038-04-15      | Floating      | 5.52%                 | 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        |      45075000 | PA      | $896610.99      | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010AAA                                                                             | CUSIP: 74526YDF9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1710000 | PA      | $1145700.00     | 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        |        302000 | NS      | $55771.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6016000 | PA      | $42948.66       | 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      | $2891294.54     | 0.01%             | 2067-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-203650.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BlueScope Steel Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -125300 | NS      | $5432.97        | 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      | $25475912.50    | 0.06%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -32080000 | PA      | $-232452.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                              | Aurium CLO VIII DAC, Series 8X, Class A                                                                                          | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5870497.14     | 0.01%             | 2034-06-23      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Amcor plc                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -272400 | NS      | $19068.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                          | Vivion Investments SARL                                                                                                          | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       6881034 | PA      | $8059290.60     | 0.02%             | 2028-08-31      | Fixed         | 6.50%                 | 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        |         12508 | PA      | $11852.69       | 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        |       1265000 | PA      | $1293036.39     | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                               | Hops Hill No. 4 plc, Series 4, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       1795000 | PA      | $2459919.86     | 0.01%             | 2056-04-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |         98500 | PA      | $98500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                             | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       9500000 | PA      | $9131875.00     | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class C                                                                          | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4340000 | PA      | $4270744.02     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A5                                                           | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1605000 | PA      | $1442880.56     | 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      | $544092.74      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $96675.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     270000000 | PA      | $-1135629.66    | -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      | $1013578.90     | 0.00%             | 2037-10-20      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                         | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |       1326508 | PA      | $1328881.96     | 0.00%             | 2028-07-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      43222000 | PA      | $31348.47       | 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      | $-8855.32       | -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      | $176.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Westpac Banking Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         51600 | NS      | $6813.09        | 0.00%             |  |  |  | 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        |       6400000 | PA      | $7571025.79     | 0.02%             | 2032-08-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10710000 | PA      | $145.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $14730000.00    | 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%             | 2026-08-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Fresenius Medical Care AG                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         24200 | NS      | $51446.82       | 0.00%             |  |  |  | No            |                  2 | 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      | $1550309.57     | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2320762 | PA      | $-2320762.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |      -1908000 | PA      | $-1943858.95    | -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        |        820929 | PA      | $785387.93      | 0.00%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Flughafen Zurich AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          7300 | NS      | $77367.21       | 0.00%             |  |  |  | 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        |       4761471 | PA      | $4770025.94     | 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        |        861343 | PA      | $689442.99      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class M1                                                                         | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4978500 | PA      | $5034198.46     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $102165.68      | 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      | $-5044.93       | -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        |       1978951 | PA      | $1995418.44     | 0.00%             | 2063-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-117514.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                          | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       1606352 | PA      | $1518002.70     | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | 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        |      45299979 | PA      | $45682614.09    | 0.10%             | 2054-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                           | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       8623000 | PA      | $8771453.57     | 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      | $74949656.52    | 0.17%             |  |  |  | Yes           |                  3 | 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      | 10.58%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       4810000 | PA      | $-17152.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                 | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12867000 | PA      | $12883083.75    | 0.03%             | 2038-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eaton Corp. plc                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          3600 | NS      | $-14616.00      | -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        |       5268000 | PA      | $6441079.82     | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 3-Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          -465 | NC      | $120454.69      | 0.00%             |  |  |  | No            |                  1 | 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        |       4415730 | PA      | $5181488.29     | 0.01%             | 2032-02-26      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       3312000 | PA      | $4085064.27     | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                    | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      10137679 | PA      | $11936896.28    | 0.03%             | 2030-04-30      | Variable      | 5.33%                 | 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      | $2275183.09     | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc., 1st Lien Term Loan B                                                                             | CUSIP: 42328DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        713758 | PA      | $713908.15      | 0.00%             | 2030-07-18      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2950000 | PA      | $524329.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |        577332 | PA      | $782355.20      | 0.00%             | 2033-04-21      | Floating      | 6.32%                 | 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      | $2582897.08     | 0.01%             | 2039-12-25      | Floating      | 3.20%                 | 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        |       3705399 | PA      | $1689699.22     | 0.00%             | 2037-05-25      | 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      | $-28458.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |        151305 | NS      | $3767386.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4X, Class B1                                                                                           | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $528239.66      | 0.00%             | 2034-04-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                                     | PRIO Luxembourg Holding SARL                                                                                                     | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |        330000 | PA      | $330000.00      | 0.00%             | 2026-06-09      | 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      | $-264065.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10600 | NS      | $-4058.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       1700000 | PA      | $2341990.70     | 0.01%             | 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        |       7098966 | PA      | $9583135.16     | 0.02%             | 2068-02-26      | Floating      | 4.79%                 | 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      | $4266315.20     | 0.01%             | 2032-03-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -10900 | NS      | $-8873.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 Ltd.                                                                | AIMCO CLO 14 Ltd., Series 2021-14A, Class SUB                                                                                    | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $11803600.00    | 0.03%             | 2038-10-20      | 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      | $743.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Carrefour SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         64900 | NS      | $57612.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Atlantic Union Bankshares Corp.                                                                                                  | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -30170 | NS      | $6335.70        | 0.00%             |  |  |  | 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      | $2191926.50     | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  142096920000 | PA      | $-350.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     167353624 | PA      | $-4569584.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1A, Class C                                                                         | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1766595.79     | 0.00%             | 2038-07-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     856094991 | PA      | $2289134.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     227170000 | PA      | $208843.74      | 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        |      95710000 | PA      | $116658323.39   | 0.26%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       5593000 | PA      | $5556770.78     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       1366000 | PA      | $1359050.75     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                       | CVR CHC LP, 1st Lien Term Loan                                                                                                   | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10776588 | PA      | $10776588.46    | 0.02%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Transnet                                                                         | Transnet                                                                                                                         | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |        436000 | PA      | $459596.32      | 0.00%             | 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        |       3000000 | PA      | $3008005.20     | 0.01%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Rockfield Park CLO DAC                                                           | Rockfield Park CLO DAC, Series 1X, Class C                                                                                       | CUSIP: N/A<br>LEI: 254900FQNC3OT6YHSV84       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2360384.32     | 0.01%             | 2034-07-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mid-America Apartment Communities, Inc.                                                                                          | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10100 | NS      | $15352.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     740000000 | PA      | $8425164.88     | 0.02%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Argent Mortgage Loan Trust                                                       | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                                             | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4678867 | PA      | $3875355.29     | 0.01%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2980752000 | PA      | $-1993104.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KOSPI 200 Index                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      19300000 | NC      | $256618.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDEXX Laboratories, Inc.                                                                                                         | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1600 | NS      | $8336.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-140, Class JI                                                              | CUSIP: 38382XWM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27875898 | PA      | $4738297.72     | 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        |       7359000 | PA      | $2668702.32     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15720000 | PA      | $-13697.15      | -0.00%            |  |  |  | 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        |        124387 | PA      | $22565556.97    | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       1402000 | PA      | $1428211.79     | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | 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        |      40274984 | PA      | $38715722.37    | 0.09%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                                 | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class B                                                                        | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2006739.80     | 0.00%             | 2038-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $177144.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Paramount Skydance Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2871 | NC      | $63162.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM XIV LP                                                                       | LCM XIV LP, Series 14A, Class AR                                                                                                 | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |          7537 | PA      | $7537.48        | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CFAMC IV Co. Ltd.                                                                | CFAMC IV Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |        800000 | PA      | $799968.00      | 0.00%             | 2026-03-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series BB                                                                                                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      10698000 | PA      | $10594106.37    | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SBA Communications Corp.                                                                                                         | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5400 | NS      | $25249.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      17280000 | PA      | $11744156.51    | 0.03%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |        224000 | PA      | $224291.20      | 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        |       5394000 | PA      | $5710401.25     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |        231088 | NS      | $25759379.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      |
| 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        |         65707 | PA      | $64904.25       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARC Resources Ltd.                                                                                                               | CUSIP: 00208D408<br>LEI: N/A                  | N/A              | DE               |  | GB        |         91700 | NS      | $-37243.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT                       | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2006-AR10, Class A2A                                          | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1113982 | PA      | $923375.49      | 0.00%             | 2036-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        733000 | PA      | $848909.29      | 0.00%             | 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        |      50525000 | PA      | $895121.38      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pernod Ricard SA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -22000 | NS      | $76766.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      18179000 | PA      | $-36557.36      | -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      | $671335.02      | 0.00%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       1772000 | PA      | $1920848.00     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       5928000 | PA      | $5584679.35     | 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      | $527596.10      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class FB                                                      | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30445070 | PA      | $30680371.08    | 0.07%             | 2055-02-25      | Floating      | 5.86%                 | 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      | $10531429.69    | 0.02%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       9005000 | PA      | $11241335.72    | 0.03%             | 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        |       3000000 | PA      | $3398311.20     | 0.01%             | 2031-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                               | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4381610 | PA      | $3954450.94     | 0.01%             | 2046-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        934000 | PA      | $930059.83      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | 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      | $21080230.60    | 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      | $5009350.00     | 0.01%             | 2032-07-20      | Floating      | 6.39%                 | 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        |       4907276 | PA      | $4975541.03     | 0.01%             | 2053-11-25      | Floating      | 6.61%                 | 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      | $19529792.04    | 0.04%             | 2028-02-03      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        921000 | PA      | $1088558.24     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                                                                    | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |       1465000 | PA      | $1463901.25     | 0.00%             | 2032-04-09      | Variable      | 7.08%                 | 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        |      26936733 | PA      | $5037241.81     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       4274000 | PA      | $4260852.36     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                              | Minimax Viking GmbH, Facility 1st Lien Term Loan B                                                                               | CUSIP: 55404TAG7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3529687.40     | 0.01%             | 2032-03-17      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -342788 | NS      | $305081.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio, Series 2020C                                                                                                      | CUSIP: 6775225L4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |       4095000 | PA      | $4446929.37     | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                          | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |       3250000 | PA      | $3825645.04     | 0.01%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |        375000 | PA      | $405937.50      | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                            | Lessen Holdings, Inc., Series B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        542406 | NS      | $271203.00      | 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      | $1419891.32     | 0.00%             | 2067-05-17      | Floating      | 5.39%                 | 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      | $500849.27      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | eBay, Inc.                                                                                                                       | CUSIP: 278642103<br>LEI: N/A                  | N/A              | DE               |  | US        |         15300 | NS      | $8638.36        | 0.00%             |  |  |  | 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        |       1876300 | PA      | $1488989.35     | 0.00%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -1265302 | PA      | $-1265302.50    | -0.00%            |  |  |  | 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      | $1262920.75     | 0.00%             | 2060-04-28      | Floating      | 5.42%                 | 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      | $2546352.09     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4358000 | PA      | $3767765.34     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RRX 7 Ltd.                                                                       | RRX 7 Ltd., Series 2022-7A, Class D                                                                                              | CUSIP: 40256JAA3<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $249861.90      | 0.00%             | 2035-07-15      | Floating      | 11.17%                | 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        |        423135 | PA      | $316801.38      | 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        |       5045000 | PA      | $5145839.46     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |        418075 | NS      | $137964.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                             | Sammaan Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       3285000 | PA      | $3293212.50     | 0.01%             | 2028-08-28      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      38391600 | PA      | $8039619.27     | 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      | $12397551.95    | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | 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      | $2273342.92     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd.                                                              | Elmwood CLO 18 Ltd., Series 2022-5A, Class SUB                                                                                   | CUSIP: 29003QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $2373300.00     | 0.01%             | 2037-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                          | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                                                                               | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4757126.90     | 0.01%             | 2038-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      88357000 | PA      | $1680278.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                                      | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       1055000 | PA      | $718164.50      | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class ERR                                                                                   | CUSIP: 96467CAG2<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       6630000 | PA      | $6631706.56     | 0.02%             | 2036-07-24      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1570000 | PA      | $17560.76       | 0.00%             |  |  |  | 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        |       4551212 | PA      | $4519591.58     | 0.01%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | Traton Finance Luxembourg SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       8600000 | PA      | $10249911.27    | 0.02%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class F                                                                                   | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3129000 | PA      | $3132561.74     | 0.01%             | 2040-08-10      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Venture Corp. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        136300 | NS      | $1020.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                                    | iShares MSCI Brazil ETF                                                                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |        298064 | NS      | $9239984.00     | 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        |      20152742 | PA      | $20272440.85    | 0.05%             | 2054-03-25      | Floating      | 5.61%                 | 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        |      46242675 | PA      | $46011461.63    | 0.10%             | 2028-07-31      | Variable      | 13.84%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       4233606 | PA      | $23414059.30    | 0.05%             | 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      | $153369.31      | 0.00%             |  |  |  | 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      |
| Apidos CLO XXXI                                                                  | Apidos CLO XXXI, Series 2019-31A, Class CR                                                                                       | CUSIP: 03767VAN8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |       1140000 | PA      | $1142222.77     | 0.00%             | 2031-04-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        565000 | PA      | $565706.25      | 0.00%             | 2032-06-11      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                             | Flatiron CLO 21 Ltd., Series 2021-1A, Class SUB                                                                                  | CUSIP: 33883TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $2795950.00     | 0.01%             | 2034-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       4414000 | PA      | $2917158.89     | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd.                                                                                             | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3803000 | PA      | $3974861.22     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      43862452 | PA      | $-2918372.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority, Series 2025A-1                                                                             | CUSIP: 89602RNL5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |       5775000 | PA      | $6283456.60     | 0.01%             | 2053-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pentair plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -11800 | NS      | $-7906.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                          | OneDigital Borrower LLC, 1st Lien Term Loan                                                                                      | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990000 | PA      | $988782.30      | 0.00%             | 2031-07-02      | Variable      | 7.32%                 | 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      | $8605394.60     | 0.02%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telecom Italia SpA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4692458 | NS      | $-3254.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class A                                                                    | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22799358 | PA      | $22917974.27    | 0.05%             | 2031-06-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informatica, Inc., Class A                                                                                                       | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               |  | US        |        107273 | NS      | $6436.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-CNYN, Class D                                                                                              | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3191027 | PA      | $3200276.04     | 0.01%             | 2041-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series KK                                                                                                  | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4703000 | PA      | $4651430.66     | 0.01%             | 2026-06-01      | Variable      | 3.65%                 | 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      | $366559.56      | 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        |       1716000 | PA      | $1711222.66     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                                     | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class DR2                                                                          | CUSIP: 03329KBG7<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2010000.20     | 0.00%             | 2034-10-27      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       4356000 | PA      | $4149090.00     | 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      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23956.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                      | Eutelsat SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3742174.64     | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       6261000 | PA      | $6307192.72     | 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        |      10309252 | PA      | $10453709.32    | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      11190629 | PA      | $13166894.36    | 0.03%             | 2036-12-29      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3250623327 | PA      | $933689.85      | 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        |     237499248 | PA      | $5372719.13     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17701946935 | PA      | $-21116.59      | -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      | $92744.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |        626000 | PA      | $565564.21      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                       | Denver City & County School District No. 1, Series 2022A                                                                         | CUSIP: 249174YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5950000 | PA      | $6214606.40     | 0.01%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -8100 | NS      | $-194228.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLYR, Inc.                                                                       | FLYR, Inc., Series D-X, Class E                                                                                                  | 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        |       1471400 | NS      | $472435.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1084000 | PA      | $1124900.05     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       5882000 | PA      | $6856810.12     | 0.02%             | 2031-03-22      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Smurfit WestRock plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -41200 | NS      | $22023.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        625000 | PA      | $632812.50      | 0.00%             | 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      | $13387111.10    | 0.03%             | 2038-07-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                                      | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |        805000 | PA      | $824552.47      | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                                                      | Aiven OY, Series D                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        169258 | NS      | $9414129.96     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |        -48000 | PA      | $-47919.89      | -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      | $122471.25      | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Carlson Travel, Inc.                                                             | Carlson Travel, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         17611 | NS      | $70444.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                         | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1098000 | PA      | $1114997.04     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Deutsche Lufthansa AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -463225 | NS      | $113134.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class B                                                                               | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18084000 | PA      | $18081338.04    | 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      | $-1701533.96    | -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      | $946097.70      | 0.00%             | 2052-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc.                                                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      19845000 | PA      | $21115734.89    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       4123000 | PA      | $4366257.00     | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2079152 | PA      | $1159127.24     | 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        |       3983000 | PA      | $4980290.91     | 0.01%             | 2029-09-01      | Variable      | 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      | $-187.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class DR                                                                                 | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250851.55      | 0.00%             | 2037-07-20      | Floating      | 10.18%                | 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      | $2401231.20     | 0.01%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       1493000 | PA      | $1500144.01     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                               | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |        716000 | PA      | $720475.00      | 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      | $926176.53      | 0.00%             | 2030-12-19      | Variable      | 8.81%                 | 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        |       2602811 | PA      | $684560.24      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2025-4A, Class A1                                                                           | CUSIP: 05686GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4820000 | PA      | $4820000.00     | 0.01%             | 2039-01-17      | Floating      | 0.00%                 | 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        |       1290302 | PA      | $1215730.39     | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        905000 | PA      | $924173.33      | 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      | $3357987.32     | 0.01%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wharf Holdings Ltd. (The)                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -326000 | NS      | $58695.32       | 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        |        344215 | PA      | $323867.52      | 0.00%             | 2036-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       4000000 | PA      | $3890000.00     | 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      | $1050712.85     | 0.00%             | 2056-12-22      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        534625 | PA      | $534625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       1258000 | PA      | $1288340.44     | 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      | $3421121.82     | 0.01%             | 2040-01-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                                      | Latch, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        715325 | NS      | $70817.18       | 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      | $1145190.27     | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        |     -36885000 | PA      | $-1026.36       | -0.00%            |  |  |  | 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        |      11182814 | PA      | $9315284.07     | 0.02%             | 2027-10-28      | Variable      | 8.32%                 | 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      | $4046573.60     | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | 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        |     156651304 | PA      | $5378951.49     | 0.01%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Talbot Participation SAS                                                         | Talbot Participation SAS, Facility 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3543811.22     | 0.01%             | 2032-07-07      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                         | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       6127000 | PA      | $6090238.00     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      13064000 | PA      | $13442281.18    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      36706364 | PA      | $928.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      41940000 | PA      | $40262400.00    | 0.09%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance plc                                             | Channel Link Enterprises Finance plc, Series A8                                                                                  | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5104919.32     | 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        |        871171 | PA      | $840559.73      | 0.00%             | 2037-06-25      | Floating      | 4.48%                 | 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      | $2490304.54     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | UOL Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        306300 | NS      | $3351.27        | 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        |       1248107 | PA      | $623403.20      | 0.00%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |        414000 | PA      | $386256.34      | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |       7496000 | PA      | $7675904.00     | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                              | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |        700000 | PA      | $694612.89      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | Fastighets AB Balder                                                                                                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |        999000 | PA      | $1147754.34     | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -20900 | NS      | $-21495.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                                                                          | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       1481212 | PA      | $1476191.01     | 0.00%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | Omaha Public Power District, Series 2024A                                                                                        | CUSIP: 682001LP5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |       5080000 | PA      | $5505578.29     | 0.01%             | 2049-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden 61 CLO Ltd.                                                               | Dryden 61 CLO Ltd., Series 2018-61A, Class A1R2                                                                                  | CUSIP: 26251CBA1<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |       3660736 | PA      | $3660778.44     | 0.01%             | 2032-01-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       3995000 | PA      | $3746948.73     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1724000 | PA      | $1143212.05     | 0.00%             | 2033-03-15      | Floating      | 5.09%                 | 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      | $16320845.03    | 0.04%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-85, Class IP                                                                  | CUSIP: 3136BCS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16971705 | PA      | $2845063.70     | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |        230000 | PA      | $236472.43      | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | 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        |       5212796 | PA      | $1619271.61     | 0.00%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                                                        | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14598000 | PA      | $14634544.63    | 0.03%             | 2027-11-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class B                                                                          | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8326000 | PA      | $8336318.41     | 0.02%             | 2041-10-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       3773000 | PA      | $3939230.83     | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33610000 | PA      | $-3098790.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           900 | NC      | $954000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      16695000 | PA      | $15429632.83    | 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        |       9900000 | PA      | $12538652.00    | 0.03%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                                 | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |        909000 | PA      | $922510.13      | 0.00%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1960000 | PA      | $2638318.41     | 0.01%             | 2033-04-21      | Floating      | 5.07%                 | 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      | $3029248.20     | 0.01%             | 2037-10-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      32400000 | PA      | $35700172.00    | 0.08%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Elia Group SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1933 | NS      | $5935.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4421450.70     | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | 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        |       7696192 | PA      | $10391504.51    | 0.02%             | 2094-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shimadzu Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6100 | NS      | $-663.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4175000 | PA      | $-211293.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |         25547 | NS      | $713016.77      | 0.00%             |  |  |  | No            |                  1 | 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      | $490444.79      | 0.00%             | 2066-12-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                                        | Bertelsmann SE & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      17300000 | PA      | $20346256.36    | 0.05%             | 2075-04-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle 4 Ltd.                                                                     | Eagle 4 Ltd., 1st Lien Term Loan B2                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       4500000 | PA      | $5278839.92     | 0.01%             | 2028-07-12      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                            | Hyundai Card Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |        962000 | PA      | $999691.16      | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                                   | Dana Financing Luxembourg SARL                                                                                                   | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       1669000 | PA      | $2112004.49     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                                 | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3777778 | PA      | $4442219.32     | 0.01%             | 2031-01-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       3325000 | PA      | $3143181.69     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-C, Class B                                                                         | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |        806044 | PA      | $803537.23      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                          | Hyperion Refinance SARL, 1st Lien Term Loan                                                                                      | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |        994987 | PA      | $994798.42      | 0.00%             | 2031-02-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9191.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                                  | Babcock International Group plc                                                                                                  | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |      11474000 | PA      | $15031397.62    | 0.03%             | 2026-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R                                                                             | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |       2513000 | PA      | $2519936.13     | 0.01%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                             | Halyk Savings Bank of Kazakhstan JSC                                                                                             | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |         29137 | NS      | $748529.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class F                                                                                            | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40133000 | PA      | $40647850.20    | 0.09%             | 2042-08-11      | Variable      | 8.37%                 | 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        |      20074000 | PA      | $20225060.86    | 0.05%             | 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        |       4736065 | PA      | $1648622.49     | 0.00%             | 2046-11-25      | Floating      | 4.97%                 | 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        |       7782709 | PA      | $7785543.91     | 0.02%             | 2033-09-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10553000 | PA      | $-68452.00      | -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      | $1504109.85     | 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        |    1769953375 | PA      | $102832866.52   | 0.23%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $658485.40      | 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      | $14074.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -528 | NC      | $139427.54      | 0.00%             |  |  |  | No            |                  1 | 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        |       7000529 | PA      | $6977898.54     | 0.02%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                                | IRB Holding Corp., 1st Lien Term Loan B                                                                                          | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |        990013 | PA      | $990062.04      | 0.00%             | 2027-12-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       1301000 | PA      | $1294215.55     | 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        |      13779000 | PA      | $13454160.08    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      36465000 | PA      | $3098277.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11420000 | PA      | $5138.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      10000000 | PA      | $10130000.00    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       1073000 | PA      | $1154548.00     | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Midnights Spv SRL                                                                | Midnights SPV SRL                                                                                                                | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      19305076 | PA      | $22631244.69    | 0.05%             | 2026-08-22      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                            | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       1914000 | PA      | $1849277.52     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coca-Cola Co. (The)                                                                                                              | CUSIP: 191216100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         32400 | NS      | $1591.88        | 0.00%             |  |  |  | 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        |       3785604 | PA      | $3717771.00     | 0.01%             | 2036-04-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       2994000 | PA      | $3051062.65     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fiserv, Inc.                                                                                                                     | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         12800 | NS      | $-19840.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd.                                                              | Elmwood CLO 16 Ltd., Series 2022-3A, Class FR                                                                                    | CUSIP: 29003DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2090000 | PA      | $1969738.68     | 0.00%             | 2037-04-20      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -694651000 | PA      | $-2152460.29    | -0.00%            |  |  |  | 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        |       7695780 | PA      | $7156314.23     | 0.02%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-A, Class B                                                                          | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1393000 | PA      | $1413978.86     | 0.00%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class B                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1266000 | PA      | $1491493.03     | 0.00%             | 2036-07-28      | Floating      | 3.00%                 | 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      | $16830242.52    | 0.04%             | 2042-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       3791000 | PA      | $3729045.58     | 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      | $3041077.20     | 0.01%             | 2037-04-20      | Floating      | 7.78%                 | 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      | $8548843.94     | 0.02%             | 2055-07-20      | Floating      | 7.00%                 | 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        |      11000000 | PA      | $11035006.40    | 0.03%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $124828.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  407322200000 | PA      | $91688689.98    | 0.21%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class C                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        664333 | PA      | $794615.40      | 0.00%             | 2034-07-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |          3313 | NS      | $630662.68      | 0.00%             |  |  |  | No            |                  1 | 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      | $2238498.09     | 0.01%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Whitecap Resources, Inc.                                                                                                         | CUSIP: 96467A200<br>LEI: N/A                  | N/A              | DE               |  | US        |       -118900 | NS      | $23631.34       | 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      | $8024011.74     | 0.02%             | 2037-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                 | Pikes Peak CLO 6, Series 2020-6A, Class ERR                                                                                      | CUSIP: 72133BAC8<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $246017.08      | 0.00%             | 2034-05-18      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc., 1st Lien Term Loan B2                                                                        | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |        982538 | PA      | $983156.51      | 0.00%             | 2029-04-16      | Variable      | 6.39%                 | 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      | $10990430.54    | 0.02%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC                                                                                                                   | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-O            | CORP              | IE        |       1200000 | PA      | $1421398.15     | 0.00%             | 2038-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       1230000 | PA      | $1165117.50     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        559000 | PA      | $555098.18      | 0.00%             | 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      | $805371.68      | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | 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      | $3365948.92     | 0.01%             | 2058-05-10      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        196250 | PA      | $196250.00      | 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      | $141388.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                            | Wizz Air Holdings plc                                                                                                            | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |         61467 | NS      | $957933.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2014-1RA, Class A2                                                                                  | CUSIP: 27830TAC9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1752075.68     | 0.00%             | 2030-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class E                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        957169 | PA      | $1178432.21     | 0.00%             | 2040-01-29      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       2400000 | PA      | $3093652.36     | 0.01%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -35780000 | PA      | $-139.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-2, Class C                                                                                              | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       2150000 | PA      | $2965037.82     | 0.01%             | 2059-09-27      | Floating      | 7.17%                 | 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      | $540356.88      | 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        |      25000000 | PA      | $16542500.00    | 0.04%             | 2029-04-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4937839.45     | 0.01%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                     | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        279000 | PA      | $266371.76      | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63.86         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                | Polaris Newco LLC, 1st Lien Term Loan                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |        987147 | PA      | $950266.73      | 0.00%             | 2028-06-02      | Variable      | 8.57%                 | 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      | $-51355.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        324000 | PA      | $336522.28      | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBWHCX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -650 | NC      | $-10725.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1333318 | NS      | $-39732.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                                                                             | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       1041805 | PA      | $1041753.33     | 0.00%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |        495000 | PA      | $492574.50      | 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        |       1067000 | PA      | $1049063.41     | 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        |       4008000 | PA      | $3805363.94     | 0.01%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1614 | NC      | $-5209302.41    | -0.01%            |  |  |  | No            |                  1 | 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        |      46343034 | PA      | $46789799.67    | 0.11%             | 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      | $18465.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       1785000 | PA      | $1732766.08     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                        | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       1493000 | PA      | $1492602.21     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4108000 | PA      | $52311.18       | 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        |       5247119 | PA      | $5320701.59     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -169 | NC      | $-5281.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, 1st Lien Term Loan B                                                                                            | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |        987212 | PA      | $988446.30      | 0.00%             | 2028-10-27      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                    | EDP SA, Series NC5.                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      24600000 | PA      | $28263983.34    | 0.06%             | 2082-03-14      | Variable      | 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      | $-18497.28      | -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      | $43343.60       | 0.00%             |  |  |  | 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      | $251245.21      | 0.00%             | 2062-03-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO 2023-II Ltd.                                                        | 720 East CLO 2023-II Ltd., Series 2023-2A, Class A1                                                                              | CUSIP: 817941AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3755218.50     | 0.01%             | 2036-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                              | Eleda Management AB, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       3333333 | PA      | $3934906.45     | 0.01%             | 2031-04-03      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         27600 | PA      | $26634.00       | 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        |        524542 | PA      | $521484.25      | 0.00%             | 2029-10-04      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1847146682 | PA      | $-937941.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                                 | GS Finance Corp.                                                                                                                 | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      96020000 | PA      | $96978279.60    | 0.22%             | 2030-02-14      | Floating      | 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      | $-103078.06     | -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        |       1334658 | PA      | $1499288.04     | 0.00%             | 2044-06-12      | Floating      | 2.30%                 | 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        |       1381685 | PA      | $1197215.59     | 0.00%             | 2047-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9400.34       | -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      | $870207.74      | 0.00%             | 2067-03-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2022-1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |        264000 | PA      | $355388.41      | 0.00%             | 2063-12-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                   | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8766000 | PA      | $8584190.53     | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                        | Arini European CLO IV DAC, Series 4X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |       2480000 | PA      | $2963796.20     | 0.01%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-1A, Class A1R2                                                                                    | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |        229852 | PA      | $230306.35      | 0.00%             | 2031-01-18      | Floating      | 5.69%                 | 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        |       6376021 | PA      | $6440950.98     | 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        |       8922297 | PA      | $10535769.58    | 0.02%             | 2031-08-22      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1300000 | PA      | $1550045.38     | 0.00%             | 2042-09-06      | 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      | $4779.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1340000 | PA      | $1149090.48     | 0.00%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No. 1 plc                                                   | Great Hall Mortgages No. 1 plc, Series 2007-2X, Class BA                                                                         | CUSIP: N/A<br>LEI: 213800TM9KICQKGTYR78       | Long             | ABS-MBS          | CORP              | GB        |       5374853 | PA      | $7156693.65     | 0.02%             | 2039-06-18      | Floating      | 4.39%                 | 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      | $4008800.00     | 0.01%             | 2038-04-22      | 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      | $20478.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $9901317.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                             | Bank of America N.A.                                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Short            | RA               | CORP              | US        |     -94768200 | PA      | $-94768200.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ENEOS Holdings, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        422500 | NS      | $99763.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        879276 | PA      | $880647.89      | 0.00%             | 2032-09-20      | Variable      | 6.41%                 | 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        |       4800000 | PA      | $4344480.00     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31264500000 | PA      | $286903.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |         45101 | NS      | $3843038.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -159857000 | PA      | $-47155.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                       | Sotera Health Holdings LLC, 1st Lien Term Loan                                                                                   | CUSIP: 83600VAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        942810 | PA      | $943205.72      | 0.00%             | 2031-05-30      | Variable      | 6.66%                 | 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      | $-138479.56     | -0.00%            |  |  |  | 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      | $748782.60      | 0.00%             | 2052-09-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Cabinteely Park CLO DAC                                                          | Cabinteely Park CLO DAC, Series 1X, Class D                                                                                      | CUSIP: N/A<br>LEI: 254900SLP85PQ7ZD2Y17       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1761218.88     | 0.00%             | 2034-08-15      | Floating      | 5.39%                 | 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        |       1701125 | PA      | $1622850.53     | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HBX Group Internationalplc                                                       | Hbx Group International plc, Facility 1st Lien Term Loan B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3526552.69     | 0.01%             | 2032-02-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -16920770 | PA      | $-16920770.24   | -0.04%            |  |  |  | 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        |       3236027 | PA      | $3122427.98     | 0.01%             | 2037-10-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10093742 | PA      | $-10776.84      | -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        |       5421000 | PA      | $4763703.75     | 0.01%             | 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      | $2284086.41     | 0.01%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class E                                                                                  | CUSIP: 89533EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1011977.10     | 0.00%             | 2035-06-11      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | Digital Intrepid Holding BV                                                                                                      | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       7092000 | PA      | $7107281.78     | 0.02%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lavoro Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        147996 | NS      | $5919.84        | 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        |        288849 | PA      | $289029.74      | 0.00%             | 2041-03-15      | Floating      | 5.54%                 | 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        |       7842150 | PA      | $7827848.43     | 0.02%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                                      | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |          1658 | NC      | $16580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     630760000 | PA      | $30736111.68    | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        745900 | PA      | $83605.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       1068000 | PA      | $1138132.36     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -400 | NC      | $-122000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      88900000 | PA      | $-340.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      66477500 | PA      | $-235970.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp., Class B                                                                                                               | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         12570 | NS      | $720135.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1467031 | PA      | $-282120.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd.                                                                  | AGL CLO 19 Ltd., Series 2022-19A, Class D2R                                                                                      | CUSIP: 001210BA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003734.30     | 0.00%             | 2038-07-21      | Floating      | 8.72%                 | 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      | $3129631.47     | 0.01%             | 2029-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         83744 | NS      | $27627983.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                            | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |        749000 | PA      | $759486.00      | 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      | $1312691.76     | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                                      | Avaya, Inc., 1st Lien Term Loan                                                                                                  | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         91394 | PA      | $79937.01       | 0.00%             | 2028-08-01      | Variable      | 11.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | AGC, Inc.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -38900 | NS      | $-18360.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp., 1st Lien Term Loan B4                                                                                        | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |        998880 | PA      | $999809.32      | 0.00%             | 2032-08-12      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2017-D, Class B                                                                                 | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          3709 | PA      | $1287.45        | 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        |         33300 | NS      | $18753.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       1300000 | PA      | $1528378.88     | 0.00%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         36000 | NS      | $8731.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1423000 | PA      | $1419417.63     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                     | Saxon Asset Securities Trust, Series 2007-1, Class M1                                                                            | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6014793 | PA      | $6155822.76     | 0.01%             | 2047-01-25      | Floating      | 4.56%                 | 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      | $5962875.72     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       7856000 | PA      | $7865097.25     | 0.02%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1737648.53     | 0.00%             | 2027-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace SAU                                                           | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4042333 | PA      | $4714767.95     | 0.01%             | 2030-02-27      | Variable      | 5.98%                 | 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      | $8106282.29     | 0.02%             | 2059-11-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      17500000 | PA      | $-241655.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-VAMF, Class B                                                                                              | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1449000 | PA      | $1446735.94     | 0.00%             | 2039-01-15      | Floating      | 5.43%                 | 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      | $3957357.32     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5833989.29     | 0.01%             | 2028-10-12      | 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      | $-193566.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     119414100 | PA      | $57276.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, Facility 1st Lien Term Loan B4B                                                                             | CUSIP: N6872NAM8<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |        787015 | PA      | $787211.75      | 0.00%             | 2030-10-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7237890 | PA      | $-20377.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      36661553 | PA      | $2069590.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                       | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                                           | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2301603 | PA      | $1832371.52     | 0.00%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                             | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |        997000 | PA      | $1015444.50     | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                  | Tampa Bay Water, Series 2024A                                                                                                    | CUSIP: 875124HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11230000 | PA      | $11911570.15    | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                                      | CUSIP: 00CBTX570<br>LEI: N/A                  | N/A              | DE               |  | US        |          2255 | NC      | $16912.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                          | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |       3144000 | PA      | $3236971.22     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class E                                                                                   | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3600000 | PA      | $3604286.88     | 0.01%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 42328DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3375723 | PA      | $3952368.07     | 0.01%             | 2028-03-13      | Variable      | 5.33%                 | 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        |       1310644 | PA      | $1311686.22     | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd.                                                     | Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class AR4                                                                          | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      14600000 | PA      | $14651100.00    | 0.03%             | 2038-07-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           259 | NC      | $314685.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99691.97       | 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        |       2149000 | PA      | $2247744.32     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       6864000 | PA      | $8056359.35     | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36818000 | PA      | $-511157.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       2558000 | PA      | $2656826.56     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC2, Class 1A1                                                         | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5765029 | PA      | $1464783.18     | 0.00%             | 2036-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |      -1046180 | PA      | $-1046180.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        794000 | PA      | $815459.81      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      17000000 | PA      | $21226191.66    | 0.05%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd.                                                              | Elmwood CLO 24 Ltd., Series 2023-3A, Class AR                                                                                    | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1083000 | PA      | $1087337.09     | 0.00%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                                                         | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        944458 | PA      | $946290.22      | 0.00%             | 2029-02-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yokogawa Electric Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -28500 | NS      | $33289.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413242 | PA      | $6771165.23     | 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      | $1221.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8950000 | PA      | $-3696.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      51946000 | PA      | $255419.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                                    | Hestiafloor 2 SASU, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4352941 | PA      | $5142000.39     | 0.01%             | 2030-02-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Notes                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           781 | NC      | $183047.66      | 0.00%             |  |  |  | No            |                  1 | 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        |        713260 | PA      | $655392.96      | 0.00%             | 2036-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp., Series M                                                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       5897000 | PA      | $5788939.01     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | 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        |       7150851 | PA      | $7190705.98     | 0.02%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1172000 | PA      | $1072503.41     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.21500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       1457000 | PA      | $283641.12      | 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        |       8321483 | PA      | $2454920.78     | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class A                                                                            | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4862102 | PA      | $4700765.49     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                                                           | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15394033 | PA      | $15345974.54    | 0.03%             | 2033-02-15      | Floating      | 6.41%                 | 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      | $889589.27      | 0.00%             | 2037-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       1397000 | PA      | $1390448.07     | 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        |       6290881 | NS      | $6575342.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |        156000 | PA      | $164364.72      | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | 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      | $9800334.38     | 0.02%             | 2037-07-15      | Floating      | 5.98%                 | 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      | $12664347.76    | 0.03%             | 2043-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        995000 | PA      | $1203271.87     | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                         | GT Loan Financing I Ltd., Series 2013-1A, Class CR                                                                               | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501071.30      | 0.00%             | 2031-07-28      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                              | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      22193000 | PA      | $968431.16      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9488940 | PA      | $-29372.73      | -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      | $-406045.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       4151000 | PA      | $4630614.84     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-7, Class B1                                                                              | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |       1643000 | PA      | $1646985.43     | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nordea Bank Abp                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -97600 | NS      | $-31556.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-AF1, Class 1A4                                                 | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1497428 | PA      | $264606.57      | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | 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        |        448309 | PA      | $440379.50      | 0.00%             | 2036-11-15      | Floating      | 4.41%                 | 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        |       7045222 | PA      | $7036894.96     | 0.02%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       3854000 | PA      | $3763933.18     | 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        |       2290000 | PA      | $2269371.45     | 0.01%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hua Nan Financial Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -826944 | NS      | $-16461.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      37307000 | PA      | $42515.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                        | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                              | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9084641 | PA      | $7246553.97     | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                                     | LCM XVIII LP, Series 18A, Class A1R                                                                                              | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |        166465 | PA      | $166460.00      | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Edenred SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -55400 | NS      | $-11644.22      | -0.00%            |  |  |  | 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      | $1757070.53     | 0.00%             | 2037-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        604800 | NS      | $74035.71       | 0.00%             |  |  |  | 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      | $19982002.88    | 0.05%             | 2065-06-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cerved Group SpA                                                                 | Cerved Group SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156005E0EF91772E207       | Short            | DBT              | CORP              | IT        |      -3575000 | PA      | $-3792888.84    | -0.01%            | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RPI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     108500000 | PA      | $-235052.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class C                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       1030000 | PA      | $1388295.93     | 0.00%             | 2056-09-12      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      19500000 | PA      | $23162097.10    | 0.05%             | 2037-06-30      | Variable      | 4.12%                 | 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        |       4922403 | PA      | $4953578.78     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                                   | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                                                               | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        996995 | PA      | $988580.80      | 0.00%             | 2028-05-01      | Variable      | 8.18%                 | 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      | $6524645.40     | 0.01%             | 2037-10-20      | Floating      | 5.75%                 | 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      | $6417743.34     | 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        |       1538000 | PA      | $1459562.00     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | 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      | $336289.52      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |        700000 | PA      | $787777.84      | 0.00%             | 2026-04-15      | Variable      | 1.62%                 | 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      | $250165.00      | 0.00%             | 2031-05-20      | Floating      | 6.19%                 | 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        |       3722446 | PA      | $4374676.92     | 0.01%             | 2036-11-17      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                                  | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        923000 | PA      | $889694.74      | 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        |        717558 | PA      | $852790.46      | 0.00%             | 2041-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                          | Goldman Sachs & Co. LLC                                                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |       7501200 | PA      | $7501200.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     800721800 | PA      | $-311979.03     | -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        |      90297838 | PA      | $2528655.51     | 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      | $400020.68      | 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        |       7172162 | PA      | $9684221.46     | 0.02%             | 2035-02-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        653000 | PA      | $603890.87      | 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      | $1657627.05     | 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      | $-234580.53     | -0.00%            | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1395000 | PA      | $1369913.72     | 0.00%             | 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      | $16639508.33    | 0.04%             | 2032-06-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7398.40       | -0.00%            |  |  |  | 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        |       4000000 | PA      | $4604248.40     | 0.01%             | 2028-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class C                                                                                         | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |        319362 | PA      | $429499.93      | 0.00%             | 2031-08-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                                              | Platform Bidco Ltd., Facility 1st Lien Term Loan B5                                                                              | CUSIP: G7124FAP0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3528771.64     | 0.01%             | 2028-09-29      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                    | Peraton Corp., 1st Lien Term Loan B                                                                                              | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |        459801 | PA      | $386982.23      | 0.00%             | 2028-02-01      | Variable      | 8.01%                 | 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      | $1508220.88     | 0.00%             | 2050-06-28      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2070000 | PA      | $-35723.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM1, Class B1                                                                                           | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2066000 | PA      | $2079330.04     | 0.00%             | 2068-12-25      | Variable      | 7.44%                 | 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      | $4983970.82     | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MISUMI Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         49300 | NS      | $-16021.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     458463209 | PA      | $-136881.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       3114000 | PA      | $3483005.46     | 0.01%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29200 | NS      | $-23166.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR                                                                       | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3005694.60     | 0.01%             | 2031-07-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11670000 | PA      | $11271.46       | 0.00%             |  |  |  | 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      | $1626944.05     | 0.00%             | 2034-04-24      | Floating      | 5.19%                 | 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        |        307012 | PA      | $364118.63      | 0.00%             | 2039-11-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                      | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        627000 | PA      | $622168.97      | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1842000 | PA      | $1871028.98     | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CME Bitcoin                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |            29 | NC      | $-130721.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLYR, Inc.                                                                       | FLYR, Inc., Series D-X                                                                                                           | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | 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        |         37090 | NS      | $27238154.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -289133000 | PA      | $-262889.48     | -0.00%            |  |  |  | No            |                  2 | 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        |        199822 | PA      | $239673.21      | 0.00%             | 2043-01-26      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Endesa SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -71900 | NS      | $-39278.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                          | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |       1204000 | PA      | $1245297.20     | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                        | Sunac China Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       3636364 | PA      | $545454.60      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2223000 | PA      | $2212412.67     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        199600 | NS      | $0.20           | 0.00%             |  |  |  | No            |                  3 | 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      | $24768079.83    | 0.06%             | 2039-07-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $308685.12      | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                            | Whitebox CLO III Ltd., Series 2021-3A, Class ER                                                                                  | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       6970000 | PA      | $6966808.44     | 0.02%             | 2035-10-15      | Floating      | 9.97%                 | 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      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   33078565000 | PA      | $59574.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class CR                                                                                         | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500788.65      | 0.00%             | 2036-04-17      | Floating      | 6.92%                 | 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      | $7796729.34     | 0.02%             | 2037-07-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                               | Bracken MidCo1 plc                                                                                                               | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |       6861000 | PA      | $9191206.11     | 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        |        700602 | PA      | $303847.80      | 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        |       1277400 | NS      | $1181488.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       1732000 | PA      | $1680040.00     | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | 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      | $-1910.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG, Series LHA                                                                                                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $6919073.77     | 0.02%             | 2025-11-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-38, Class FE                                              | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53196714 | PA      | $53261363.56    | 0.12%             | 2054-06-25      | Floating      | 5.41%                 | 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        |       2963000 | PA      | $2903740.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                                         | Eurobank Ergasias Services & Holdings SA                                                                                         | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |       2100000 | PA      | $2481888.95     | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2024-1X, Class B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3309000 | PA      | $4488648.82     | 0.01%             | 2032-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      11874000 | PA      | $12062036.66    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |        739000 | PA      | $702360.45      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                                                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         77000 | NS      | $7430500.00     | 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      | $278.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RPI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      66340000 | PA      | $57337.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                       | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |        963000 | PA      | $961298.57      | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-99097.62      | -0.00%            | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   32281371584 | PA      | $20205.24       | 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        |    1214600000 | PA      | $24022935.01    | 0.05%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QO2, Class A1                                                                                            | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        442027 | PA      | $134632.61      | 0.00%             | 2047-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     862840000 | PA      | $640117.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       6146000 | PA      | $7232890.17     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                        | Darling Global Finance BV                                                                                                        | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |       6330000 | PA      | $7503283.16     | 0.02%             | 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        |       7561061 | PA      | $6221925.67     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1275000 | PA      | $1118027.01     | 0.00%             | 2038-08-01      | Fixed         | 3.00%                 | 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        |       1000000 | PA      | $959616.20      | 0.00%             | 2038-10-20      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMETEK, Inc.                                                                                                                     | CUSIP: 031100100<br>LEI: N/A                  | N/A              | DE               |  | US        |          9700 | NS      | $12233.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -10935000 | PA      | $-414065.71     | -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      | $7332808.66     | 0.02%             | 2039-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |        930000 | PA      | $628791.60      | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       4671000 | PA      | $4894815.64     | 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      | $2004636.02     | 0.00%             | 2044-04-25      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                                                         | Abanca Corp. Bancaria SA                                                                                                         | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3143406.87     | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4324263 | PA      | $4232866.52     | 0.01%             | 2027-10-29      | Variable      | 7.03%                 | 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        |        992512 | PA      | $992204.82      | 0.00%             | 2031-12-09      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                                 | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | DBT              | CORP              | US        |      -2000000 | PA      | $-1994314.08    | -0.00%            | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      25510000 | PA      | $-17120.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                                | Vaco Holdings LLC, 1st Lien Term Loan                                                                                            | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7509425 | PA      | $6439331.94     | 0.01%             | 2029-01-22      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                             | Speedster Bidco GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       5500000 | PA      | $6489561.37     | 0.01%             | 2031-12-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        553000 | PA      | $556998.19      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       6486886 | PA      | $3931935.20     | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      22337174 | PA      | $-63587.31      | -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      | $-9952.51       | -0.00%            |  |  |  | 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        |      12660000 | PA      | $8380640.39     | 0.02%             | 2031-12-09      | Floating      | 4.51%                 | 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      | $-2282822.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                                | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-528034.37     | -0.00%            | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                                            | Morgan Stanley Home Equity Loan Trust, Series 2006-3, Class A3                                                                   | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2095523 | PA      | $1460742.62     | 0.00%             | 2036-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1285000 | PA      | $1302668.75     | 0.00%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         81521 | NS      | $4866803.70     | 0.01%             |  |  |  | No            |                  1 | 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      | $9042256.82     | 0.02%             | 2042-10-19      | Floating      | 5.86%                 | 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        |        876295 | PA      | $850458.59      | 0.00%             | 2046-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       6599000 | PA      | $5209578.57     | 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      | $-1165996.34    | -0.00%            | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                                | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2405004.18     | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | 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        |       1766000 | PA      | $1791430.40     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        410000 | PA      | $1521.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       2262431 | PA      | $1091622.96     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Singapore Telecommunications Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -397500 | NS      | $71578.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFT Trust                                                                        | MFT Trust, Series 2020-ABC, Class C                                                                                              | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1977716 | PA      | $1440537.88     | 0.00%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $2055136.02     | 0.00%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400000000 | PA      | $-82440.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class E                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6488000 | PA      | $6464192.28     | 0.01%             | 2041-06-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |        200000 | PA      | $199519.62      | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       2486000 | PA      | $2434059.75     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Restaurant Brands International, Inc.                                                                                            | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -48600 | NS      | $1314.70        | 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        |       4312576 | PA      | $5071078.18     | 0.01%             | 2032-08-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00CBNE2F3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -34895 | NC      | $-2023910.00    | -0.00%            |  |  |  | No            |                  1 | 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        |       4492438 | PA      | $5921042.06     | 0.01%             | 2029-10-31      | Variable      | 13.84%                | 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      | $986589.94      | 0.00%             | 2070-01-27      | Floating      | 5.85%                 | 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      | $1565460.16     | 0.00%             | 2039-07-20      | Floating      | 7.03%                 | 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      | $1046377.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO Ltd.                                                             | Hamlin Park CLO Ltd., Series 2024-1A, Class A                                                                                    | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       9750000 | PA      | $9786426.98     | 0.02%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        516000 | PA      | $521412.07      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                                            | Betclic Everest Group, Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3544163.44     | 0.01%             | 2031-12-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        804000 | PA      | $1084883.03     | 0.00%             | 2055-03-12      | Floating      | 6.08%                 | 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      | $5417070.43     | 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        |      27281191 | PA      | $27272082.24    | 0.06%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |        996244 | PA      | $993753.11      | 0.00%             | 2029-02-15      | Variable      | 6.91%                 | 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      | $11759520.00    | 0.03%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       5985000 | PA      | $6390723.15     | 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      | $20174025.12    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Food Service Project SA                                                          | Food Service Project SA                                                                                                          | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |       4105000 | PA      | $4833313.12     | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                 | United Nations Development Corp., Series 2025A                                                                                   | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3505000 | PA      | $3713771.22     | 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        |       2022000 | PA      | $2147721.89     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class A                                                                                | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |       1497334 | PA      | $1760218.55     | 0.00%             | 2059-04-28      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $52721.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31264500000 | PA      | $225425.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        205750 | PA      | $205750.00      | 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      | $807634.63      | 0.00%             | 2038-10-15      | Floating      | 5.28%                 | 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        |      14696849 | PA      | $14909631.85    | 0.03%             | 2054-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -44178000 | PA      | $-100591.84     | -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      | $1788051.50     | 0.00%             | 2050-10-27      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                            | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       3691000 | PA      | $4490470.69     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                             | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       4805000 | PA      | $4864738.93     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia, Series 2022A                                                                                                   | CUSIP: 373385KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3950000 | PA      | $4009227.40     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        500000 | PA      | $18966.27       | 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      | $4780703.05     | 0.01%             | 2038-07-20      | Floating      | 5.72%                 | 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        |      11773483 | PA      | $11461180.81    | 0.03%             | 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      | $693916.66      | 0.00%             | 2061-01-20      | Floating      | 7.77%                 | 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      | $56649.26       | 0.00%             | 2035-11-25      | 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      | $575783.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6040000 | PA      | $-14830.16      | -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      | $203115.47      | 0.00%             | 2029-07-16      | Floating      | 6.12%                 | 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        |       8584808 | PA      | $8588369.74     | 0.02%             | 2054-03-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        395000 | PA      | $395000.00      | 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      | $3242449.44     | 0.01%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     102480000 | PA      | $26237899.49    | 0.06%             | 2053-03-31      | Fixed         | 4.46%                 | 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      | $102783.50      | 0.00%             |  |  |  | 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        |      19330000 | PA      | $12805626.07    | 0.03%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                                    | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |        152001 | NS      | $9621663.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       2154000 | PA      | $1973602.50     | 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      | $1840824.98     | 0.00%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| LSF10 Edilians Investments SARL                                                  | LSF10 Edilians Investments SARL, Facility 1st Lien Term Loan B4                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       3000000 | PA      | $3539760.75     | 0.01%             | 2031-03-05      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                     | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       1530000 | PA      | $1425684.60     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Atlas Arteria Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        395700 | NS      | $-75786.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        958000 | PA      | $-5612.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PRADA SpA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        125200 | NS      | $29793.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       5002000 | PA      | $5589784.52     | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tapestry, Inc.                                                                                                                   | CUSIP: 876030107<br>LEI: N/A                  | N/A              | DE               |  | US        |          9300 | NS      | $-6138.00       | -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        |       1282865 | PA      | $382187.55      | 0.00%             | 2037-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEEK Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         55800 | NS      | $14198.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      14300000 | PA      | $17688602.39    | 0.04%             | 2031-05-03      | 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      | $311692.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                                   | BPER Banca SpA                                                                                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |       3949000 | PA      | $4851226.32     | 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        |     377875500 | PA      | $-113440.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4564202612 | PA      | $3192.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2755392.50     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                                         | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       2604000 | PA      | $2364013.51     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        242000 | PA      | $227324.44      | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                            | Quanta Computer, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | DBT              | CORP              | TW        |      26400000 | PA      | $26162400.00    | 0.06%             | 2030-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        675000 | PA      | $651480.30      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | 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        |      25259000 | PA      | $25347406.50    | 0.06%             | 2037-04-20      | Floating      | 5.96%                 | 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      | $13618980.00    | 0.03%             | 2038-10-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Temple College                                                                   | Temple College, Series 2021                                                                                                      | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6035000 | PA      | $4667586.65     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HomeVi SAS                                                                       | HomeVi SAS, 1st Lien Term Loan B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4706155.94     | 0.01%             | 2029-10-31      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |       3371000 | PA      | $3958415.66     | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | 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      | $1270326.13     | 0.00%             | 2037-07-20      | Floating      | 11.17%                | 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      | $2593905.45     | 0.01%             | 2035-04-18      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       2490000 | PA      | $3361774.26     | 0.01%             | 2031-08-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       3520000 | PA      | $3796890.24     | 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      | $103423450.22   | 0.23%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -988510000 | PA      | $-420135.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fastenal Co.                                                                                                                     | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -25200 | NS      | $-48384.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2024CC                                                                    | CUSIP: 64613CGK8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |       7125000 | PA      | $7437395.53     | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IMI plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -60400 | NS      | $-379.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                      | India Clean Energy Holdings                                                                                                      | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |       5000000 | PA      | $4887500.00     | 0.01%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                                                                       | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5172429 | PA      | $5172429.00     | 0.01%             | 2036-08-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                               | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29924087 | PA      | $805918.51      | 0.00%             | 2052-03-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       2310000 | PA      | $2035914.57     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NXP Semiconductors NV                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5700 | NS      | $48222.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                              | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       1139000 | PA      | $1157977.41     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -62441961 | PA      | $-89261.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38260000 | PA      | $21984.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2034720 | PA      | $-2034720.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2025-FL19, Class A                                                                                               | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3980728.77     | 0.01%             | 2042-05-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -2500000 | PA      | $-1842285.75    | -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        |       4769469 | PA      | $3090066.15     | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd.                                                              | Kings Park CLO Ltd., Series 2021-1A, Class A                                                                                     | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003000.00     | 0.00%             | 2035-01-21      | Floating      | 5.72%                 | 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        |       4008701 | PA      | $3302877.09     | 0.01%             | 2037-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7478781.83     | 0.02%             | 2026-01-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     300521698 | PA      | $-143563.87     | -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      | $3304303.64     | 0.01%             | 2055-12-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Uber Technologies, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4972 | NC      | $-1591040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class A                                                                                   | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7256000 | PA      | $7282954.59     | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      11982000 | PA      | $-15400.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                      | Eutelsat SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5703902.74     | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                                   | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2515865.99     | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       4700000 | PA      | $6517240.79     | 0.01%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2968000 | PA      | $727686.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       3117000 | PA      | $3146801.64     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     635050000 | PA      | $-331988.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |      -3310000 | PA      | $-3070327.53    | -0.01%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                          | Froneri Lux FinCo. SARL                                                                                                          | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |       8275000 | PA      | $9800839.19     | 0.02%             | 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        |       1763000 | PA      | $1802671.03     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      40071990 | PA      | $596260.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EXOR NV                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         21300 | NS      | $3560.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class D1R                                                                                        | CUSIP: 74936GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501121.30      | 0.00%             | 2036-04-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                       | Lessen LLC                                                                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43257242 | PA      | $40229235.06    | 0.09%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | 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      | $2515898.50     | 0.01%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                                                      | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6008988.00     | 0.01%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Paychex, Inc.                                                                                                                    | CUSIP: 704326107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11000 | NS      | $20633.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        259000 | PA      | $257839.68      | 0.00%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Everbright Bank Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1945000 | NS      | $60021.77       | 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      | $177377.56      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                                        | BCE, Inc.                                                                                                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         27509 | NS      | $642805.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38930100 | PA      | $1888.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                    | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      15600000 | PA      | $18205534.70    | 0.04%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                              | Ephios Subco 3 SARL                                                                                                              | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      14934000 | PA      | $18665385.29    | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      18530000 | PA      | $21712288.85    | 0.05%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| EURO Parfums Fze                                                                 | EURO Parfums Fze, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14356170 | PA      | $14284389.15    | 0.03%             | 2030-01-01      | Variable      | 10.44%                | No            |                  3 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         77581 | PA      | $90840.92       | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | 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      | $1314492.97     | 0.00%             | 2065-10-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                       | India Green Power Holdings                                                                                                       | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      13196585 | PA      | $12899661.64    | 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      | $3284997.74     | 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      | $1139247.64     | 0.00%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       5619000 | PA      | $5725761.00     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | 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      | $2760530.30     | 0.01%             | 2037-10-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                         | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                                                                              | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4050000 | PA      | $4053798.90     | 0.01%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIV Group GmbH                                                                  | AVIV Group GmbH, 1st Lien Term Loan B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3866242 | PA      | $4567531.18     | 0.01%             | 2032-04-23      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $306782.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                            | Athora Netherlands NV                                                                                                            | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9703647.88     | 0.02%             | 2032-08-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       1754879 | PA      | $2367261.86     | 0.01%             | 2035-02-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        879540 | PA      | $1185614.00     | 0.00%             | 2031-05-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                          | Acuris Finance US, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 00510DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3000000 | PA      | $3511689.21     | 0.01%             | 2028-02-16      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CarMax, Inc.                                                                                                                     | CUSIP: 143130102<br>LEI: N/A                  | N/A              | DE               |  | US        |         21500 | NS      | $-334325.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Berlin                                                                   | Project Berlin, 1st Lien Term Loan                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      14567416 | PA      | $16954079.19    | 0.04%             | 2033-01-22      | Variable      | 10.24%                | No            |                  3 | 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      | $1179584.47     | 0.00%             | 2040-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      14825000 | PA      | $21565094.94    | 0.05%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8775000 | PA      | $8629182.75     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1225116 | PA      | $1205979.81     | 0.00%             | 2032-08-18      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2021-10A, Class D2R                                                                                  | CUSIP: 14316YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1515000.00     | 0.00%             | 2038-01-20      | Floating      | 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      | $1158.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -110410000 | PA      | $-145.53        | -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        |        358327 | PA      | $344973.72      | 0.00%             | 2037-01-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                                 | Runitonetime LLC, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1102656 | PA      | $1060246.82     | 0.00%             | 2026-05-06      | Variable      | 16.66%                | No            |                  2 | On Loan: No      |
| OZLM XVIII Ltd.                                                                  | OZLM XVIII Ltd., Series 2018-18A, Class A                                                                                        | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |       1537159 | PA      | $1538402.39     | 0.00%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class E                                                                        | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6569000 | PA      | $6554630.31     | 0.01%             | 2034-11-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       3102000 | PA      | $3071576.51     | 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        |        629000 | PA      | $632178.34      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                           | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4340000 | PA      | $4338515.94     | 0.01%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        987000 | PA      | $218127.00      | 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        |       2120237 | PA      | $2048380.31     | 0.00%             | 2036-05-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1114919202 | PA      | $12166.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                                      | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        830000 | PA      | $858215.77      | 0.00%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Christian Dior SE                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3120 | NS      | $36832.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2016-36                                                     | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1544511 | PA      | $43068.37       | 0.00%             | 2057-08-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Rumo SA                                                                          | Rumo SA                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |        206688 | NS      | $617083.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class E                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        111276 | PA      | $130630.87      | 0.00%             | 2039-01-31      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |        827000 | PA      | $828290.12      | 0.00%             | 2026-03-20      | Variable      | 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      | $361028.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $339867.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual, Inc.                                                          | Washington Mutual, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      14745000 | PA      | $1.47           | 0.00%             | 2017-10-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Short            | DBT              | CORP              | CA        |      -1300000 | PA      | $-1289450.19    | -0.00%            | 2031-09-15      | Variable      | 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      | $13716.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                          | Lorca Telecom Bondco SA                                                                                                          | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       6173000 | PA      | $7246831.86     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class F                                                                    | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1033000 | PA      | $1044998.81     | 0.00%             | 2038-06-16      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                                 | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                     | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1507537.65     | 0.00%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding Sarl Compartment FinanceHero 2                                 | Auto1 Car Funding SARL, Series 2, Class B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1200000 | PA      | $1409796.89     | 0.00%             | 2035-07-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |       4087000 | PA      | $5020898.06     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      28996000 | PA      | $28546562.00    | 0.06%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3550670000 | PA      | $13895.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apave                                                                            | Apave, Facility 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2356177.46     | 0.01%             | 2031-12-02      | Variable      | 5.17%                 | 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      | $919625.80      | 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      | $5041827.39     | 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        |       3432363 | PA      | $16258672.55    | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                       | Lenzing AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |      13700000 | PA      | $16245329.84    | 0.04%             | 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        |       4246841 | NS      | $344801020.79   | 0.78%             |  |  |  | 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      | $20623965.48    | 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      | $299407.55      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | 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        |     107248349 | PA      | $4518834.11     | 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        |       2487498 | PA      | $2304613.34     | 0.01%             | 2047-04-25      | Floating      | 4.55%                 | 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      | $1507500.00     | 0.00%             | 2029-07-16      | Variable      | 8.51%                 | 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      | $139635.53      | 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      | $3925963.40     | 0.01%             | 2054-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros Holdings, Inc.                                                      | RB Global Holdings, Inc.                                                                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       1746000 | PA      | $1826146.64     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2075000 | PA      | $-3041.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Post Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         88300 | NS      | $14853.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gunma Bank Ltd. (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         83300 | NS      | $24129.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                    | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18355000 | PA      | $18381007.20    | 0.04%             | 2041-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                              | New Immo Holding SA                                                                                                              | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5464935.30     | 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        |       1826000 | PA      | $1760275.14     | 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        |   11663485842 | PA      | $39037.86       | 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      | $3509350.34     | 0.01%             | 2037-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                      | Valley Stream Park CLO Ltd., Series 2022-1A, Class E1RR                                                                          | CUSIP: 92013BAJ6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      10685000 | PA      | $10746948.42    | 0.02%             | 2037-01-20      | Floating      | 9.58%                 | 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      | $5030572.62     | 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      | $-1248669.60    | -0.00%            | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KJ48, Class A2                         | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4457000 | PA      | $4590677.46     | 0.01%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20898750 | PA      | $73185.09       | 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        |        717500 | PA      | $717500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD Netherlands Capital BV                                                                                                       | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      27172000 | PA      | $28999780.68    | 0.07%             | 2054-05-30      | 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      | $-68871.19      | -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      | $3770584.16     | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      15600000 | PA      | $20764835.32    | 0.05%             | 2028-07-18      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       3008000 | PA      | $3001807.13     | 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        |        810076 | NS      | $5362035.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                                   | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                   | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |       8750000 | PA      | $8890000.00     | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2024BB, Sub-Series BB-2                                                  | CUSIP: 64972GH72<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       8270000 | PA      | $8816774.50     | 0.02%             | 2047-06-15      | Fixed         | 5.25%                 | 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      | $1497810.36     | 0.00%             | 2061-09-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Central Unified School District                                                  | Central Unified School District, Series 2021A                                                                                    | CUSIP: 15276PQQ5<br>LEI: 549300AKOP2UG4D0YH67 | Long             | DBT              | MUN               | US        |       5000000 | PA      | $3933303.45     | 0.01%             | 2044-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                                    | Alorica, Inc., 1st Lien Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20797912 | PA      | $20641928.07    | 0.05%             | 2027-12-21      | Variable      | 11.19%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      15000000 | PA      | $15130500.00    | 0.03%             | 2030-03-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Food & Life Cos. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -15700 | NS      | $-13917.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                                       | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5042859 | PA      | $3408741.39     | 0.01%             | 2037-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Bitcoin Trust ETF                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -500000 | NC      | $-549975.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       5800000 | PA      | $6924713.38     | 0.02%             | 2034-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1951000 | PA      | $2310218.42     | 0.01%             | 2032-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       1715000 | PA      | $1596021.88     | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-296739.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       2469000 | PA      | $2501961.15     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                                   | Deutsche Bank Securities, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Short            | RA               | CORP              | US        |     -10824675 | PA      | $-10824675.00   | -0.02%            |  |  |  | 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        |       1079085 | PA      | $1270665.73     | 0.00%             | 2042-02-24      | Floating      | 3.11%                 | 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        |       4500000 | PA      | $5311860.08     | 0.01%             | 2032-02-20      | Variable      | 5.65%                 | 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      | $1506102.15     | 0.00%             | 2037-10-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6776000 | PA      | $7639.56        | 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      | $6705398.52     | 0.02%             | 2032-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Iluka Resources Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -346000 | NS      | $-289.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria Treasury Bills                                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   65408177000 | PA      | $42546876.15    | 0.10%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                                   | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4750112 | PA      | $2366839.68     | 0.01%             | 2046-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -329149000 | PA      | $-13403.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       8424250 | PA      | $8424250.00     | 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      | $386423.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       2018000 | PA      | $2070510.44     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class HRR                                                                       | CUSIP: 78398EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22850000 | PA      | $22399649.35    | 0.05%             | 2035-03-15      | Floating      | 9.10%                 | 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        |      14848824 | PA      | $14982093.86    | 0.03%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $123869.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       2592000 | PA      | $2581064.22     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-1A, Class D1R                                                                                    | CUSIP: 89623VAS0<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2018441.00     | 0.00%             | 2037-10-22      | Floating      | 7.63%                 | 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      | $-399059.44     | -0.00%            |  |  |  | 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      | $1689389.36     | 0.00%             | 2067-05-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class B                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |         92156 | PA      | $108225.21      | 0.00%             | 2030-09-15      | Floating      | 2.63%                 | 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      | $686126.61      | 0.00%             | 2095-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    6856120000 | PA      | $20842030.19    | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $-167825.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2090000 | PA      | $-128681.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | Washington Health Care Facilities Authority, Series 2015A                                                                        | CUSIP: 93978HLL7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |      15260000 | PA      | $14142255.53    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4001 | NC      | $1790447.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                                | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |      13105000 | PA      | $15675833.47    | 0.04%             | 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        |    4248404000 | PA      | $585798.01      | 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      | $6534534.58     | 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        |           255 | NS      | $5984.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class A                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       5549690 | PA      | $6535075.36     | 0.01%             | 2036-07-28      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3225000 | PA      | $6447.58        | 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      | $4302170.03     | 0.01%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tokyo Electron Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6100 | NS      | $16015.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      37321000 | PA      | $46302.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     153814000 | PA      | $-255147.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        457500 | PA      | $457500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      17200000 | PA      | $20023588.99    | 0.05%             | 2032-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     248346253 | PA      | $-9295.88       | -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        |      39068541 | PA      | $1845199.36     | 0.00%             | 2052-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                           | Auto1 Car Funding SARL, Series 2024-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $363165.01      | 0.00%             | 2033-12-15      | Floating      | 5.38%                 | 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        |       3544980 | PA      | $3428467.59     | 0.01%             | 2067-01-25      | Variable      | 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      | $333938.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-43171.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1677762.18     | 0.00%             | 2033-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                  | Wolfspeed, Inc.                                                                                                                  | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        363000 | PA      | $345538.76      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Anduril Engineering LLC                                                          | Anduril Engineering LLC, Series F                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        688766 | NS      | $28156754.08    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2000 | NC      | $645000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      21240000 | PA      | $-192155.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18377826 | PA      | $-42.14         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11741.69      | -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      | $2113097.69     | 0.00%             | 2035-05-18      | Floating      | 2.81%                 | 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      | $1061146.46     | 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        |       1184000 | PA      | $1360536.10     | 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        |     520654000 | PA      | $616144458.37   | 1.40%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     -11020000 | PA      | $-406078.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5072531761 | PA      | $4633865250.62  | 10.51%            | 2055-10-25      | Fixed         | 3.50%                 | 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        |       4331130 | PA      | $4101178.14     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11720000 | PA      | $-20575.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |       6000000 | PA      | $5640000.00     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                                  | AGL Energy Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       1540000 | PA      | $1018426.97     | 0.00%             | 2035-09-30      | Fixed         | 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      | $331821.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                         | SoFi Personal Loan Trust                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        350693 | PA      | $12072223.92    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XD                                                    | CUSIP: 61764PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51913000 | PA      | $1630.07        | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       7000000 | PA      | $7175000.00     | 0.02%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ACRA Trust                                                                       | ACRA Trust, Series 2024-NQM1, Class A1                                                                                           | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7159506 | PA      | $7200562.81     | 0.02%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                             | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       1560000 | PA      | $1555242.28     | 0.00%             | 2033-09-01      | Fixed         | 6.12%                 | 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      | $3266805.90     | 0.01%             | 2031-04-21      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        162778 | PA      | $11596.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7313871137 | PA      | $-5627.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       3362000 | PA      | $3197144.67     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NLT Trust                                                                        | NLT Trust, Series 2021-INV2, Class B1                                                                                            | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1895000 | PA      | $1456872.21     | 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      | $100635.20      | 0.00%             | 2049-08-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |          1451 | NS      | $663527.79      | 0.00%             |  |  |  | No            |                  1 | 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        |        406755 | PA      | $396268.86      | 0.00%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Petron Corp.                                                                     | Petron Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |      18017000 | PA      | $18000064.02    | 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        |      20799000 | PA      | $21121384.50    | 0.05%             | 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        |      37829485 | PA      | $28897.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |        739000 | PA      | $866125.13      | 0.00%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2942000 | PA      | $3079916.16     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dryden 46 Euro CLO DAC                                                           | Dryden 46 Euro CLO DAC, Series 2016-46A, Class CRR                                                                               | CUSIP: N/A<br>LEI: 635400UFQKWHKYRULP20       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $296054.49      | 0.00%             | 2034-04-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| India Vehicle Finance                                                            | India Vehicle Finance                                                                                                            | CUSIP: N/A<br>LEI: 254900FDW5H9JZP2A596       | Long             | DBT              | CORP              | MU        |       1598000 | PA      | $1610464.40     | 0.00%             | 2029-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fortive Corp.                                                                                                                    | CUSIP: 34959J108<br>LEI: N/A                  | N/A              | DE               |  | US        |         35700 | NS      | $14049.90       | 0.00%             |  |  |  | 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        |          2789 | PA      | $2796.40        | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26198853 | PA      | $-16059.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $36216.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       2531000 | PA      | $2620612.59     | 0.01%             | 2029-05-01      | 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      | $-19657.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8333333 | PA      | $80867.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | T Rowe Price Group, Inc.                                                                                                         | CUSIP: 74144T108<br>LEI: N/A                  | N/A              | DE               |  | US        |         17100 | NS      | $-26163.00      | -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        |       6450000 | PA      | $6511491.72     | 0.01%             | 2038-03-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                          | Lionsgate Studios Corp.                                                                                                          | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1324564 | NS      | $9139491.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -3200000 | PA      | $-1988000.00    | -0.00%            | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                                            | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                                                          | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        947500 | PA      | $949281.30      | 0.00%             | 2030-01-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class E                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        159606 | PA      | $193490.28      | 0.00%             | 2043-01-26      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2996000 | PA      | $-10604.79      | -0.00%            |  |  |  | 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        |       1496222 | PA      | $1482950.18     | 0.00%             | 2029-04-04      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coca-Cola Europacific Partners plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -13300 | NS      | $-51858.79      | -0.00%            |  |  |  | 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        |         66504 | PA      | $66543.57       | 0.00%             | 2031-10-20      | Floating      | 5.63%                 | 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        |        868884 | PA      | $1181580.09     | 0.00%             | 2033-04-21      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     135950000 | PA      | $2366892.22     | 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      | $556385.88      | 0.00%             | 2053-04-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-150.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMF plc                                                                          | PMF plc, Series 2024-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 635400CIMKRXMLBEGI82       | Long             | ABS-MBS          | CORP              | GB        |       1526673 | PA      | $2063679.25     | 0.00%             | 2060-07-16      | Floating      | 4.95%                 | 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        |        636113 | PA      | $754156.91      | 0.00%             | 2034-07-28      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-1, Class C                                                                       | CUSIP: 75907VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2411273 | PA      | $2400570.79     | 0.01%             | 2031-03-17      | Fixed         | 3.04%                 | 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      | $1272.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Household Capital RMBS                                                           | Household Capital RMBS, Series 2025-1, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       5460000 | PA      | $3602007.22     | 0.01%             | 2087-07-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                          | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |       6100000 | PA      | $1575575.10     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14822408311 | PA      | $-49308.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redwood Funding Trust                                                            | Redwood Funding Trust, Series 2023-1, Class A                                                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        705695 | PA      | $705743.44      | 0.00%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CITIC Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1033000 | NS      | $-111881.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CVB Financial Corp.                                                                                                              | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -72435 | NS      | $93441.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1140843.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       3734000 | PA      | $3791227.28     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000000 | PA      | $144427734.00   | 0.33%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                           | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2295187 | PA      | $2295478.83     | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                                    | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                                                         | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |       5100000 | PA      | $5108644.50     | 0.01%             | 2034-04-15      | Floating      | 5.73%                 | 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        |       3945955 | PA      | $3874766.46     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       7973000 | PA      | $8269646.63     | 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        |       7164000 | PA      | $8420198.33     | 0.02%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |        469000 | PA      | $477714.02      | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       2000000 | PA      | $2095000.00     | 0.00%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                                        | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1941958 | PA      | $1796543.89     | 0.00%             | 2047-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3100000 | PA      | $356653.02      | 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        |       5803369 | PA      | $7815869.50     | 0.02%             | 2035-02-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       2741593 | NS      | $16778549.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2018-3A, Class CR                                                                                   | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $751547.48      | 0.00%             | 2031-10-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       1129000 | PA      | $1211417.00     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1704000 | PA      | $1704000.00     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Structured Products BV                                                 | JP Morgan Structured Products BV                                                                                                 | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       7579826 | PA      | $7693522.89     | 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        |      20570000 | PA      | $24517687.73    | 0.06%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electron Bidco, Inc.                                                             | Examworks Bidco, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        984898 | PA      | $986582.66      | 0.00%             | 2028-11-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                                | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                            | CUSIP: 95249CAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8910000 | PA      | $8827582.50     | 0.02%             | 2032-07-26      | Variable      | 8.32%                 | 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      | $456680.44      | 0.00%             | 2035-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                                | Hutto Independent School District, Series 2025                                                                                   | CUSIP: 4484926L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7745000 | PA      | $8089594.95     | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                                                                  | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9792682.58     | 0.02%             | 2038-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      16241000 | PA      | $19823977.04    | 0.04%             | 2028-10-29      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15560000 | PA      | $76912.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DR Horton, Inc.                                                                                                                  | CUSIP: 00PBVPSC4<br>LEI: N/A                  | N/A              | DE               |  | US        |          -500 | NC      | $-190000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                               | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      10604000 | PA      | $11149096.71    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Schroders plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        404900 | NS      | $-5809.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               | CORP              | GB        |       2543814 | NS      | $983245.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class B4                                                             | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2419208 | PA      | $2205095.85     | 0.01%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |       1800000 | PA      | $2175744.48     | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |       7000000 | PA      | $6895000.00     | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | 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      | $1308289.00     | 0.00%             | 2034-02-22      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel SAS                                                            | Financiere Mendel SAS, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4500000 | PA      | $5293368.79     | 0.01%             | 2030-11-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                          | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      20373784 | PA      | $20356874.17    | 0.05%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       5092000 | PA      | $5376860.43     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995000 | PA      | $23279.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2025A                                                                                      | CUSIP: 646140JF1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       4345000 | PA      | $4625271.26     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class C                                                                               | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2110000 | PA      | $1835795.79     | 0.00%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                                                      | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7783838.83     | 0.02%             | 2038-07-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11738000 | PA      | $52940.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR1, Class F                                                                                            | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5128000 | PA      | $4868793.96     | 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      | $280543.09      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4098000 | PA      | $32444.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        729000 | PA      | $694315.20      | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-506.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                                       | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                          | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5325000 | PA      | $5345790.40     | 0.01%             | 2039-10-15      | Floating      | 5.68%                 | 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        |      12644600 | PA      | $15569105.52    | 0.04%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class B                                                                                 | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10820263 | PA      | $8510077.34     | 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        |        960300 | PA      | $958753.92      | 0.00%             | 2028-04-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HOCHTIEF AG                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          3600 | NS      | $350.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        592000 | PA      | $602058.08      | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MNTN, Inc.                                                                       | MNTN, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        272678 | NS      | $5058176.90     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5400000 | PA      | $13342.76       | 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        |       2584000 | PA      | $2608571.00     | 0.01%             | 2068-09-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | Virginia Small Business Financing Authority, Series 2017                                                                         | CUSIP: 928097AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2900000 | PA      | $2830133.35     | 0.01%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     685759274 | PA      | $-1531583.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |        200000 | PA      | $210840.00      | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | 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      | $1053587.81     | 0.00%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Swiss Re AG                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14100 | NS      | $-133402.59     | -0.00%            |  |  |  | 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        |        629382 | PA      | $265158.30      | 0.00%             | 2037-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2516000 | PA      | $2485106.82     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      16614000 | PA      | $20568981.45    | 0.05%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1532977944 | PA      | $-3490169.86    | -0.01%            |  |  |  | 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      | 7.34%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $5077548.15     | 0.01%             | 2034-09-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      30405000 | PA      | $1253706.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |        453000 | PA      | $446961.51      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Scout24 SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         12100 | NS      | $33903.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8600000 | PA      | $252225.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2022-SSP, Class A                                                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2870000 | PA      | $2879375.14     | 0.01%             | 2039-05-15      | Floating      | 7.15%                 | 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        |        426093 | PA      | $507314.64      | 0.00%             | 2032-09-15      | Floating      | 3.98%                 | 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        |        666365 | PA      | $788377.63      | 0.00%             | 2032-12-14      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     223489815 | PA      | $-2652366.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       1306000 | PA      | $1354844.40     | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        100000 | PA      | $98005.48       | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                          | SSE plc                                                                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7898000 | PA      | $11759347.32    | 0.03%             | 2028-11-20      | 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      | $-191376.99     | -0.00%            |  |  |  | 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        |       1346461 | PA      | $1342340.91     | 0.00%             | 2030-10-15      | Variable      | 6.13%                 | 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      | $200309.92      | 0.00%             | 2048-02-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-358062.08     | -0.00%            |  |  |  | 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        |       5927225 | PA      | $5807830.79     | 0.01%             | 2035-12-25      | Floating      | 5.06%                 | 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      | $2098212.06     | 0.00%             | 2055-03-11      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                                         | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |        300000 | PA      | $357229.09      | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                              | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        352000 | PA      | $351118.73      | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34563037 | PA      | $-37698.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      11958000 | PA      | $14635340.86    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | 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      | $925432.82      | 0.00%             | 2070-06-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        925000 | PA      | $838311.13      | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        470000 | PA      | $473584.59      | 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      | $579739.92      | 0.00%             | 2054-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $27101.37       | 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        |       8278075 | PA      | $8299015.26     | 0.02%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Great-West Lifeco, Inc.                                                                                                          | CUSIP: 39138C106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -23200 | NS      | $-31636.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3762160.00     | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18598.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sugi Holdings Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -45700 | NS      | $20450.16       | 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      | $403223.28      | 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        |        982405 | PA      | $983633.05      | 0.00%             | 2030-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                              | Eleda Management AB, Delayed Draw 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |        666667 | PA      | $786981.75      | 0.00%             | 2031-04-02      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                       | Orsted A/S                                                                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       1525000 | PA      | $1836501.70     | 0.00%             | 3024-03-14      | 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      | $7519.73        | 0.00%             |  |  |  | No            |                  2 | 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      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2016-R2, Class 1A1                                                                         | CUSIP: 05890RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        272425 | PA      | $272373.21      | 0.00%             | 2033-05-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1733019 | PA      | $-2457.57       | -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        |       6695493 | PA      | $5938223.68     | 0.01%             | 2035-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Allegion plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7700 | NS      | $-3145.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       1391000 | PA      | $1448323.11     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        350000 | PA      | $349783.00      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                             | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |        386000 | PA      | $399558.25      | 0.00%             | 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        |        402000 | PA      | $376065.57      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                                             | Symphony CLO 46 Ltd., Series 2024-46A, Class A2                                                                                  | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       2850000 | PA      | $2855558.36     | 0.01%             | 2038-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         10317 | NS      | $12369257.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura Financing plc                                                             | Assura Financing plc                                                                                                             | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       9189000 | PA      | $9274808.32     | 0.02%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 14 2023 Ltd.                                                      | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class A1R                                                                               | CUSIP: 72134CAL5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4771930.75     | 0.01%             | 2038-07-20      | Floating      | 5.71%                 | 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      | $540910.97      | 0.00%             | 2066-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     445991530 | PA      | $-641438.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Race Point X CLO Ltd.                                                            | Race Point X CLO Ltd., Series 2016-10A, Class A1R                                                                                | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        159699 | PA      | $159797.54      | 0.00%             | 2031-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-201369.73     | -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        |        441000 | PA      | $424239.61      | 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      | $41394.28       | 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        |        172400 | NS      | $55416.69       | 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        |       1492850 | PA      | $1494437.66     | 0.00%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |       5716000 | PA      | $5633832.50     | 0.01%             | 2026-05-12      | 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      | $-94745.70      | -0.00%            |  |  |  | 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        |        235736 | PA      | $224987.77      | 0.00%             | 2036-01-25      | Floating      | 4.95%                 | 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      | $2588443.40     | 0.01%             | 2032-03-15      | Floating      | 5.15%                 | 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        |       4563053 | PA      | $5388779.71     | 0.01%             | 2034-02-18      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       3366000 | PA      | $3562112.69     | 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      | $739877.80      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $3898866.13     | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Partners Group Holding AG                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2000 | NS      | $-124291.33     | -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        |        -43800 | NS      | $-46809.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                   | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                          | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2577000 | PA      | $2644565.59     | 0.01%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust, Series 2025-MFS, Class E                                                                                             | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24160000 | PA      | $24512238.30    | 0.06%             | 2033-06-10      | Variable      | 7.78%                 | 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      | $327946.73      | 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      | $8971868.11     | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9627991.73     | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aimco, Inc.                                                                      | Aimco, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |       9500000 | PA      | $9690000.00     | 0.02%             | 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      | $629800.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zimmer Biomet Holdings, Inc.                                                                                                     | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               |  | US        |         18900 | NS      | $-45855.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 69M                                                   | Golub Capital Partners CLO 69M, Series 2023-69A, Class A                                                                         | CUSIP: 38179UAB4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |       2500000 | PA      | $2501214.50     | 0.01%             | 2036-11-09      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        577000 | PA      | $619305.64      | 0.00%             | 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      | $-297774.92     | -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        |    1078434544 | PA      | $-60333.86      | -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        |       3761298 | PA      | $3564320.88     | 0.01%             | 2036-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5000 | NC      | $343750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Holdings LLC                                                              | Rivian Holdings LLC                                                                                                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -17148000 | PA      | $-15962996.03   | -0.04%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kinross Gold Corp.                                                                                                               | CUSIP: 496902404<br>LEI: N/A                  | N/A              | DE               |  | GB        |        116100 | NS      | $48498.07       | 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        |       2488824 | PA      | $2488824.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods Finance plc                                                        | Premier Foods Finance plc                                                                                                        | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |       3999000 | PA      | $5328348.82     | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                           | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |        277000 | PA      | $246244.69      | 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        |    1627276000 | PA      | $1435214.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montelena                                                                | Envalior Deutschland Gmbh                                                                                                        | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |      24676808 | PA      | $26474436.71    | 0.06%             | 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        |         33260 | PA      | $33260.38       | 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      | $480090.29      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2020-2, Class M1                                                                                | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2734000 | PA      | $2734618.43     | 0.01%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Broadridge Financial Solutions, Inc.                                                                                             | CUSIP: 11133T103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5100 | NS      | $17493.00       | 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        |      39859585 | PA      | $39869458.35    | 0.09%             | 2054-08-20      | Floating      | 5.39%                 | 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      | $1472437.82     | 0.00%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR Bloomberg High Yield Bond ETF                                                                                               | CUSIP: 78468R622<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9541 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2019-2A, Class D                                                                        | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10070000 | PA      | $9740684.82     | 0.02%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5350000 | PA      | $-10261.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     276478954 | PA      | $-5677225.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        985000 | PA      | $939420.70      | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | 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      | $2711970.17     | 0.01%             | 2070-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3906064.35     | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                             | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |        565000 | PA      | $543106.25      | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA, 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       5712146 | PA      | $5591415.01     | 0.01%             | 2027-10-29      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        345394 | PA      | $139356.02      | 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      | $1998339.94     | 0.00%             | 2043-07-25      | Floating      | 3.27%                 | 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        |        123129 | PA      | $123012.16      | 0.00%             | 2034-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                         | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $970884.16      | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Keyence Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3100 | NS      | $-16341.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minor International PCL                                                          | Minor International PCL                                                                                                          | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |       5300000 | PA      | $5242495.00     | 0.01%             | 2026-04-19      | 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      | $2968937.24     | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     765004956 | PA      | $-3315832.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | UNITE Group plc (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -370300 | NS      | $-64009.71      | -0.00%            |  |  |  | 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      | $3699580.69     | 0.01%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      97080000 | PA      | $217663.72      | 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        |       8888000 | PA      | $8961948.16     | 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        |      11167000 | PA      | $12746200.61    | 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        |      41500000 | PA      | $37366317.80    | 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      | $6992468.06     | 0.02%             | 2035-10-15      | Variable      | 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        |          4791 | NS      | $112895.62      | 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      | $-339430.52     | -0.00%            |  |  |  | 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      | $6188557.33     | 0.01%             | 2033-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1031075.62     | 0.00%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding LLC                                           | Gracie Point International Funding LLC, Series 2024-1A, Class A                                                                  | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14644000 | PA      | $14672465.01    | 0.03%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-98209.40      | -0.00%            | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                          | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        358000 | PA      | $373874.44      | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                                                   | Figeac Aero SA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      16520000 | PA      | $19346817.73    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | 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      | $1894882.89     | 0.00%             | 2038-05-14      | Floating      | 3.58%                 | 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      | $6854517.38     | 0.02%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class D                                                                               | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        650500 | PA      | $566305.79      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                                          | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7793000 | PA      | $8011070.74     | 0.02%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10909091 | PA      | $-155466.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -73200 | NS      | $-17601.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toyota Industries Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -7900 | NS      | $2029.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       9900000 | PA      | $12347620.39    | 0.03%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/THB One-touch barrier option; Barrier price USD 33.50000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4352000 | PA      | $486793.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       4742175 | PA      | $26226712.32    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     858500000 | PA      | $39703337.42    | 0.09%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                                 | Pierpont Btl plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400IF88EBOGQRNX86       | Long             | ABS-MBS          | CORP              | GB        |       2246000 | PA      | $3046070.17     | 0.01%             | 2054-09-21      | Floating      | 5.87%                 | 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        |       6708878 | PA      | $2824906.45     | 0.01%             | 2037-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | McKesson Corp.                                                                                                                   | CUSIP: 58155Q103<br>LEI: N/A                  | N/A              | DE               |  | US        |          1500 | NS      | $15923.10       | 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      | $5007634.00     | 0.01%             | 2034-04-23      | Floating      | 5.75%                 | 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      | $2570486.70     | 0.01%             | 2034-10-25      | Floating      | 5.32%                 | 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      | $384787.35      | 0.00%             | 2035-06-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1754000 | PA      | $1682667.49     | 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      | $11114064.53    | 0.03%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        440540 | PA      | $440540.00      | 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        |      25169983 | PA      | $25150357.79    | 0.06%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd.                                                              | Elmwood CLO 17 Ltd., Series 2022-4A, Class D2R                                                                                   | CUSIP: 29001XAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3010433.10     | 0.01%             | 2037-07-17      | Floating      | 8.72%                 | 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      | $4950073.28     | 0.01%             | 2034-05-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                      | Virgin Media Vendor Financing Notes III DAC                                                                                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |       6517000 | PA      | $8536863.63     | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | 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      | $13360689.00    | 0.03%             | 2039-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                         | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        134000 | PA      | $131667.77      | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seven Bank Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -904300 | NS      | $-20916.96      | -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      | $-44.34         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                                 | SpringCastle America Funding LLC, Series 2020-AA, Class B                                                                        | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19740000 | PA      | $16258367.37    | 0.04%             | 2037-09-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -711300 | NS      | $1913.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                              | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       2379000 | PA      | $2439437.69     | 0.01%             | 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      | $2502976.50     | 0.01%             | 2038-01-20      | Floating      | 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      | $630800.45      | 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        |        618238 | PA      | $597154.73      | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                    | SGL Group ApS                                                                                                                    | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       1626000 | PA      | $1858848.47     | 0.00%             | 2031-02-24      | Floating      | 6.28%                 | 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        |       1900000 | PA      | $2341642.06     | 0.01%             | 2030-09-18      | Fixed         | 4.12%                 | 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      | $3996305.95     | 0.01%             | 2037-10-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class E                                                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9735621 | PA      | $9735621.14     | 0.02%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |       -141000 | PA      | $-137178.53     | -0.00%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| University of Delaware                                                           | University of Delaware, Series 2010A                                                                                             | CUSIP: 91425MCD7<br>LEI: KPIOJCFMR70NWLS6O145 | Long             | DBT              | MUN               | US        |       7500000 | PA      | $7919972.99     | 0.02%             | 2040-11-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  144045000000 | PA      | $8892556.06     | 0.02%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Short            | DBT              | CORP              | BM        |      -3873000 | PA      | $-3959178.12    | -0.01%            | 2030-04-30      | Fixed         | 8.62%                 | 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      |
| N/A                                                                              | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        394500 | NS      | $-26481.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class C                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        467360 | PA      | $548535.00      | 0.00%             | 2039-01-31      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2021-21A, Class ER                                                                                          | CUSIP: 670897AE7<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1256259.50     | 0.00%             | 2038-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance SARL                                               | Telenet International Finance SARL, 1st Lien Term Loan AQ                                                                        | CUSIP: B9000TBH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4675865.45     | 0.01%             | 2029-04-30      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FedEx Corp.                                                                                                                      | CUSIP: 31428X106<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5700 | NS      | $-32433.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Teledyne Technologies, Inc.                                                                                                      | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5800 | NS      | $-105096.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-1A, Class D                                                                                | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16235000 | PA      | $16234704.52    | 0.04%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2021-NQM3, Class B1                                                                                           | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3170000 | PA      | $2410298.72     | 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        |       7600000 | PA      | $5273627.25     | 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      | $82075220.40    | 0.19%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      10169000 | PA      | $10596098.00    | 0.02%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Deep Instinct, Ltd., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        111033 | NS      | $1110.33        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fleet Midco I Ltd.                                                               | Fleet Midco I Ltd., 1st Lien Term Loan B2                                                                                        | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        929944 | PA      | $929944.38      | 0.00%             | 2031-02-21      | Variable      | 6.54%                 | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                       | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       1425000 | PA      | $1415279.93     | 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        |       6711216 | PA      | $7813768.46     | 0.02%             | 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      | $2372452.50     | 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      | $2833540.30     | 0.01%             | 2032-10-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      22654000 | PA      | $240192.88      | 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      | $56180100.00    | 0.13%             | 2038-10-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                            | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      10950000 | PA      | $12094275.00    | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            20 | NC      | $-15410.60      | -0.00%            |  |  |  | No            |                  1 | 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        |        127314 | PA      | $86360.39       | 0.00%             | 2060-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: 00CBT1RU5<br>LEI: N/A                  | N/A              | DE               |  | US        |          1842 | NC      | $34998.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1646000 | PA      | $1642899.43     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yamaha Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        180500 | NS      | $-45200.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       1326000 | PA      | $1409069.92     | 0.00%             | 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      | $373281.99      | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |      10000000 | PA      | $10484000.00    | 0.02%             | 2055-06-24      | Variable      | 6.30%                 | 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      | $6130403.32     | 0.01%             | 2037-10-15      | Floating      | 3.37%                 | 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      | $7356625.28     | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       2150000 | PA      | $2538239.92     | 0.01%             | 2031-07-08      | 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      | $-5848.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29800000 | PA      | $-1261373.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH/INR One-touch barrier option; Barrier price CNH 11.90000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      12437000 | PA      | $20538.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4860 | NC      | $322.34         | 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        |       7250000 | PA      | $8761132.39     | 0.02%             | 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      | $307251.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Bank                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      15753000 | PA      | $1.58           | 0.00%             | 2017-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                           | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       3278000 | PA      | $3033843.61     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                            | VEGAS Trust, Series 2024-GCS, Class D                                                                                            | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32540000 | PA      | $32189622.30    | 0.07%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     300382266 | PA      | $13964544.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   29644372975 | PA      | $-102915.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       1700000 | PA      | $1613895.73     | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | 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      | $2108541.75     | 0.00%             | 2068-02-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 144.50000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      83307728 | PA      | $157091.86      | 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      | $1409564.15     | 0.00%             | 2042-10-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3M Co.                                                                                                                           | CUSIP: 88579Y101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7900 | NS      | $-8056.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A                                                                 | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4900000 | PA      | $4928503.79     | 0.01%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                        | Median BV, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       5300000 | PA      | $6985410.60     | 0.02%             | 2027-10-14      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                    | Golden Bar Securitisation SRL, Series 2025-1, Class B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       3131000 | PA      | $3690610.24     | 0.01%             | 2044-12-20      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16070000 | PA      | $-16124.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                      | CUSIP: 709599AW4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-296878.45     | -0.00%            | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       3434000 | PA      | $3451712.57     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      28049000 | PA      | $-10531.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7240513 | PA      | $-7694.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      11973000 | PA      | $11467140.75    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       1130304 | PA      | $1338684.28     | 0.00%             | 2034-03-21      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -398 | NC      | $-12338.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Gecina SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11600 | NS      | $-6849.79       | -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        |        511496 | PA      | $481970.02      | 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        |       1126581 | PA      | $1081941.72     | 0.00%             | 2037-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      52396920 | PA      | $-10633.95      | -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      | $-217792.21     | -0.00%            | 2036-12-16      | 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      | $1161.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vnet Group, Inc.                                                                 | Vnet Group, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 529900672GYJQ3T38I58       | Long             | DBT              | CORP              | KY        |       8333000 | PA      | $8934335.30     | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | 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      | $2503194.64     | 0.01%             | 2061-10-25      | 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      | $-3888.00       | -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      | $7264687.50     | 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      | $9636699.45     | 0.02%             | 2037-04-20      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         93000 | PA      | $93000.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4078000 | PA      | $-13889.58      | -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      | $33835.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1240063.51     | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | 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        |        987783 | PA      | $988563.67      | 0.00%             | 2031-06-16      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                   | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |         21008 | NS      | $1817262.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     323685375 | PA      | $-6147.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frost CMBS DAC                                                                   | Frost CMBS DAC, Series 2021-1X, Class GBA                                                                                        | CUSIP: N/A<br>LEI: 635400USRLUMX8CQN243       | Long             | ABS-MBS          | CORP              | IE        |       1769093 | PA      | $2380416.81     | 0.01%             | 2033-11-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        356000 | PA      | $355358.31      | 0.00%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 1st Lien Term Loan                                                                                              | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2407074 | PA      | $1809614.24     | 0.00%             | 2029-01-24      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |        893000 | PA      | $924670.33      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272500000 | PA      | $-666105.08     | -0.00%            |  |  |  | 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        |        628048 | PA      | $744057.47      | 0.00%             | 2049-08-13      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palantir Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1010 | NC      | $330775.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $9441349.87     | 0.02%             | 2033-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $665.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       7330000 | PA      | $7027310.58     | 0.02%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9730000 | PA      | $129877.27      | 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      | $13480296.23    | 0.03%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       5200000 | PA      | $5895200.70     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                          | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |        200000 | PA      | $194722.45      | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | 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      | $23233979.87    | 0.05%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc.                                                                                                        | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       1431993 | PA      | $1371133.30     | 0.00%             | 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      | $11189507.95    | 0.03%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Koninklijke Vopak NV                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         24300 | NS      | $-64297.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |       8200000 | PA      | $9684973.26     | 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        |       -138300 | NS      | $54343.22       | 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        |        637713 | PA      | $753889.80      | 0.00%             | 2039-11-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      35956468 | PA      | $-40431.34      | -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      | $1000000.00     | 0.00%             | 2038-10-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       1905000 | PA      | $1906671.88     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gerdau SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        492200 | NS      | $-32335.50      | -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      | $240.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2622960000 | PA      | $-149013.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class M1                                                                       | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6241000 | PA      | $6144271.37     | 0.01%             | 2067-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                             | Carlyle Euro CLO DAC, Series 2022-5A, Class BR                                                                                   | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1199085.99     | 0.00%             | 2037-04-25      | Floating      | 4.94%                 | 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        |      12877000 | PA      | $14585455.98    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        256000 | PA      | $261731.84      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      12900000 | PA      | $-76657.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pinnacle West Capital Corp.                                                                                                      | CUSIP: 723484101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         22300 | NS      | $75820.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EVgo, Inc.                                                                                                                       | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |        213790 | NS      | $40641.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamo Newco II GmbH                                                             | Dynamo Newco II GmbH                                                                                                             | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3651990.47     | 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        |       2097000 | PA      | $2081530.41     | 0.00%             | 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      | $1578552.77     | 0.00%             | 2038-11-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8040000 | PA      | $259445.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KION Group AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         17000 | NS      | $-14849.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     824434000 | PA      | $953552.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran CAVU Ltd., Series 2021-1A, Class D2R                                                                                    | CUSIP: 89624NAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3375000 | PA      | $3396163.28     | 0.01%             | 2037-07-23      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Tarkett Participation SASU                                                       | Tarkett Participation SASU, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3978552 | PA      | $4691945.14     | 0.01%             | 2031-04-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                         | Stonex Escrow Issuer LLC                                                                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        954000 | PA      | $981967.87      | 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      | $2812134.82     | 0.01%             | 2065-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                             | Sammaan Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |       1830000 | NS      | $3317108.63     | 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      | $6550780.24     | 0.01%             | 2036-02-15      | Floating      | 5.07%                 | 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      | $1999977.00     | 0.00%             | 2036-07-15      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| AI Monet Luxembourg ParentCo SARL                                                | AI Monet Luxembourg ParentCo SARL, 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4500000 | PA      | $5313603.53     | 0.01%             | 2031-03-06      | Variable      | 5.72%                 | 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        |         86268 | PA      | $214173.42      | 0.00%             | 2029-01-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       9887000 | PA      | $11876321.51    | 0.03%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       3519000 | PA      | $3259935.44     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       1218000 | PA      | $1333710.00     | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Axfood AB                                                                        | Axfood AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |         21404 | NS      | $664737.51      | 0.00%             |  |  |  | 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        |        601000 | PA      | $502428.61      | 0.00%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                        | Loadsmart, Inc., Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        117579 | NS      | $1078199.43     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      46530000 | PA      | $-51605.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |     -11741858 | PA      | $-11741857.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Bitcoin Trust                                                            | iShares Bitcoin Trust ETF                                                                                                        | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |       2397423 | NS      | $155832495.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Taiwan Mobile Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -229712 | NS      | $-17219.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-646.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $39701.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3600000 | PA      | $3453055.56     | 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      | $1181.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       3102000 | PA      | $3170256.41     | 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      | $173150.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       1125000 | PA      | $1101850.99     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        726000 | PA      | $160446.00      | 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        |       6132730 | PA      | $8195631.67     | 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        |       3244000 | PA      | $3388335.29     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6414.18        | 0.00%             |  |  |  | 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      | $1105128.75     | 0.00%             | 2039-12-15      | Floating      | 6.89%                 | 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        |      24546887 | PA      | $24539198.87    | 0.06%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-VLT4, Class E                                                                                              | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6070000 | PA      | $6077587.50     | 0.01%             | 2041-06-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |       5789000 | PA      | $6798699.37     | 0.02%             | 2026-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2025-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |        458000 | PA      | $621937.82      | 0.00%             | 2062-03-21      | Floating      | 5.27%                 | 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        |      13448306 | PA      | $13776031.41    | 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        |       1818182 | PA      | $1810644.36     | 0.00%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                             | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |       4589000 | PA      | $4806059.70     | 0.01%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1029000 | PA      | $1051443.52     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      14420000 | PA      | $17019528.94    | 0.04%             | 2034-05-03      | Fixed         | 3.50%                 | 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      | $867062.37      | 0.00%             | 2038-04-15      | Floating      | 6.87%                 | 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        |      53260000 | PA      | $53260000.00    | 0.12%             | 2038-10-16      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Sherwin-Williams Co. (The)                                                                                                       | CUSIP: 824348106<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -3600 | NS      | $540.00         | 0.00%             |  |  |  | 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      | $9112725.00     | 0.02%             | 2034-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       3420000 | PA      | $3385496.99     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $61948.44       | 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      | $-84889.10      | -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      | $-70124.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  368616006000 | PA      | $623124.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       2306000 | PA      | $2306945.46     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        874000 | PA      | $938894.50      | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | 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        |        964786 | PA      | $917193.69      | 0.00%             | 2037-03-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      87870000 | PA      | $-14986.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   99812787000 | PA      | $-247219.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |     -23374750 | PA      | $-23374750.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00CBQ67Y1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18460 | NC      | $-1273740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York City Transitional Finance Authority                                     | New York City Transitional Finance Authority, Series 2025D                                                                       | CUSIP: 64972JNN4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      13815000 | PA      | $14706493.95    | 0.03%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      18646000 | PA      | $20368244.39    | 0.05%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1933000 | PA      | $2009552.00     | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd.                                                                   | Milos CLO Ltd., Series 2017-1A, Class AR                                                                                         | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |       1130284 | PA      | $1131020.84     | 0.00%             | 2030-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class C                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        692955 | PA      | $818706.36      | 0.00%             | 2032-02-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Barry Callebaut AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1600 | NS      | $-57159.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       4048721 | PA      | $5464329.24     | 0.01%             | 2035-02-17      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KT&G Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11400 | NS      | $-18313.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE Reseau de Transport d'Electricite SADIR                                                                                      | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $10472124.00    | 0.02%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       3120000 | PA      | $3215256.72     | 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        |    1638007111 | PA      | $87310711.06    | 0.20%             | 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        |      20318000 | PA      | $24109127.36    | 0.05%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       7560000 | PA      | $8974883.13     | 0.02%             | 2032-02-04      | Fixed         | 3.75%                 | 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      | $4646530.00     | 0.01%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airtel Africa plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -816700 | NS      | $-212385.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     828308000 | PA      | $1689256.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A2                                                                         | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9176018 | PA      | $9315813.27     | 0.02%             | 2063-10-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class C                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        635000 | PA      | $749800.30      | 0.00%             | 2036-07-28      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2285165643 | PA      | $1463.07        | 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        |      14280000 | PA      | $17518632.18    | 0.04%             | 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        |       1052000 | PA      | $1093028.00     | 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      | $-16318.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |       5973000 | PA      | $5967027.00     | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RRE 19 Loan Management DAC                                                       | RRE 19 Loan Management DAC, Series 19X, Class A1                                                                                 | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |       2865000 | PA      | $3403287.18     | 0.01%             | 2037-07-15      | Floating      | 3.44%                 | 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        |       1844903 | PA      | $1521422.33     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                              | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    3110895000 | PA      | $100790885.99   | 0.23%             | 2029-11-17      | Fixed         | 2.50%                 | 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        |       2426205 | PA      | $666801.40      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2023-AA, Class D                                                                          | CUSIP: 56847FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12900000 | PA      | $13373690.58    | 0.03%             | 2035-10-22      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Source Global PBC                                                                | SOURCE Global PBC                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         99230 | NS      | $7938.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         -6500 | NC      | $-1030144.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL, 1st Lien Term Loan                                                                                           | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      15292305 | PA      | $15082036.12    | 0.03%             | 2029-09-13      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                       | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       1507000 | PA      | $1461643.73     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                         | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8474000 | PA      | $8468703.75     | 0.02%             | 2035-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                         | Daimler Truck Holding AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |         43883 | NS      | $1814628.76     | 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        |       7845000 | PA      | $9219807.67     | 0.02%             | 2037-06-22      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class A                                                                          | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2498553 | PA      | $2493198.03     | 0.01%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KKR & Co., Inc.                                                                                                                  | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -16600 | NS      | $282200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                        | Clean Renewable Power Mauritius Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |      14498050 | PA      | $14189966.44    | 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        |        379170 | PA      | $354523.92      | 0.00%             | 2029-02-06      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1447968825 | PA      | $83687.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                                  | Azelis Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |        313337 | NS      | $4264066.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1489806 | PA      | $-1253.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  292386000000 | PA      | $19949753.81    | 0.05%             | 2036-05-15      | Fixed         | 8.25%                 | 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        |       3495935 | PA      | $4126196.86     | 0.01%             | 2032-07-30      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                                                        | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9764630.85     | 0.02%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        128364 | NS      | $25736.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28618000000 | PA      | $610053.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coles Group Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         96500 | NS      | $-39531.09      | -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      | $1116278.16     | 0.00%             | 2055-12-12      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     164185000 | PA      | $-4290.18       | -0.00%            |  |  |  | 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        |      24270400 | PA      | $24059247.52    | 0.05%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |        788025 | PA      | $788025.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       6241000 | PA      | $6584255.00     | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Azelis Finance NV                                                                | Azelis Finance NV                                                                                                                | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |       3242000 | PA      | $3912976.71     | 0.01%             | 2028-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO 20 Ltd.                                                             | Generate CLO 20 Ltd., Series 2024-20A, Class A                                                                                   | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3008988.00     | 0.01%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        141389 | NS      | $8959820.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9705000 | PA      | $117237.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6240.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10461.51       | 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      | $505520.70      | 0.00%             | 2064-08-01      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                               | Pinnacle Bidco plc                                                                                                               | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       8709000 | PA      | $12357237.96    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2185181 | PA      | $2954123.15     | 0.01%             | 2032-05-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       8200000 | PA      | $9476552.64     | 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        |       5593000 | PA      | $6258032.13     | 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        |       1638000 | PA      | $1673225.19     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |        818000 | PA      | $840545.72      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class A1                                                                                | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44790974 | PA      | $42727310.12    | 0.10%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2096891.42     | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        700000 | PA      | $695276.95      | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | 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      | $2109.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1433 | NC      | $40124.00       | 0.00%             |  |  |  | No            |                  1 | 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        |       4675317 | PA      | $923049.72      | 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      | $5757979.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                               | CA Magnum Holdings                                                                                                               | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |      12657000 | PA      | $12595297.13    | 0.03%             | 2026-10-31      | Fixed         | 5.38%                 | 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      | $1545875.24     | 0.00%             | 2070-07-25      | Variable      | 6.97%                 | 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        |        653452 | PA      | $610053.99      | 0.00%             | 2036-02-25      | Floating      | 4.73%                 | 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      | 6.67%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     240700000 | PA      | $12129370.57    | 0.03%             | 2044-01-31      | Fixed         | 8.75%                 | 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        |      38895000 | PA      | $39127148.70    | 0.09%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       1219000 | PA      | $17988.46       | 0.00%             |  |  |  | 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        |        657742 | PA      | $658840.25      | 0.00%             | 2030-10-17      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32217.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3749863 | PA      | $567228.44      | 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      | $500074.57      | 0.00%             | 2071-12-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        200000 | PA      | $190682.25      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nordson Corp.                                                                                                                    | CUSIP: 655663102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6800 | NS      | $-10948.00      | -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      | $4448755.44     | 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        |       1480052 | PA      | $1471423.21     | 0.00%             | 2031-07-02      | Variable      | 7.32%                 | 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        |       1430710 | PA      | $1381008.44     | 0.00%             | 2036-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |        230000 | PA      | $235853.50      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      42390000 | PA      | $-44999.52      | -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        |      11498007 | PA      | $355662.10      | 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      | $590525.61      | 0.00%             | 2034-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24548000 | PA      | $6334.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2019-J2, Class B4                                                                                              | CUSIP: 12558TBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1476118 | PA      | $1207461.69     | 0.00%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58830000 | PA      | $286417.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class F                                                                        | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6545000 | PA      | $6507527.26     | 0.01%             | 2034-11-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1867828.16     | 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      | $5149122.91     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                    | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      19381000 | PA      | $13522738.84    | 0.03%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       5781640 | PA      | $2783859.66     | 0.01%             | 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      | $1878998.43     | 0.00%             | 2034-03-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       6916000 | PA      | $8556737.14     | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $26111.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1000 | NC      | $3000.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-49384.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class A                                                                                              | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      12209568 | PA      | $14348776.74    | 0.03%             | 2034-05-22      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-ATH3, Class B1                                                                                           | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5136000 | PA      | $5116841.69     | 0.01%             | 2067-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      10871000 | PA      | $11061351.21    | 0.03%             | 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        |       5350000 | PA      | $5408850.00     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     142841000 | PA      | $157630.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                                 | CIFC European Funding CLO II DAC, Series 2X, Class B1                                                                            | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |        400000 | PA      | $469644.14      | 0.00%             | 2033-04-15      | Floating      | 3.63%                 | 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        |        805638 | PA      | $804679.27      | 0.00%             | 2029-10-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Petroleum & Chemical Corp., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -31604700 | NS      | $721947.62      | 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        |       4009528 | PA      | $3685242.25     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Post CLO VI Ltd.                                                                 | Post CLO VI Ltd., Series 2024-2A, Class A1                                                                                       | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      13800000 | PA      | $13863947.82    | 0.03%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                           | LPP SA                                                                                                                           | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           432 | NS      | $2103544.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acropole Holding SAS                                                             | Acropole Holding SAS, Delayed Draw 1st Lien Term Loan                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |        714498 | PA      | $841431.67      | 0.00%             | 2032-07-16      | Variable      | 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        |       4465132 | PA      | $3309250.08     | 0.01%             | 2037-02-25      | Floating      | 4.55%                 | 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      | $7750000.00     | 0.02%             | 2040-10-15      | Floating      | 0.00%                 | 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      | $16038694.40    | 0.04%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Piramal Capital & Housing Finance Ltd.                                           | Piramal Capital & Housing Finance Ltd.                                                                                           | CUSIP: N/A<br>LEI: 335800M751HM7MSTFQ19       | Long             | DBT              | CORP              | IN        |      11000000 | PA      | $11275000.00    | 0.03%             | 2028-01-29      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                        | Median BV, Facility 1st Lien Term Loan B1                                                                                        | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       3618182 | PA      | $4249243.44     | 0.01%             | 2027-10-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2786328 | PA      | $8113.73        | 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        |       1081108 | PA      | $1069757.81     | 0.00%             | 2037-01-25      | 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      | $-270246.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Revvity, Inc.                                                                                                                    | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19400 | NS      | $-27623.62      | -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        |      10700000 | PA      | $12310628.39    | 0.03%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                     | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1235000 | PA      | $1117675.00     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class A                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |       3471845 | PA      | $4086506.09     | 0.01%             | 2041-09-30      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       3568000 | PA      | $3471297.92     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zijin Gold International Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57200 | NS      | $354933.98      | 0.00%             |  |  |  | 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      | $716109.53      | 0.00%             | 2025-12-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                                    | SCF Rahoituspalvelut XIII DAC, Series 13, Class C                                                                                | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |        400000 | PA      | $472747.20      | 0.00%             | 2034-06-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RELX plc                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22100 | NS      | $29533.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC1, Class A1A                                                                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1392143 | PA      | $1384779.30     | 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      | $12868970.27    | 0.03%             | 2033-06-10      | Variable      | 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      | $13265.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1217650.94     | 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        |      10695000 | PA      | $10841521.50    | 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        |       1249726 | PA      | $1474729.56     | 0.00%             | 2043-02-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding Sarl Compartment FinanceHero 2                                 | Auto1 Car Funding SARL, Series 2, Class C                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        800000 | PA      | $940414.05      | 0.00%             | 2035-07-16      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       6833000 | PA      | $8310300.71     | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc.                                                                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       5017000 | PA      | $5303937.28     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       1760000 | PA      | $1834970.79     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-1A, Class AR                                                                                     | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |      39410223 | PA      | $39552166.80    | 0.09%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       3640000 | PA      | $3765652.80     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telecom Italia SpA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1778100 | NS      | $-35046.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      60147469 | PA      | $69897263.69    | 0.16%             | 2026-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      76140000 | PA      | $-79289.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5285000 | PA      | $8526.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                       | Tereos Finance Groupe I SA                                                                                                       | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2415985.05     | 0.01%             | 2028-04-15      | 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      | $-42916.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      18190000 | PA      | $21400797.39    | 0.05%             | 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      | $2154634.33     | 0.00%             | 2030-10-23      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wharf Real Estate Investment Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -526000 | NS      | $85381.97       | 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        |        967117 | PA      | $1141170.04     | 0.00%             | 2039-05-27      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       3816000 | PA      | $3668890.91     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -19884000 | PA      | $-12164.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -526020 | NS      | $-4183.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                                 | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR                                                                     | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1033232 | PA      | $1033869.77     | 0.00%             | 2030-10-20      | Floating      | 5.59%                 | 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      | $14627955.30    | 0.03%             | 2039-11-09      | Variable      | 9.97%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                    | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      11131000 | PA      | $13250347.33    | 0.03%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                                 | Ayala Land, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |       1442300 | NS      | $603966.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC                                         | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      73445000 | PA      | $72710549.99    | 0.16%             | 2029-05-16      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2019-3, Class B2                                                                         | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5659000 | PA      | $5662732.68     | 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        |      12761291 | PA      | $3899850.48     | 0.01%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                          | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       2494000 | PA      | $2483062.56     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |        992500 | PA      | $994981.25      | 0.00%             | 2031-06-27      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1191853 | PA      | $37229.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       6875000 | PA      | $6883266.98     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | 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      | $7642899.05     | 0.02%             | 2039-06-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       1516000 | PA      | $1617860.04     | 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        |        168000 | PA      | $185487.12      | 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      | $1601064.31     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       1757000 | PA      | $1854309.69     | 0.00%             | 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      | $-362660.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24761247 | PA      | $-722.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      16700000 | PA      | $16514110.45    | 0.04%             | 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        |       1726000 | PA      | $2037908.23     | 0.00%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission, Series 2025B                                                                                   | CUSIP: 709225QQ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |       8070000 | PA      | $8593801.32     | 0.02%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |     -20360000 | PA      | $-20532943.34   | -0.05%            | 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        |       3731000 | PA      | $3301935.00     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $12890218.16    | 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      | $9068371.79     | 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        |       4238000 | PA      | $4481409.53     | 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      | $17193962.24    | 0.04%             | 2028-04-09      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        |      36885000 | PA      | $9171.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        421000 | PA      | $567317.76      | 0.00%             | 2059-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                                         | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       3329000 | PA      | $3570329.20     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        701000 | PA      | $731936.91      | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        801000 | PA      | $783716.17      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | 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      | $1855684.31     | 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        |       1193104 | PA      | $1192782.24     | 0.00%             | 2030-10-31      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -11799 | NC      | $-1494274.70    | -0.00%            |  |  |  | No            |                  1 | 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        |       1371569 | PA      | $459710.02      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40110000 | PA      | $676.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       6349000 | PA      | $6259264.63     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1181550.44     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Accenture plc, Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          7300 | NS      | $47288.00       | 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        |       2120809 | PA      | $2120809.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -33320375 | PA      | $-15972.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            31 | NC      | $-46673.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2022-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400WJIOHLEFH45L66       | Long             | ABS-MBS          | CORP              | GB        |       2955342 | PA      | $3989735.76     | 0.01%             | 2060-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                        | ACREC LLC, Series 2023-FL2, Class A                                                                                              | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3516799 | PA      | $3516773.15     | 0.01%             | 2038-02-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Diamondback Energy, Inc.                                                                                                         | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -6600 | NS      | $-22715.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      42000000 | PA      | $-603458.64     | -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        |        573118 | PA      | $567504.26      | 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        |        258000 | PA      | $260468.80      | 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      | $1658867.04     | 0.00%             | 2065-05-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO VIII LLC                                                         | Pennantpark CLO VIII LLC, Series 2024-8A, Class A1                                                                               | CUSIP: 70806GAA1<br>LEI: 98450005CO91F8584746 | Long             | ABS-CBDO         | CORP              | US        |      13000000 | PA      | $13096944.90    | 0.03%             | 2036-04-18      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12543750 | PA      | $-22954.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $306411.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |        827000 | PA      | $793711.18      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $231.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3750000 | PA      | $4697196.17     | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    6602950000 | PA      | $36957052.94    | 0.08%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $-57966.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                          | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |       2210000 | PA      | $2292870.58     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alps Alpine Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        159500 | NS      | $-41757.16      | -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      |
| N/A                                                                              | Rightmove plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        138700 | NS      | $-19730.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                                  | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | IN        |    3009000000 | PA      | $34627201.42    | 0.08%             | 2030-10-06      | Fixed         | 7.35%                 | 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      | $4572698.52     | 0.01%             | 2037-02-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      10680000 | PA      | $10923944.55    | 0.02%             | 2036-07-29      | Variable      | 6.00%                 | 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      | $3191482.53     | 0.01%             | 2037-07-18      | Floating      | 12.24%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3760000 | PA      | $56163.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 14 Ltd.                                        | GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class ER                                                             | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |       2300000 | PA      | $2329888.04     | 0.01%             | 2037-07-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13000000 | PA      | $-4270.70       | -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      | $184349.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                                                          | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1983894 | PA      | $1956642.68     | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        151151 | NS      | $24454720.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Ageas SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -44500 | NS      | $-35053.79      | -0.00%            |  |  |  | No            |                  2 | 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      | $2055000.00     | 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      | $1348750.53     | 0.00%             | 2061-01-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     463190000 | PA      | $125616.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                             | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |        658000 | PA      | $658910.01      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       1081000 | PA      | $1011071.95     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-600.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3853000 | PA      | $4053945.51     | 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      | $10112785.78    | 0.02%             | 2028-05-21      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         98485 | NS      | $13125095.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24280000 | PA      | $1117302.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                            | Breeze Aviation Group, Inc., Series B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         14327 | NS      | $2237017.78     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2024-NPL5, Class A1                                                                                             | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |       9348162 | PA      | $9353990.47     | 0.02%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                             | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                                                                  | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3755819.63     | 0.01%             | 2038-07-20      | Floating      | 5.64%                 | 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        |       1074000 | PA      | $1099317.85     | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36465000 | PA      | $-2111154.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        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        |         34614 | NS      | $472217.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Hewlett Packard Enterprise Co.                                                                                                   | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               |  | US        |         41700 | NS      | $-25020.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hankyu Hanshin Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -53900 | NS      | $13957.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, 1st Lien Term Loan B6B                                                                                      | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       1500000 | PA      | $1763751.83     | 0.00%             | 2031-07-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      12465000 | PA      | $133926.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3780085256 | PA      | $630312.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc., 1st Lien Term Loan                                                                                            | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3712665 | PA      | $4351226.82     | 0.01%             | 2028-10-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       1196000 | PA      | $1224751.84     | 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        |         41594 | PA      | $40563.73       | 0.00%             | 2036-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                            | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       2714000 | PA      | $3205343.87     | 0.01%             | 2031-06-01      | 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      | $648359.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      32520000 | PA      | $3147615.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       7500000 | PA      | $9347874.15     | 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      | $588261.08      | 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        |       9360000 | PA      | $9360000.00     | 0.02%             | 2037-08-15      | Floating      | 5.74%                 | 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      | $33692855.48    | 0.08%             | 2030-02-01      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                              | Flourishing Trade & Investment Ltd.                                                                                              | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      60604707 | PA      | $63331918.82    | 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      | $6987176.83     | 0.02%             | 2033-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       2059150 | PA      | $3112.00        | 0.00%             |  |  |  | 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      | $13672656.28    | 0.03%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Apple, Inc.                                                                                                                      | CUSIP: 00PBZ4V33<br>LEI: N/A                  | N/A              | DE               |  | US        |          -700 | NC      | $-154350.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $16054334.94    | 0.04%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp., 1st Lien Term Loan B2                                                                                             | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |        977442 | PA      | $964002.63      | 0.00%             | 2029-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        133068 | NS      | $1514313.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAE, Inc.                                                                                                                        | CUSIP: 124765108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         43800 | NS      | $50571.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-894083.96     | -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        |      43068285 | PA      | $43286507.38    | 0.10%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        284000 | PA      | $264297.50      | 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        |          7600 | NS      | $7144.00        | 0.00%             |  |  |  | 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        |     121964098 | PA      | $125620398.31   | 0.28%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |       4430000 | PA      | $5176668.43     | 0.01%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Santen Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         84500 | NS      | $563.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      31520000 | PA      | $37316943.12    | 0.08%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |     -40000000 | PA      | $-41148104.39   | -0.09%            | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $190913.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                              | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class ER                                                                   | CUSIP: 38178CAE9<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |       2595000 | PA      | $2587246.40     | 0.01%             | 2034-07-20      | Floating      | 9.03%                 | 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      | $1505502.07     | 0.00%             | 2061-02-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   63520610000 | PA      | $-70144.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Marvell Technology, Inc.                                                                                                         | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10500 | NS      | $-98408.10      | -0.00%            |  |  |  | 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      | $4985452.75     | 0.01%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                         | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      26610000 | PA      | $25614552.90    | 0.06%             | 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        |      10400000 | PA      | $12130131.14    | 0.03%             | 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      | $41978104.00    | 0.10%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13103000 | PA      | $13917411.33    | 0.03%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10600000 | PA      | $-998.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBNLMZ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         38645 | NC      | $347805.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |          2728 | NS      | $670269.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      10387000 | PA      | $13522235.99    | 0.03%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          1000 | PA      | $910.07         | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fox Corp., Class A                                                                                                               | CUSIP: 35137L105<br>LEI: N/A                  | N/A              | DE               |  | US        |         35300 | NS      | $22592.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR3, Class F                                                                            | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12190000 | PA      | $12080209.55    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                   | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |       2845000 | PA      | $2847987.25     | 0.01%             | 2035-10-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       1959350 | PA      | $943427.03      | 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      | $3792150.00     | 0.01%             | 2035-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       1420000 | PA      | $1515850.00     | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        147000 | PA      | $151846.15      | 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        |        537790 | PA      | $525377.44      | 0.00%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Post Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        132400 | NS      | $-15856.57      | -0.00%            |  |  |  | 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        |      29200000 | PA      | $29243846.72    | 0.07%             | 2038-07-20      | Floating      | 5.84%                 | 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        |       1145262 | PA      | $1552138.68     | 0.00%             | 2055-12-27      | Floating      | 5.37%                 | 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        |        119086 | PA      | $121969.83      | 0.00%             | 2051-07-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       1197000 | PA      | $1237281.44     | 0.00%             | 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        |    2596531000 | PA      | $-610900.04     | -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        |        986303 | PA      | $984853.22      | 0.00%             | 2029-11-09      | Variable      | 5.91%                 | 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        |      11090195 | PA      | $11375460.32    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                           | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       1133219 | PA      | $1558289.41     | 0.00%             | 2057-03-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1972000 | PA      | $1917986.92     | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux SARL                                   | Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1X, Class A2                                                         | CUSIP: N/A<br>LEI: 2549008VW14T3IH21H24       | Long             | ABS-O            | CORP              | LU        |      13812000 | PA      | $16509601.31    | 0.04%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                          | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       4116993 | PA      | $3849388.55     | 0.01%             | 2028-06-30      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     139500000 | PA      | $173066135.75   | 0.39%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta                                                                  | City of Atlanta Department of Aviation, Series 2025B B-1                                                                         | CUSIP: 04780M3C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6595000 | PA      | $6854313.34     | 0.02%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       4388000 | PA      | $4934151.54     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | 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      | $4517303.40     | 0.01%             | 2038-10-15      | Floating      | 5.59%                 | 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        |       3635558 | PA      | $956432.71      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   81579000000 | PA      | $1961767.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |       5250000 | PA      | $4334470.33     | 0.01%             | 2035-06-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                                                          | Sandstone Peak III Ltd., Series 2024-1A, Class A1                                                                                | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |      26260000 | PA      | $26353758.70    | 0.06%             | 2037-04-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                                     | Medco Cypress Tree Pte. Ltd.                                                                                                     | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |        760000 | PA      | $801800.00      | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | 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      | $501625.15      | 0.00%             | 2037-07-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                         | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       2086023 | NS      | $24093565.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       1316000 | PA      | $1316189.02     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       7715000 | PA      | $9017579.13     | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                      | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5500000 | PA      | $5526092.00     | 0.01%             | 2037-07-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      13133000 | PA      | $15556562.53    | 0.04%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                               | Avoca CLO XXII DAC, Series 22A, Class D                                                                                          | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |        970000 | PA      | $1146512.86     | 0.00%             | 2035-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |      -2217000 | PA      | $-2239092.41    | -0.01%            | 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        |        581428 | PA      | $488199.27      | 0.00%             | 2037-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                                  | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |        875000 | PA      | $830707.50      | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        200000 | PA      | $211932.00      | 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      | $9781903.95     | 0.02%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUTCHMED China Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -82000 | NS      | $19360.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                                     | Volta Greentech AB, Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |         50461 | NS      | $0.59           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                                                                  | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       5530000 | PA      | $5546679.59     | 0.01%             | 2037-10-25      | Floating      | 5.69%                 | 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        |       2856516 | PA      | $3362667.66     | 0.01%             | 2043-02-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      63305000 | PA      | $74583366.55    | 0.17%             | 2026-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                              | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                   | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17091590 | PA      | $16539254.74    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -60107984 | PA      | $-446042.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2023-1A, Class A                                                                                 | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        685807 | PA      | $653788.53      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VLL International, Inc.                                                          | VLL International, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300MM90FMJYBZSV63       | Long             | DBT              | CORP              | KY        |        812000 | PA      | $549382.96      | 0.00%             | 2027-07-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      11447560 | PA      | $6839917.10     | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         57226 | NS      | $11716451.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         -1300 | NC      | $-41198.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           254 | NC      | $1461770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21759470 | PA      | $11042930.85    | 0.03%             | 2028-04-27      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                    | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      17238000 | PA      | $21864430.51    | 0.05%             | 2029-04-11      | Fixed         | 2.88%                 | 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      | $71677.32       | 0.00%             | 2031-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Andiron Financing LLC                                                            | Andiron Financing LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1800000.00     | 0.00%             | 2030-01-21      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     821153277 | PA      | $-5960.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3623804 | PA      | $-5386.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        436000 | PA      | $588176.58      | 0.00%             | 2055-03-12      | Floating      | 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      | $91.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                            | Republic of Singapore                                                                                                            | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      17536000 | PA      | $14578758.43    | 0.03%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2198662 | PA      | $-2198662.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                               | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                                                                    | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4410000 | PA      | $4423856.66     | 0.01%             | 2037-01-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-2, Class B                                                                                         | CUSIP: N/A<br>LEI: 2138009CPSZVO86ALM43       | Long             | ABS-MBS          | CORP              | GB        |       5709000 | PA      | $7698841.58     | 0.02%             | 2055-06-12      | Floating      | 5.98%                 | 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      | $1238991.09     | 0.00%             | 2056-05-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series D                                                                                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       8745000 | PA      | $8757297.66     | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       1775000 | PA      | $2169714.77     | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class C                                                                                 | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14795614 | PA      | $17707366.10    | 0.04%             | 2061-01-25      | 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      | $214200.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2022-1A, Class A1R                                                                                | CUSIP: 69689QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      21210000 | PA      | $21270253.37    | 0.05%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      12204000 | PA      | $12693990.60    | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                            | TMF Sapphire Bidco BV, 1st Lien Term Loan B5                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4716769.35     | 0.01%             | 2028-05-03      | Variable      | 5.19%                 | 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      | $3398684.02     | 0.01%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                                                                         | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       8681000 | PA      | $10350154.67    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | Mediobanca Banca di Credito Finanziario SpA                                                                                      | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8566484.23     | 0.02%             | 2030-02-01      | Variable      | 4.38%                 | 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        |      11809416 | PA      | $11806811.93    | 0.03%             | 2061-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                                             | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14670000 | PA      | $91502.66       | 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      | $1505963.40     | 0.00%             | 2038-01-15      | Floating      | 5.64%                 | 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      | $1629827.87     | 0.00%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2025A                                                                            | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9925000 | PA      | $10601667.65    | 0.02%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     405709200 | PA      | $4084256.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      35780000 | PA      | $406.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                              | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       2122000 | PA      | $2165430.97     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     379789000 | PA      | $26519.63       | 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        |        900000 | PA      | $1184095.62     | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1443001.40     | 0.00%             |  |  |  | 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        |      17834000 | PA      | $17794269.41    | 0.04%             | 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      | $1193523.15     | 0.00%             | 2073-12-16      | Floating      | 8.47%                 | 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      | $-8027.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350700000 | PA      | $27937.29       | 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      | $2776102.00     | 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      | $3083619.71     | 0.01%             | 2037-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                         | Barbados Government Bond                                                                                                         | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       9461000 | PA      | $9853631.50     | 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      | $2531453.14     | 0.01%             | 2042-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class DR                                                                                | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       5360000 | PA      | $5360129.18     | 0.01%             | 2029-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       2881000 | PA      | $2875266.81     | 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        |      19000000 | PA      | $22006186.72    | 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        |      34855656 | PA      | $43558281.52    | 0.10%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | News Corp., Class A                                                                                                              | CUSIP: 65249B109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -93000 | NS      | $9300.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      56756834 | PA      | $-4530.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2171914137 | PA      | $-4948.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                   | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |        557000 | PA      | $674471.63      | 0.00%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         52131 | NS      | $9317373.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCL Funding VIII plc                                                             | PCL Funding VIII plc, Series 2023-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |       1125000 | PA      | $1527637.28     | 0.00%             | 2028-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                       | DigiPlus Interactive Corp.                                                                                                       | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |        720320 | NS      | $312509.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Sembcorp Industries Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -102700 | NS      | $9546.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lennar Corp., Class A                                                                                                            | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7400 | NS      | $11832.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | American Airlines Group, Inc.                                                                                                    | CUSIP: 02376R102<br>LEI: N/A                  | N/A              | DE               |  | US        |        149250 | NS      | $-192532.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                                       | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |       5820000 | PA      | $5840751.21     | 0.01%             | 2037-10-15      | Floating      | 5.72%                 | 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      | $2566104.84     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | 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      | $162416.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                            | Harvest CLO XXXII DAC, Series 32X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |       1543000 | PA      | $1840394.28     | 0.00%             | 2037-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                                                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1255000 | PA      | $1308834.48     | 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        |       1515000 | PA      | $1859861.38     | 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      | $25907224.70    | 0.06%             | 2042-08-15      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2212.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       8608000 | PA      | $10336817.99    | 0.02%             | 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        |       3157000 | PA      | $3272524.10     | 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      | $553165.31      | 0.00%             | 2049-01-01      | Fixed         | 3.95%                 | 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        |      19635714 | PA      | $19656384.52    | 0.04%             | 2040-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan 10-Year Bond                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           184 | NC      | $-906922.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       1868182 | PA      | $5827.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        310000 | PA      | $5772.12        | 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      | $-24206.49      | -0.00%            |  |  |  | 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      | $2755996.96     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10142000 | PA      | $11112162.13    | 0.03%             | 2029-10-26      | Variable      | 0.49%                 | 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      | $42324.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                                                                    | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      34583000 | PA      | $34831402.77    | 0.08%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       1183000 | PA      | $1144883.74     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                             | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        100000 | PA      | $104163.91      | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1400 | NC      | $2838500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       2264000 | PA      | $1813373.44     | 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        |      19165504 | PA      | $19189460.78    | 0.04%             | 2041-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1032088 | NS      | $567648.19      | 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      | $-11890560.84   | -0.03%            | 2035-03-01      | Fixed         | 4.12%                 | 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      | $18315481.00    | 0.04%             | 2037-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Globe Telecom, Inc.                                                              | Globe Telecom, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |      11000000 | PA      | $10912000.00    | 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        |        995006 | PA      | $994518.70      | 0.00%             | 2031-11-17      | Variable      | 6.91%                 | 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      | $1589776.08     | 0.00%             | 2062-01-27      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       2206000 | PA      | $2205503.65     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | 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      | $2723529.61     | 0.01%             | 2038-05-14      | Floating      | 3.28%                 | 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      | $8364699.20     | 0.02%             | 2055-06-14      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                                 | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class E                                                                       | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500856.60      | 0.00%             | 2033-04-19      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                                                            | TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2                                                                                 | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |       9150079 | PA      | $9158428.04     | 0.02%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Efficiency                                                                  | Home Efficiency                                                                                                                  | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63005102 | PA      | $64296706.22    | 0.15%             | 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        |       4938000 | PA      | $5007132.00     | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax                                                  | District of Columbia Income Tax, Series 2025A                                                                                    | CUSIP: 25477GYP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15345000 | PA      | $16317652.34    | 0.04%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      10878000 | PA      | $9463860.00     | 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        |       1584036 | PA      | $1309078.24     | 0.00%             | 2036-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6794000 | PA      | $11402.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       1315000 | PA      | $1315914.73     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      10253000 | PA      | $14200005.76    | 0.03%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                           | Boots Group Bidco Ltd., 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3478261 | PA      | $4710097.27     | 0.01%             | 2032-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        677954 | PA      | $-57055.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series E                                                                                      | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      21943000 | PA      | $21919406.89    | 0.05%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $3725715.46     | 0.01%             |  |  |  | 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      | $661421.37      | 0.00%             | 2045-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15980000 | PA      | $28624.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8.52           | 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        |       1702620 | PA      | $1480746.49     | 0.00%             | 2036-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     157916612 | PA      | $514615.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                                  | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       1850000 | PA      | $1845076.60     | 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        |       4250112 | PA      | $4293360.72     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc.                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5089000 | PA      | $5459830.34     | 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      | $6693028.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG (Registered)                                                                                                              | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |        237462 | NS      | $3225382.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      71084655 | PA      | $25380.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      11724000 | PA      | $15843051.20    | 0.04%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                                                                         | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       4253000 | PA      | $5070753.12     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      47496434 | PA      | $15348.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     223336667 | PA      | $-656762.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |          2939 | NS      | $759320.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  307246000000 | PA      | $18876407.00    | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyowa Kirin Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -74700 | NS      | $11823.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      10186300 | PA      | $11959225.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      15530000 | PA      | $15715661.15    | 0.04%             | 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      | $-613188.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                                          | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                                                                | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9754875.00     | 0.02%             | 2038-01-15      | Floating      | 5.50%                 | 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      | $3129292.52     | 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      | $-150610.71     | -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        |        -10300 | NS      | $-6798.00       | -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        |       1096071 | PA      | $1102873.36     | 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      | $1869615.14     | 0.00%             | 2065-07-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      29814000 | PA      | $33976.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quarz International, Inc.                                                        | Quarz International, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      15329118 | PA      | $18054076.13    | 0.04%             | 2041-06-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                                    | OHA Credit Partners XVII Ltd., Series 2024-17A, Class B2                                                                         | CUSIP: 67120MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5864536.20     | 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      | $11037452.80    | 0.03%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-79279.29      | -0.00%            |  |  |  | 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        |        236183 | PA      | $233054.28      | 0.00%             | 2035-01-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3680000 | PA      | $2349.97        | 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        |       1228636 | PA      | $815695.70      | 0.00%             | 2037-07-25      | Floating      | 4.61%                 | 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      | $860648.08      | 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      | $44326502.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class C                                                                                | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |        102000 | PA      | $137358.82      | 0.00%             | 2058-06-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2007TT                                                                              | CUSIP: 74526YBT1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1915000 | PA      | $1283050.00     | 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      | $2538380.28     | 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        |       2528000 | PA      | $2562724.61     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        497200 | PA      | $60712.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $25623.80       | 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      | $-100102.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6797600 | PA      | $6803972.78     | 0.02%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       8279000 | PA      | $8280404.20     | 0.02%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        703000 | PA      | $672574.16      | 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      | $3212480.91     | 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        |        302138 | PA      | $306987.59      | 0.00%             | 2040-12-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       1700000 | PA      | $1668257.94     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      19800000 | PA      | $23820138.42    | 0.05%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                                | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        561000 | PA      | $573732.37      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       4325000 | PA      | $5083464.27     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                              | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       5216000 | PA      | $7079802.96     | 0.02%             | 2031-08-20      | Floating      | 5.87%                 | 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      | $10161073.86    | 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        |         34611 | NS      | $-9420.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                                                                  | AGL CLO 12 Ltd., Series 2021-12A, Class A1                                                                                       | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001700.70     | 0.00%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lifco AB, Class B                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -23500 | NS      | $14402.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Overseas Land & Investment Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        460000 | NS      | $-30664.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TPG Telecom Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        760400 | NS      | $90263.56       | 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      | $10796382.98    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      93900000 | PA      | $-1250698.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class F                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1476000 | PA      | $2014524.92     | 0.00%             | 2031-08-20      | Floating      | 10.92%                | 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      | $118687.50      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $50048.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       1333000 | PA      | $1394395.31     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5125000 | PA      | $6143102.00     | 0.01%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6794000 | PA      | $11402.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $196207.49      | 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      | $2659295.15     | 0.01%             | 2064-12-26      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8278981.37     | 0.02%             | 2030-05-14      | Variable      | 3.38%                 | 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        |        413731 | PA      | $151990.66      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                                  | GAIL India Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |        120501 | NS      | $239289.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                          | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6687341 | PA      | $6689431.01     | 0.02%             | 2038-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987370 | PA      | $984595.45      | 0.00%             | 2031-04-14      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       3190000 | PA      | $3424449.05     | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1994000 | PA      | $1980703.21     | 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        |       4361473 | PA      | $4111246.96     | 0.01%             | 2037-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       7127000 | PA      | $7483138.40     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       1680000 | PA      | $1892926.47     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | 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      | $4946465.23     | 0.01%             | 2037-10-15      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class F                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |         44511 | PA      | $52225.85       | 0.00%             | 2039-01-31      | Floating      | 5.77%                 | 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        |        710689 | PA      | $618952.25      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      21357000 | PA      | $24536595.30    | 0.06%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        942000 | PA      | $951880.17      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      14434000 | PA      | $14701029.00    | 0.03%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class C                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2304527 | PA      | $2779101.56     | 0.01%             | 2043-09-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1318000 | PA      | $1293722.15     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19260000 | PA      | $-64720.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        280000 | PA      | $288202.88      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $8311390.23     | 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        |       1064000 | PA      | $1060100.12     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-128, Class AG                                                              | CUSIP: 38381MZB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10249474 | PA      | $10022144.28    | 0.02%             | 2066-07-16      | 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      | $-971.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        603000 | PA      | $612165.00      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     -11020000 | PA      | $-200107.74     | -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        |       8807613 | PA      | $8563492.34     | 0.02%             | 2063-10-25      | Variable      | 7.97%                 | 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        |       3634778 | PA      | $3631252.59     | 0.01%             | 2030-10-22      | Floating      | 6.19%                 | 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      | $3761575.48     | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       6331563 | PA      | $8545207.86     | 0.02%             | 2035-02-17      | Floating      | 5.34%                 | No            |                  2 | 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      | $4750000.00     | 0.01%             | 2038-10-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                                    | Resort Communities LoanCo. LP                                                                                                    | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     110861204 | PA      | $113499700.66   | 0.26%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Galapagos                                                                        | Galapagos, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      22925019 | PA      | $26915118.51    | 0.06%             | 2028-01-01      | Variable      | 6.14%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                         | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan                                                                     | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        955936 | PA      | $958106.28      | 0.00%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                               | Kyrgyz Republic International Bond                                                                                               | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       2102000 | PA      | $2115137.50     | 0.00%             | 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      | $8343.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43870000 | PA      | $-20806.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      85342668 | PA      | $71385.44       | 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        |       4896711 | PA      | $4916604.18     | 0.01%             | 2041-10-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                                  | Babcock International Group plc                                                                                                  | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2293464.97     | 0.01%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                                   | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       5755512 | NS      | $67.58          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Intuit, Inc.                                                                                                                     | CUSIP: 00CC5LUA5<br>LEI: N/A                  | N/A              | DE               |  | US        |           240 | NC      | $598800.00      | 0.00%             |  |  |  | No            |                  1 | 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        |      12586464 | PA      | $12605187.60    | 0.03%             | 2032-10-20      | Floating      | 5.74%                 | 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        |      25234474 | PA      | $974671.46      | 0.00%             | 2052-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                     | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |        772000 | PA      | $725890.29      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                                  | Apidos CLO XXXI, Series 2019-31A, Class BR                                                                                       | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250627.48      | 0.00%             | 2031-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/INR Down-and-out barrier option; Barrier price USD 85.05000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      51919000 | PA      | $9167.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante                                                         | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3526975.34     | 0.01%             | 2031-08-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Argenx SE                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1300 | NS      | $-13367.88      | -0.00%            |  |  |  | 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        |       6367569 | PA      | $6372398.02     | 0.01%             | 2051-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Elis SA                                                                          | Elis SA                                                                                                                          | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $9284726.70     | 0.02%             | 2030-03-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                          | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Short            | DBT              | CORP              | US        |      -1200000 | PA      | $-1230426.91    | -0.00%            | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     118000000 | PA      | $32757162.31    | 0.07%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Emera, Inc.                                                                                                                      | CUSIP: 290876101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         36300 | NS      | $57400.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Air Water, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103800 | NS      | $-81789.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Canada 10-Year Bond                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          1262 | NC      | $207675.65      | 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      | $567.46         | 0.00%             |  |  |  | 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        |       1181548 | PA      | $1181665.76     | 0.00%             | 2031-09-15      | Variable      | 6.91%                 | 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      | $1101773.81     | 0.00%             | 2055-09-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      64111145 | PA      | $-59347.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-3X, Class B                                                                                | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       2371379 | PA      | $3196127.23     | 0.01%             | 2066-12-20      | Floating      | 5.07%                 | 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        |       9355000 | PA      | $9634820.21     | 0.02%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149400 | PA      | $1138117.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      18180000 | PA      | $44060.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       4146000 | PA      | $4261876.55     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                                 | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1992850 | PA      | $1999705.84     | 0.00%             | 2031-03-21      | Variable      | 7.48%                 | 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      | $7529.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wesfarmers Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26000 | NS      | $-2400.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                                                                        | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250448.23      | 0.00%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       2425000 | PA      | $3024723.86     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   28457198140 | PA      | $9532.53        | 0.00%             |  |  |  | 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      | $905869.53      | 0.00%             | 2037-10-24      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                           | OCS Group Holding Ltd., Facility 1st Lien Term Loan B2                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1000000 | PA      | $1180659.90     | 0.00%             | 2031-11-27      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     537595963 | PA      | $-55829.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2025C                                                                                      | CUSIP: 57582TDV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      11335000 | PA      | $11852161.10    | 0.03%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc, Series 60NC10                                                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       9005000 | PA      | $10191125.83    | 0.02%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     189659000 | PA      | $-53975.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | M3, Inc.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -58600 | NS      | $-24459.10      | -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      | $1997944.40     | 0.00%             | 2030-07-18      | Floating      | 5.58%                 | 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        |      11000000 | PA      | $7471367.19     | 0.02%             | 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      | $3461500.29     | 0.01%             | 2050-06-28      | Floating      | 5.47%                 | 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        |         67928 | NS      | $1319888.18     | 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        |     535251000 | PA      | $10871467.96    | 0.02%             | 2028-02-04      | Fixed         | 21.38%                | 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      | $23570024.89    | 0.05%             | 2042-07-13      | Variable      | 5.47%                 | 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      | $3663582.81     | 0.01%             | 2034-12-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                              | BFLD Mortgage Trust, Series 2024-VICT, Class A                                                                                   | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8290000 | PA      | $8315906.25     | 0.02%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      18220000 | PA      | $14398.41       | 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      | $4733244.98     | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13140000 | PA      | $629271.17      | 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      | $4712464.91     | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2021-RN4, Class A1                                                                                              | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8148709 | PA      | $8149156.00     | 0.02%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      14290000 | PA      | $11183446.03    | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      66600000 | PA      | $-1291696.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           400 | NC      | $349000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      78425000 | PA      | $1529639.88     | 0.00%             | 2025-12-30      | None          | 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      | $2368054.15     | 0.01%             | 2043-07-25      | 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      | $24468.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |        334000 | PA      | $449471.96      | 0.00%             | 2053-06-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       1401000 | PA      | $1448481.29     | 0.00%             | 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        |       5540763 | PA      | $5629025.63     | 0.01%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14519433 | PA      | $14555.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       2072000 | PA      | $2060565.88     | 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      | $3172207.31     | 0.01%             | 2042-08-11      | Variable      | 7.48%                 | 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      | $4189.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Holmen AB, Class B                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -67000 | NS      | $-4846.96       | -0.00%            |  |  |  | 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        |      20820010 | PA      | $9034468.51     | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                                               | ANA Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |    3000000000 | PA      | $22314636.37    | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                                       | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       6130000 | PA      | $7303981.57     | 0.02%             | 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        |       2000000 | PA      | $2351356.81     | 0.01%             | 2042-05-19      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |        327000 | PA      | $326797.26      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE, Series A                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9160131.70     | 0.02%             | 2030-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                       | AREIT Ltd., Series 2024-CRE9, Class A                                                                                            | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      16047785 | PA      | $16050498.82    | 0.04%             | 2041-05-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Incyte Corp.                                                                                                                     | CUSIP: 45337C102<br>LEI: N/A                  | N/A              | DE               |  | US        |         10000 | NS      | $16700.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      33500000 | PA      | $33392828.14    | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62621200 | PA      | $15196399.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        604000 | PA      | $589296.71      | 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      | $318383.07      | 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        |      11277000 | PA      | $11220211.28    | 0.03%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     100050000 | PA      | $1741872.51     | 0.00%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-INV3, Class A1                                                                                                 | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13618601 | PA      | $13702613.01    | 0.03%             | 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      | $-3948.96       | -0.00%            |  |  |  | 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        |       5000000 | PA      | $3885809.53     | 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      | $3319243.88     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        983000 | PA      | $994820.58      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | D'ieteren Group                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7700 | NS      | $-42097.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      38630000 | PA      | $-100452.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares China Large-Cap ETF                                                                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |        436669 | NS      | $17964562.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Argent Securities Trust                                                          | Argent Securities Trust, Series 2006-W2, Class A2C                                                                               | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1790226 | PA      | $997654.54      | 0.00%             | 2036-03-25      | Floating      | 4.85%                 | 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      | $2113184.47     | 0.00%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                                   | Madison Park Funding XXXV Ltd., Series 2019-35A, Class DR                                                                        | CUSIP: 55819MAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1507215.30     | 0.00%             | 2032-04-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PDD Holdings, Inc.                                                                                                               | CUSIP: 722304102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $4.78           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dentsu Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -40500 | NS      | $26608.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400329807 | PA      | $5565692.53     | 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        |       1019400 | PA      | $1036630.18     | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                        | Ping An Insurance Group Co. of China Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |      26300000 | PA      | $35505000.00    | 0.08%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ajinomoto Co., Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -44700 | NS      | $11518.12       | 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      | $33390.20       | 0.00%             |  |  |  | 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      | $4754840.25     | 0.01%             | 2038-04-17      | Floating      | 5.52%                 | 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      | $2249743.23     | 0.01%             | 2065-01-20      | 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      | $-892.57        | -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      | $-21281.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        138989 | NS      | $7887625.75     | 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      | $-785.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |        420000 | PA      | $438456.90      | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        775000 | PA      | $731921.39      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kuaishou Technology                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29600 | NS      | $31059.60       | 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        |      19152220 | PA      | $19140199.94    | 0.04%             | 2054-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        345000 | PA      | $337163.91      | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd.                                                       | Origin Energy Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      18657000 | PA      | $20221551.18    | 0.05%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R                                                                  | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        882783 | PA      | $883445.26      | 0.00%             | 2030-07-17      | 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      | $-30589.69      | -0.00%            |  |  |  | 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        |       5092613 | PA      | $5089659.12     | 0.01%             | 2028-05-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23751486 | PA      | $-7372.03       | -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        |      18134000 | PA      | $18984031.25    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Olympus Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         71100 | NS      | $-2653.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |        511000 | PA      | $536550.00      | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324P102<br>LEI: N/A                  | N/A              | DE               |  | US        |          4950 | NS      | $-3023.96       | -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      | $11735.25       | 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      | $-401.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      51763000 | PA      | $68356500.24    | 0.16%             | 2026-12-04      | Fixed         | 2.90%                 | 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        |      16473552 | PA      | $13555929.03    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc., Class A                                                                                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          4673 | NS      | $8360744.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23771485 | PA      | $5485.70        | 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      | $80.53          | 0.00%             |  |  |  | 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      | $3561953.46     | 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      | $-1144223.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1110000 | PA      | $1038810.48     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     181730000 | PA      | $65770.54       | 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      | $-55481.95      | -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      | $17110961.68    | 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      | $235805.27      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -22955335 | PA      | $-22955335.00   | -0.05%            |  |  |  | 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      | $14724762.28    | 0.03%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class D                                                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5680307 | PA      | $5680307.30     | 0.01%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  721065000000 | PA      | $44917455.86    | 0.10%             | 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      | $827472.39      | 0.00%             | 2031-12-09      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      16669000 | PA      | $16160595.50    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                                  | gategroup Finance Luxembourg SA                                                                                                  | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      13920000 | PA      | $17297827.85    | 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        |      11904000 | PA      | $12601598.21    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                                  | Continuum Energy Aura Pte. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      17000000 | PA      | $17525980.00    | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     102804000 | PA      | $30081.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                                  | Fiber Midco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |        161000 | PA      | $174737.95      | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Natural Foods                                                                    | Natra SA                                                                                                                         | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |      21501100 | PA      | $25243366.45    | 0.06%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | 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        |      13965000 | PA      | $13940980.20    | 0.03%             | 2031-11-13      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vinci SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         10100 | NS      | $16777.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                | Hellenic Republic                                                                                                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      55250000 | PA      | $63296304.33    | 0.14%             | 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        |        117487 | PA      | $92150.86       | 0.00%             | 2037-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      19863000 | PA      | $-907941.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       7844000 | PA      | $7647873.33     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Atlas Copco AB, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         92200 | NS      | $854.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                            | Thunder Logistics DAC, Series 2024-1X, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       1308453 | PA      | $1534659.52     | 0.00%             | 2036-11-17      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      95777262 | PA      | $2186279.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     104101231 | PA      | $75830.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     157050036 | PA      | $24856357.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/HUF One-touch barrier option; Barrier price EUR 388.00000                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       1114000 | PA      | $385149.51      | 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      | $811.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-468246.04     | -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      | $21745475.36    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26800 | NS      | $67477.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-62329.55      | -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      | $15263640.00    | 0.03%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                          | Sprint Spectrum Co. LLC                                                                                                          | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        922500 | PA      | $925991.52      | 0.00%             | 2028-03-20      | Fixed         | 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      | $-31760.04      | -0.00%            |  |  |  | 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      | $17591460.25    | 0.04%             | 2038-07-22      | Floating      | 5.86%                 | 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      | $33588.46       | 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        |      13127017 | PA      | $11287324.45    | 0.03%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6103000 | PA      | $8481.98        | 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      | $1984737.16     | 0.00%             | 2037-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1393 | NS      | $53.38          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       1005000 | PA      | $1042613.96     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5024000 | PA      | $5837380.60     | 0.01%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBFTRT2<br>LEI: N/A                  | N/A              | DE               |  | US        |          1974 | NC      | $19740.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      19650000 | PA      | $19796522.19    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | 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        |       2500000 | PA      | $3069928.22     | 0.01%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAX Holdco Spain SL                                                              | PAX HoldCo Spain SL, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       1133333 | PA      | $1334754.35     | 0.00%             | 2029-12-31      | Variable      | 6.07%                 | 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      | $1014790.24     | 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      | $1224092.87     | 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      | $4765492.13     | 0.01%             | 2038-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     180919200 | PA      | $3817397.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      65667000 | PA      | $505438.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Findango Mezz Rev                                                                | Findango Mezz Rev, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      52500000 | PA      | $61871847.95    | 0.14%             | 2032-05-01      | Variable      | 7.25%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-189775.96     | -0.00%            | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class D                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1939592 | PA      | $2372591.14     | 0.01%             | 2043-09-22      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -10935000 | PA      | $-633085.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3623000 | PA      | $-200167.55     | -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      | $26308258.40    | 0.06%             | 2038-01-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      75880000 | PA      | $-540404.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro CLO III DAC                                                            | Voya Euro CLO III DAC, Series 3X, Class B1                                                                                       | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |        439000 | PA      | $514973.46      | 0.00%             | 2033-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        549000 | PA      | $544285.74      | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AS                                                                          | CUSIP: 126694JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        734814 | PA      | $29092.91       | 0.00%             | 2035-09-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7378662 | PA      | $12096.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                       | MIRA Trust, Series 2023-MILE, Class A                                                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6775000 | PA      | $7055005.33     | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class D                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        200297 | PA      | $235521.47      | 0.00%             | 2039-01-31      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                                                            | Ambac Assurance Corp.                                                                                                            | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       1407415 | PA      | $1759269.17     | 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      | $2987611.83     | 0.01%             | 2036-11-15      | Floating      | 12.81%                | 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      | $251175.89      | 0.00%             | 2055-09-12      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10460000 | PA      | $2102460.00     | 0.00%             | 2029-04-27      | Variable      | 12.32%                | 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        |       8778802 | PA      | $10334818.13    | 0.02%             | 2042-02-24      | Floating      | 2.69%                 | 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      | $1930079.83     | 0.00%             | 2047-02-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Disco Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -2900 | NS      | $25258.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       2800000 | PA      | $3392347.83     | 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      | $268447.42      | 0.00%             | 2071-12-16      | Floating      | 5.67%                 | 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        |        470960 | PA      | $559149.20      | 0.00%             | 2034-03-21      | Floating      | 4.33%                 | 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      | $46426620.47    | 0.11%             | 2031-11-30      | Variable      | 7.42%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-306530.15     | -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      | $9740563.49     | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Verge Fund                                                                       | Verge Genomics                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1583866 | NS      | $300934.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Infroneer Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -136000 | NS      | $-6761.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       1304000 | PA      | $1295910.77     | 0.00%             | 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        |      13726218 | PA      | $13845936.20    | 0.03%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $525703.62      | 0.00%             | 2039-05-31      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |        406997 | PA      | $554976.13      | 0.00%             | 2062-01-27      | Floating      | 5.97%                 | 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      | $1200968.68     | 0.00%             | 2056-10-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Insightful Corp.                                                                 | Insightful Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12737258 | NS      | $2564010.04     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A                                      | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4872032 | PA      | $3985982.86     | 0.01%             | 2046-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $658548.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4808.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBNLN03<br>LEI: N/A                  | N/A              | DE               |  | US        |          4000 | NC      | $50000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-414.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18500000 | PA      | $-1043172.50    | -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      | $15199.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                                                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20532000 | PA      | $20907064.20    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telia Co. AB                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        419000 | NS      | $30905.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2150000 | PA      | $2238202.87     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       2936000 | PA      | $2973036.33     | 0.01%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       1580000 | PA      | $1641187.08     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       1664000 | PA      | $1784255.62     | 0.00%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Transurban Group                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        287100 | NS      | $-100281.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class A                                                                                 | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24942455 | PA      | $24930210.44    | 0.06%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY3, Class 4A1                                           | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         46434 | PA      | $42853.72       | 0.00%             | 2037-03-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        241000 | PA      | $220101.32      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class F                                                                           | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5881619 | PA      | $5754083.00     | 0.01%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -11453396 | PA      | $-11453395.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $26973.33       | 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      | $12564475.02    | 0.03%             | 2038-06-14      | Fixed         | 7.49%                 | 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      | $208.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         35764 | NS      | $5165752.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                              | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2678220 | PA      | $2372190.78     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -262400000 | PA      | $-230439987.01  | -0.52%            | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11132299.35    | 0.03%             | 2044-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                 | MFB Magyar Fejlesztesi Bank Zrt.                                                                                                 | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |       1550000 | PA      | $1626539.00     | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-322.83        | -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        |        900000 | PA      | $1081303.61     | 0.00%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class A1                                                                                   | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1232893 | PA      | $1454625.97     | 0.00%             | 2034-07-28      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4295000 | PA      | $25476.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       4300000 | PA      | $5884250.60     | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      74320000 | PA      | $-88963.98      | -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      | $23550000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A6                                                                        | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1199920 | PA      | $522386.97      | 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        |       2605440 | PA      | $3519792.64     | 0.01%             | 2032-05-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      70960938 | PA      | $-39976.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |        200000 | PA      | $195690.86      | 0.00%             | 2028-04-15      | 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      | $-61251.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       8313000 | PA      | $9637669.43     | 0.02%             | 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        |        807000 | PA      | $821227.41      | 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      | $9473324.32     | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                              | Krung Thai Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      15980000 | PA      | $15890112.50    | 0.04%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | New York Community Bancorp, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3551 | NS      | $7404651.73     | 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        |        847177 | PA      | $848210.66      | 0.00%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. CORRA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          -244 | NC      | $-22600.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |        800000 | PA      | $817661.90      | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                                | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       6231112 | PA      | $5218151.82     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1792014 | PA      | $646597.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |       9866000 | PA      | $9510824.00     | 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      | $66616.79       | 0.00%             | 2032-02-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                                 | Fugue Finance BV, 1st Lien Term Loan                                                                                             | CUSIP: N3430BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4715360.49     | 0.01%             | 2032-01-09      | Variable      | 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      | $-186024.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        194700 | NS      | $185978.08      | 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      | $-406365.47     | -0.00%            | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                              | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       8528192 | PA      | $10067792.95    | 0.02%             | 2029-12-31      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3000000 | PA      | $10444.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4707000 | PA      | $-57910.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                             | Shift4 Payments LLC, 1st Lien Term Loan                                                                                          | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        370000 | PA      | $372619.60      | 0.00%             | 2032-06-30      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     797066000 | PA      | $226357.03      | 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      | $46997.12       | 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      | $1759914.11     | 0.00%             | 2037-10-25      | Floating      | 6.90%                 | 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      | $1554795.41     | 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        |        948988 | PA      | $953220.35      | 0.00%             | 2031-02-07      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                                  | Ocado Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       2753000 | PA      | $3719902.65     | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-734916.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBT7A71<br>LEI: N/A                  | N/A              | DE               |  | US        |          -600 | NC      | $-255000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | MongoDB, Inc.                                                                                                                    | CUSIP: 00PBVWU10<br>LEI: N/A                  | N/A              | DE               |  | US        |          -450 | NC      | $-174375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |        834000 | PA      | $939531.19      | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | 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        |       5075862 | PA      | $5972068.71     | 0.01%             | 2032-08-20      | Variable      | 5.66%                 | 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        |       5387322 | PA      | $6335737.28     | 0.01%             | 2057-04-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                                | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |        780000 | PA      | $826800.00      | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 46120E602<br>LEI: N/A                  | N/A              | DE               |  | GB        |          3400 | NS      | $9112.00        | 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      | $7160900.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                             | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5096000 | PA      | $4824279.75     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        727000 | PA      | $916504.71      | 0.00%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1940262.26     | 0.00%             | 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      | $2179166.71     | 0.00%             | 2061-09-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      55662000 | PA      | $1576232.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38560000 | PA      | $56855.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2290000 | PA      | $-951.92        | -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        |       2317421 | PA      | $2193846.05     | 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      | $2173943.66     | 0.00%             | 2036-02-15      | Floating      | 7.27%                 | 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      | $4928091.00     | 0.01%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       2347000 | PA      | $2763161.27     | 0.01%             | 2026-11-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        700000 | PA      | $734779.64      | 0.00%             | 2028-10-06      | 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      | $70483.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150281541 | PA      | $-99312.32      | -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      | $167272.94      | 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        |          8430 | NS      | $655601.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    2980690000 | PA      | $52508869.58    | 0.12%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         63900 | NS      | $12519288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Melange Secondaries Partners                                                     | Melange Secondaries Partners                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13515229 | NS      | $16353427.25    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1201000 | PA      | $1173627.05     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | 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        |        911594 | PA      | $1087603.14     | 0.00%             | 2049-08-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                         | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       2050000 | PA      | $2117844.75     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                            | Momentive Performance Materials, Inc., 1st Lien Term Loan                                                                        | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        631874 | PA      | $633769.41      | 0.00%             | 2028-03-29      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      23965000 | PA      | $13521665.81    | 0.03%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      15367000 | PA      | $12032361.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-893893.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                        | KBR, Inc., 1st Lien Term Loan B                                                                                                  | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |        303380 | PA      | $303683.38      | 0.00%             | 2031-01-17      | Variable      | 6.16%                 | 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      | $-41080197.33   | -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        |       6027000 | PA      | $6042067.50     | 0.01%             | 2042-06-15      | Floating      | 5.75%                 | 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        |      65828135 | PA      | $1941660.09     | 0.00%             | 2052-12-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      71368137 | PA      | $-99263.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JD.com, Inc., Class A                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         83100 | NS      | $138058.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      67735000 | PA      | $817161.38      | 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      | $15036230.29    | 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        |      14780804 | PA      | $15449085.54    | 0.04%             | 2059-07-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BXP, Inc.                                                                                                                        | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28394 | NS      | $37906.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1170000000 | NC      | $974826.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      28419104 | PA      | $1076186.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                     | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |       6825000 | PA      | $6960291.98     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brants Bridge plc                                                                | Brants Bridge plc, Series 2023-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 213800NJ1MKTCTWHO378       | Long             | ABS-MBS          | CORP              | GB        |        908895 | PA      | $1225112.61     | 0.00%             | 2066-06-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-88144.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2160520.36     | 0.00%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                           | Auto1 Car Funding SARL, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |       2449440 | PA      | $2881416.17     | 0.01%             | 2033-12-15      | Floating      | 2.58%                 | 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      | $1409816.66     | 0.00%             | 2067-12-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      31510000 | PA      | $151909.39      | 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      | $-138.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 10 Ltd.                                                                  | KKR CLO 10 Ltd., Series 10, Class BR                                                                                             | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | KY        |        330917 | PA      | $330682.25      | 0.00%             | 2029-09-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-38915.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JB Hi-Fi Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12100 | NS      | $-12429.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-201867.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                               | J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1                                                                    | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        627840 | PA      | $552489.11      | 0.00%             | 2037-05-25      | Variable      | 4.78%                 | 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        |      21343153 | PA      | $21240621.84    | 0.05%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                           | India Cleantech Energy                                                                                                           | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |      13662000 | PA      | $13532211.00    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXV Ltd.                                                        | Sixth Street CLO XXV Ltd., Series 2024-25A, Class A                                                                              | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3012210.90     | 0.01%             | 2037-07-24      | Floating      | 5.80%                 | 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      | $1713309.83     | 0.00%             | 2031-07-16      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telecom Italia SpA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4692458 | NS      | $-0.65          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     164185000 | PA      | $-18572.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $25931.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10441000 | PA      | $15067383.36    | 0.03%             | 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      | $1010457.92     | 0.00%             | 2070-01-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73634133 | PA      | $5313.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                               | AusNet Services Holdings Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7067814.01     | 0.02%             | 2035-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rubix Group Finco Ltd.                                                           | Rubix Group Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4725551.25     | 0.01%             | 2028-09-29      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1576120000 | PA      | $79089912.31    | 0.18%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-6, Class M1                                                                              | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1567000 | PA      | $1178696.77     | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                             | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                                                                 | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759429.75     | 0.01%             | 2037-10-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       1394000 | PA      | $1326368.14     | 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        |      11310000 | PA      | $14008655.98    | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       1252625 | PA      | $1252625.00     | 0.00%             |  |  |  | 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      | $2522000.00     | 0.01%             | 2038-11-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       1946000 | PA      | $2323144.35     | 0.01%             | 2030-10-23      | 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      | $386.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168651825 | PA      | $-12449.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AutoZone, Inc.                                                                                                                   | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -200 | NS      | $-33848.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         76158 | NS      | $12742756.56    | 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      | $-232192.90     | -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      | $1458783.13     | 0.00%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                            | Republic of Singapore                                                                                                            | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |       3294000 | PA      | $3220137.23     | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-359552.65     | -0.00%            |  |  |  | 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      | $10113567.65    | 0.02%             | 2062-04-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $217770.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RapidSOS, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6073125 | NS      | $6984093.75     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |        200000 | PA      | $200355.80      | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Series A                                                                                                             | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        372000 | NS      | $14649360.00    | 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      | $1062093.42     | 0.00%             |  |  |  | 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        |       5418857 | PA      | $5455231.24     | 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      | $2062792.12     | 0.00%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6545305.15     | 0.01%             | 2034-10-09      | Variable      | 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      | $773.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TOTO Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         41800 | NS      | $-68045.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           892 | NC      | $-3521.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       1681000 | PA      | $1614150.66     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                                                                  | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3624192 | PA      | $3688793.93     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -2313000 | PA      | $-2313000.00    | -0.01%            |  |  |  | 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        |        979771 | PA      | $981525.02      | 0.00%             | 2029-12-31      | Variable      | 6.66%                 | 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      | $11698166.23    | 0.03%             | 2036-11-25      | Variable      | 4.44%                 | 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        |      -5989000 | NS      | $2587071.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The), 1st Lien Term Loan B                                                                                         | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        908460 | PA      | $906188.85      | 0.00%             | 2028-08-18      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Renault SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35700 | NS      | $10269.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                                     | Centrica plc                                                                                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       7473000 | PA      | $10289135.60    | 0.02%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     540713156 | PA      | $2201558.91     | 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      | $3889858.58     | 0.01%             | 2043-04-30      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, 1st Lien Term Loan B                                                                                     | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1445326 | PA      | $1443071.51     | 0.00%             | 2030-08-19      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SONIA Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1234 | NC      | $-263644.71     | -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      | $45088.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fresenius SE & Co. KGaA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -33700 | NS      | $-33037.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |        934000 | PA      | $1008720.00     | 0.00%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2095000 | PA      | $11616.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ono Pharmaceutical Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -222600 | NS      | $10127.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-91229.79      | -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      | $4560057.39     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | 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      | $-2551.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2000 | NC      | $-242000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11975.84       | 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        |      35881270 | PA      | $31544527.23    | 0.07%             | 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      | $239965.30      | 0.00%             | 2059-01-17      | Floating      | 5.85%                 | 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      | $1538189.25     | 0.00%             | 2037-10-23      | Floating      | 11.22%                | 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      | $128781.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding plc                                                              | Newgate Funding plc, Series 2006-1, Class BB                                                                                     | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |        948743 | PA      | $1068031.41     | 0.00%             | 2050-12-01      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8133000 | PA      | $8078384.47     | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   66734960000 | PA      | $-116643.28     | -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      | $16012.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      14421000 | PA      | $19506624.99    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |        984000 | PA      | $1184956.49     | 0.00%             | 2027-10-15      | Fixed         | 9.25%                 | 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      | $750000.00      | 0.00%             | 2038-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -1352 | NC      | $-1498425.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN20, Class XB                                                                                                 | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86048000 | PA      | $1150754.32     | 0.00%             | 2062-09-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Komatsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         67500 | NS      | $-36535.74      | -0.00%            |  |  |  | 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        |      26108709 | PA      | $26449852.83    | 0.06%             | 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        |       3775869 | PA      | $3510792.31     | 0.01%             | 2051-07-25      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      39720000 | PA      | $-228243.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                                    | Charter Next Generation, Inc., 1st Lien Term Loan                                                                                | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1247733 | PA      | $1251139.77     | 0.00%             | 2030-11-29      | Variable      | 6.93%                 | 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      | $3537591.10     | 0.01%             | 2038-05-14      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.                                       | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2                                                           | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |      11300000 | PA      | $11319775.00    | 0.03%             | 2039-04-16      | Floating      | 5.54%                 | 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      | $567.48         | 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      | $-11399.35      | -0.00%            |  |  |  | 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      | $351875.46      | 0.00%             | 2036-07-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                  | Wolfspeed, Inc.                                                                                                                  | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        168000 | PA      | $153424.63      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vnet Group, Inc.                                                                                                                 | CUSIP: 90138A103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -358350 | NS      | $-265179.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -51 | NC      | $68627.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       1719000 | PA      | $1708339.45     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | 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      | $140045.47      | 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        |         87323 | NS      | $4363028.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                                | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                                                                            | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42993750 | PA      | $43316203.44    | 0.10%             | 2029-09-11      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       1450000 | PA      | $1448695.00     | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | 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        |      15032000 | PA      | $17927798.03    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | 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        |       1542962 | PA      | $1535895.45     | 0.00%             | 2030-06-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-37A, Class A1                                                                                          | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       4820000 | PA      | $4836388.00     | 0.01%             | 2037-10-15      | Floating      | 5.68%                 | 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        |      10772271 | PA      | $9343991.50     | 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      | $936.40         | 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        |      23989750 | PA      | $24634860.77    | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                                 | Epic Games, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         45487 | NS      | $31814517.54    | 0.07%             |  |  |  | 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      | $9495679.29     | 0.02%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alfresa Holdings Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57600 | NS      | $-65618.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-206.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eiffage SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          6300 | NS      | $4660.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1674046000 | PA      | $-175290.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       5689000 | PA      | $6008574.40     | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-611215.36     | -0.00%            | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                                                | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       9118832 | PA      | $10705965.06    | 0.02%             | 2029-10-10      | Variable      | 8.20%                 | No            |                  3 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |      -1755600 | PA      | $-1755600.00    | -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      | $3500000.00     | 0.01%             | 2035-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2826604 | PA      | $10046.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                                         | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        914330 | PA      | $888205.58      | 0.00%             | 2037-07-19      | Floating      | 4.50%                 | 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        |       2164729 | PA      | $2917929.81     | 0.01%             | 2061-04-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     118660000 | PA      | $315854.81      | 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      | $5258978.39     | 0.01%             | 2037-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Willis Towers Watson plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4700 | NS      | $-31020.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      75880000 | PA      | $910270.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |       2016000 | PA      | $2237135.04     | 0.01%             | 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        |   61584400000 | PA      | $42666658.16    | 0.10%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alimentation Couche-Tard, Inc.                                                                                                   | CUSIP: 01626P148<br>LEI: N/A                  | N/A              | DE               |  | US        |         27700 | NS      | $33817.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       1087000 | PA      | $1127369.01     | 0.00%             | 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      | $3107138.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                            | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |       1320000 | PA      | $1352908.92     | 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      | $4518878.76     | 0.01%             | 2067-09-25      | Variable      | 5.89%                 | 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      | $5198941.82     | 0.01%             | 2030-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $14073255.26    | 0.03%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        100754 | NS      | $6388612.97     | 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        |       1340617 | PA      | $623615.44      | 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        |       3684231 | PA      | $3546647.75     | 0.01%             | 2053-01-25      | Variable      | 9.64%                 | 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      | $5123591.33     | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-176793.52     | -0.00%            | 2032-02-04      | Variable      | 1.95%                 | 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      | $-4.79          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                    | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        171000 | PA      | $169725.83      | 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      | $386660.31      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       3274000 | PA      | $3153059.09     | 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        |       2023000 | PA      | $2363013.87     | 0.01%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-2, Class A                                                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3687000 | PA      | $3718751.71     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      11853000 | PA      | $14178954.68    | 0.03%             | 2028-11-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2905000 | PA      | $-16617.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        895000 | PA      | $898423.56      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | 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      | $2591260.55     | 0.01%             | 2035-04-18      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                                 | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       3361000 | PA      | $3435136.94     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       1691000 | PA      | $1758122.06     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LY Corp.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        242700 | NS      | $-7326.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       1586000 | PA      | $1628384.26     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | 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      | $3537237.31     | 0.01%             | 2034-08-01      | 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      | $-830710.86     | -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      | $1152502.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Short            | DBT              | CORP              | US        |       -652000 | PA      | $-651619.43     | -0.00%            | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                                          | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8523752 | PA      | $2917746.10     | 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        |      11315000 | PA      | $13450449.31    | 0.03%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QH9, Class A1                                                                                            | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        525083 | PA      | $437902.52      | 0.00%             | 2037-11-25      | Variable      | 4.17%                 | 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      | $4271529.82     | 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      | $1380200.00     | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                        | Sappi Papier Holding GmbH                                                                                                        | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |       1735000 | PA      | $2009387.96     | 0.00%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -30100 | NS      | $-13132.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinstar Funding LLC                                                             | Coinstar Funding LLC, Series 2017-1A, Class A2                                                                                   | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7340000 | PA      | $6789500.00     | 0.02%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sage Group plc (The)                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        142000 | NS      | $10675.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JD Sports Fashion plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -821700 | NS      | $-94227.33      | -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        |       5228367 | PA      | $5271912.34     | 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        |        937720 | PA      | $938226.37      | 0.00%             | 2031-02-14      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Keurig Dr Pepper, Inc.                                                                                                           | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               |  | US        |         72900 | NS      | $-31683.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |          9581 | NS      | $701904.06      | 0.00%             |  |  |  | No            |                  1 | 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      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class A1RR                                                                                  | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       3135000 | PA      | $3137466.62     | 0.01%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       1403000 | PA      | $1471396.25     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                                                               | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       6600000 | PA      | $7780422.30     | 0.02%             | 2029-02-26      | Variable      | 5.31%                 | 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        |       2106916 | PA      | $1017213.16     | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                                                  | Octagon 57 Ltd., Series 2021-1A, Class C                                                                                         | CUSIP: 67592XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2754227.30     | 0.01%             | 2034-10-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11430000 | PA      | $-5301.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1030949 | PA      | $1211450.88     | 0.00%             | 2033-08-17      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       9110000 | PA      | $-20249.92      | -0.00%            |  |  |  | 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        |       2868752 | PA      | $3884922.17     | 0.01%             | 2065-04-20      | Floating      | 5.20%                 | 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      | $-991.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       2056000 | PA      | $1822727.06     | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250231850 | PA      | $7551528.67     | 0.02%             |  |  |  | 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      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                               | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       2044000 | PA      | $2085558.61     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4687163 | PA      | $-70718.28      | -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      | $1287.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-2, Class B1                                                                              | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4333000 | PA      | $4359143.16     | 0.01%             | 2068-03-25      | Variable      | 7.44%                 | 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        |        278744 | PA      | $278742.28      | 0.00%             | 2037-01-15      | Floating      | 5.82%                 | 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      | $11544068.42    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4050000 | PA      | $12860.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $118106.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      11049300 | PA      | $13733570.52    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                           | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |        700000 | PA      | $753657.32      | 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      | $2254056.13     | 0.01%             | 2056-09-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      11000000 | NS      | $465849.13      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $133047.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |       5215000 | PA      | $5222822.50     | 0.01%             | 2026-02-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class E                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        538000 | PA      | $723758.07      | 0.00%             | 2059-10-23      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $20202.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                       | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       2356000 | PA      | $2906356.45     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                        | RMF Buyout Issuance Trust, Series 2021-HB1, Class M6                                                                             | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4706027 | PA      | $4246979.01     | 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        |       4958005 | PA      | $4475866.97     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          2800 | NC      | $49310.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | ORLEN SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -65700 | NS      | $-56755.69      | -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        |        350894 | PA      | $337397.81      | 0.00%             | 2026-04-16      | Variable      | 16.28%                | No            |                  3 | 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        |       3836761 | PA      | $4511315.09     | 0.01%             | 2032-10-18      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/ZAR Down-and-out barrier option; Barrier price USD 16.70000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      22138000 | PA      | $95843.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       2550520 | PA      | $2994438.01     | 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        |      14030485 | PA      | $10301071.55    | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      15900000 | PA      | $18755582.94    | 0.04%             | 2026-06-22      | Variable      | 3.88%                 | 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      | $16031703.37    | 0.04%             | 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        |       -159500 | NS      | $25291.57       | 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      | $184667.24      | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       7675000 | PA      | $8039562.50     | 0.02%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      42497000 | PA      | $1087638.31     | 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      | $1594063.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                                  | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                                                     | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16500000 | PA      | $16577470.80    | 0.04%             | 2040-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                                         | Barracuda Networks, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |        982323 | PA      | $820122.02      | 0.00%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                       | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       5378000 | PA      | $5674650.48     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                                         | Paramount Skydance Corp., Class B                                                                                                | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |         75211 | NS      | $1422992.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       3813000 | PA      | $4602732.02     | 0.01%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2782278 | PA      | $1147689.68     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     102620000 | PA      | $934005.62      | 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      | $25479918.58    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       2897000 | PA      | $3926579.03     | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        309125 | PA      | $47535.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                              | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       4795000 | PA      | $0.48           | 0.00%             | 2026-06-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      46270000 | PA      | $144193.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      38332186 | PA      | $-683045.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      26000000 | PA      | $30698988.95    | 0.07%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      30107000 | PA      | $30500558.70    | 0.07%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    1698900000 | PA      | $10013498.22    | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6956353.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |        768000 | PA      | $748925.11      | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10729000 | PA      | $85717.46       | 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      | $-404633.45     | -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      | $71364.30       | 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        |       2284776 | PA      | $2157396.34     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       8958000 | PA      | $9342344.06     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                           | Techem Verwaltungsgesellschaft 675 mbH                                                                                           | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2588483.58     | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kuehne + Nagel International AG (Registered)                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6700 | NS      | $-54666.01      | -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        |      14421192 | PA      | $14547362.51    | 0.03%             | 2070-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the EURO STOXX Banks Index is below or at 215.2225 and EURUSD is below or at 1.12956 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4800000 | PA      | $74161.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zoetis, Inc.                                                                                                                     | CUSIP: 98978V103<br>LEI: N/A                  | N/A              | DE               |  | US        |          9700 | NS      | $19323.08       | 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      | $34933863.12    | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11430000 | PA      | $8696.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                                                                     | CUSIP: N9000DAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        912596 | PA      | $909338.41      | 0.00%             | 2032-02-16      | Variable      | 6.69%                 | 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        |       1654000 | PA      | $2236109.67     | 0.01%             | 2031-09-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |         79749 | PA      | $41748.60       | 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      | $4461621.99     | 0.01%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    4336500000 | PA      | $51014055.83    | 0.12%             | 2030-11-13      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                           | TUI AG                                                                                                                           | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |        232983 | NS      | $2125914.92     | 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      | $2318989.95     | 0.01%             | 2034-04-25      | Floating      | 9.57%                 | 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        |       1405979 | PA      | $251115.38      | 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      | $2649872.01     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp.                                                           | VC GB Holdings I Corp., 1st Lien Term Loan                                                                                       | CUSIP: 91823JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        979644 | PA      | $976646.05      | 0.00%             | 2028-07-23      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |       9545000 | PA      | $10897360.11    | 0.02%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11800000 | PA      | $-103824.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Midea Group Co. Ltd., Class H                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         85000 | NS      | $-39590.16      | -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      | $6674568.75     | 0.02%             | 2041-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       3727000 | PA      | $3445702.81     | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Transmissora Alianca de Energia Eletrica SA                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        262300 | NS      | $51628.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Magellan Financial Group Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        267000 | NS      | $-161141.26     | -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      | $16078.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       4726000 | PA      | $5199403.42     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SONIA Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1289 | NC      | $-823433.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      11152000 | PA      | $10899393.59    | 0.02%             | 2053-02-27      | 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      | $-1133.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     227170000 | PA      | $-262404.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19404000000 | PA      | $112924627.65   | 0.26%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broom Holdings Bidco Ltd.                                                        | Broom Holdings Bidco Ltd., Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |       4500000 | PA      | $5287979.90     | 0.01%             | 2028-08-24      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wartsila OYJ Abp                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -50900 | NS      | $-16578.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     265000000 | PA      | $-1280386.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-SS1, Class XA                                                            | CUSIP: 05525JAC7<br>LEI: 5493002AJGYQZUG0NT80 | Long             | ABS-MBS          | CORP              | US        |      19140000 | PA      | $276.96         | 0.00%             | 2035-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      17000000 | PA      | $20081684.14    | 0.05%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM11, Class A1A                                                                                          | CUSIP: 67449BAL7<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |      13870369 | PA      | $13984556.48    | 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        |      14850080 | PA      | $14832408.27    | 0.03%             | 2031-09-29      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       3720000 | PA      | $4347302.99     | 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        |        610251 | PA      | $605844.93      | 0.00%             | 2032-07-30      | Variable      | 6.16%                 | 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        |       6426388 | PA      | $6295542.53     | 0.01%             | 2038-12-27      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8640000 | PA      | $109505.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2023-DELC, Class D                                                                                              | CUSIP: 05610DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        907000 | PA      | $914936.25      | 0.00%             | 2038-05-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Target Corp.                                                                                                                     | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19300 | NS      | $-59816.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     279327928 | PA      | $-5755134.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Corpus Christi Utility System                                            | City of Corpus Christi Utility System, Series 2025                                                                               | CUSIP: 2202455W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7705000 | PA      | $8159674.48     | 0.02%             | 2050-07-15      | Fixed         | 5.25%                 | 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      | $2007744.20     | 0.00%             | 2037-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      25470000 | PA      | $35582.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         20862 | NC      | $-7899871.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                      | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1655000 | PA      | $1745060.14     | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class ER                                                                             | CUSIP: 83012EAE1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |       6500000 | PA      | $6557495.10     | 0.01%             | 2037-01-20      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     113361448 | PA      | $-36970.43      | -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        |       8119073 | PA      | $6771641.26     | 0.02%             | 2046-11-25      | Floating      | 5.88%                 | 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      | $1585200.94     | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       2234000 | PA      | $2435060.00     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                        | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6065233 | PA      | $5965700.34     | 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        |       4000000 | PA      | $4707423.92     | 0.01%             | 2031-07-16      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                                             | Thames Water Super Senior Issuer plc, Series 144*                                                                                | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |        191173 | PA      | $284958.57      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | 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      | $2957301.78     | 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      | $34321368.75    | 0.08%             | 2041-10-15      | Floating      | 7.03%                 | 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      | $3055277.28     | 0.01%             | 2036-09-20      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                                      | Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1                                                                            | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501061.50      | 0.00%             | 2035-01-22      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                             | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6331000 | PA      | $6552958.53     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                        | OHA Credit Funding 5 Ltd., Series 2020-5A, Class ER                                                                              | CUSIP: 67113NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1010989.70     | 0.00%             | 2037-10-18      | Floating      | 9.73%                 | 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      | $70457.41       | 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      | $5594310.94     | 0.01%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7235.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     236700000 | PA      | $11844387.14    | 0.03%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -913280483 | PA      | $-9579.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18940142 | PA      | $10739.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4649238.00     | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        980000 | PA      | $-121232.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4821967 | PA      | $24824.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series N                                                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      12793055 | PA      | $17957927.13    | 0.04%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                      | Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1                                                             | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9405071 | PA      | $9334767.05     | 0.02%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6000000 | PA      | $-10728.05      | -0.00%            |  |  |  | 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        |       9764556 | PA      | $9759255.71     | 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      | $8062113.27     | 0.02%             | 2039-04-25      | Floating      | 3.45%                 | 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      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       6596000 | PA      | $6564326.67     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       4300000 | PA      | $4835198.64     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        100000 | PA      | $102008.60      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GE Vernova, Inc.                                                                                                                 | CUSIP: 36828A101<br>LEI: N/A                  | N/A              | DE               |  | US        |          1700 | NS      | $-50099.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Federal Realty Investment Trust                                                                                                  | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         19900 | NS      | $33575.60       | 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      | $1770280.14     | 0.00%             | 2043-04-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, Delayed Draw 1st Lien Term Loan                                                             | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3845475 | PA      | $3835860.96     | 0.01%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  3 | 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        |        721737 | PA      | $683563.47      | 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        |       1095000 | PA      | $1336339.64     | 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        |       1298412 | PA      | $1020123.33     | 0.00%             | 2037-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FCT Pixel                                                                        | FCT Pixel, Series 2021-1, Class D                                                                                                | CUSIP: N/A<br>LEI: 549300YL2EZ0WMNNP528       | Long             | ABS-O            | CORP              | FR        |         35596 | PA      | $41817.62       | 0.00%             | 2038-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBT65G9<br>LEI: N/A                  | N/A              | DE               |  | US        |           600 | NC      | $804000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermitage 2023 plc                                                               | Hermitage plc, Series 2023-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 213800HDJNNMA7VXZZ69       | Long             | ABS-O            | CORP              | GB        |        749798 | PA      | $1009713.59     | 0.00%             | 2033-09-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        308625 | PA      | $308625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      10380000 | PA      | $9543.99        | 0.00%             |  |  |  | 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      | $1270806.50     | 0.00%             | 2037-04-26      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class A                                                           | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      15291000 | PA      | $15357376.09    | 0.03%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       2055000 | PA      | $2103590.48     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                                | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        199000 | PA      | $197213.40      | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $108250.00      | 0.00%             | 2024-01-27      | Fixed         | 8.00%                 | 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      | $1999952.60     | 0.00%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Chipotle Mexican Grill, Inc.                                                                                                     | CUSIP: 169656105<br>LEI: N/A                  | N/A              | DE               |  | US        |         42000 | NS      | $-46078.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-209031.43     | -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        |      12719000 | PA      | $12610475.13    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc., 1st Lien Term Loan B                                                                                     | CUSIP: 64069JAD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |       1984772 | PA      | $2317125.23     | 0.01%             | 2029-04-11      | Variable      | 6.97%                 | 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        |       4138476 | PA      | $4167967.22     | 0.01%             | 2064-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |        422000 | PA      | $489409.58      | 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      | $13345738.20    | 0.03%             | 2028-06-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       3745000 | PA      | $3836752.50     | 0.01%             | 2028-08-26      | 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      | $1280.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                           | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      13140072 | PA      | $12804494.53    | 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      | $4187975.81     | 0.01%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-TWA, Class A                                                                                     | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7000000 | PA      | $7099855.70     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                                             | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      95867958 | PA      | $93583604.48    | 0.21%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       4893000 | PA      | $5048768.66     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      15515000 | PA      | $15543325.11    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -14850450 | PA      | $-14850450.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                             | AGL Core CLO 36 Ltd., Series 2024-36A, Class X                                                                                   | CUSIP: 00121WAA1<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |       1320000 | PA      | $1319955.25     | 0.00%             | 2038-01-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |     -25070325 | PA      | $-25070325.00   | -0.06%            |  |  |  | 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        |       8990000 | PA      | $9026521.88     | 0.02%             | 2041-12-15      | Floating      | 5.94%                 | 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      | $537.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   62322210000 | PA      | $-127825.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  225153000000 | PA      | $110769.52      | 0.00%             |  |  |  | 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      | $1526342.84     | 0.00%             | 2037-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Carl Zeiss Meditec AG                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19400 | NS      | $64682.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-76, Class JI                                                               | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21185340 | PA      | $3584004.50     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-70612.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class CRR                                                                                         | CUSIP: 55320RAL1<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |       3690000 | PA      | $3698597.70     | 0.01%             | 2028-10-18      | Floating      | 6.79%                 | 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        |      16957590 | PA      | $17176112.09    | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class B                                                                          | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5960000 | PA      | $5903725.68     | 0.01%             | 2031-12-22      | Fixed         | 2.80%                 | 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      | $1174402.21     | 0.00%             | 2036-09-14      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        612150 | PA      | $43409.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48020000 | PA      | $-37465.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $358.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1038728.00     | 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      | $-615756.03     | -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      | $18322098.24    | 0.04%             | 2038-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Worley Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        104600 | NS      | $-27752.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2021-2A, Class A                                                                                | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       3946288 | PA      | $3764188.50     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       6900000 | PA      | $7846100.28     | 0.02%             | 2027-10-23      | 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      | $902.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., 1st Lien Term Loan B1                                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11939850 | PA      | $11383930.16    | 0.03%             | 2029-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |       3000000 | PA      | $2544750.00     | 0.01%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       5141000 | PA      | $5197551.00     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                           | First Brands Group LLC, 1st Lien Term Loan                                                                                       | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1460436 | PA      | $539043.78      | 0.00%             | 2027-03-30      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sofina SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3400 | NS      | $15098.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Bank Holdings plc                                                          | Metro Bank Holdings plc                                                                                                          | CUSIP: N/A<br>LEI: 984500CDDEAD6C2EDQ64       | Long             | DBT              | CORP              | GB        |       4331000 | PA      | $6649977.71     | 0.02%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                    | Hays Consolidated Independent School District, Series 2025                                                                       | CUSIP: 421111AW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6160000 | PA      | $6559203.92     | 0.01%             | 2050-02-15      | Fixed         | 5.25%                 | 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        |       3015978 | PA      | $2646170.92     | 0.01%             | 2036-12-25      | Floating      | 4.63%                 | 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      | $-2819.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1814084000 | PA      | $1759403607.96  | 3.99%             | 2055-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        212841 | NS      | $16196159.34    | 0.04%             |  |  |  | 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      | $7275881.25     | 0.02%             | 2041-11-15      | Floating      | 5.64%                 | 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        |        984496 | PA      | $967513.57      | 0.00%             | 2027-10-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Preferred & Income Securities ETF                                                                                        | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -815000 | NS      | $391200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                                                          | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8386000 | PA      | $7977183.34     | 0.02%             | 2036-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Anduril Investors LLC                                                            | Anduril Investors LLC, Series G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        176206 | NS      | $7203301.28     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| 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      | $2670106.35     | 0.01%             | 2063-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2551614995 | PA      | $140128401.44   | 0.32%             | 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        |       8562048 | PA      | $8533536.19     | 0.02%             | 2031-02-06      | Variable      | 6.41%                 | 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      | $105000.00      | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                                   | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $14775000.00    | 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      | $27944019.99    | 0.06%             | 2028-07-10      | Variable      | 11.16%                | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      17030000 | PA      | $17762290.00    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                         | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       1907000 | PA      | $1966593.75     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000000 | PA      | $37204101.45    | 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      | $1752623.66     | 0.00%             | 2073-12-16      | Floating      | 5.97%                 | 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      | $26123025.94    | 0.06%             | 2034-03-15      | Floating      | 8.15%                 | 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      | $2065017.60     | 0.00%             | 2038-07-17      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2545877.14     | 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        |       6478000 | PA      | $5826223.80     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |      36905981 | NS      | $36905981.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2960000 | PA      | $589.03         | 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        |       1890715 | PA      | $519181.33      | 0.00%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | W R Berkley Corp.                                                                                                                | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -28700 | NS      | $-92127.00      | -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      | $4023430.24     | 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        |         38000 | NS      | $71294.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp., Class A                                                                                                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        456024 | NS      | $34821992.64    | 0.08%             |  |  |  | No            |                  1 | 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      | $1012308.00     | 0.00%             | 2037-04-16      | Floating      | 10.62%                | 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      | $1146394.35     | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | 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      | $2001475.26     | 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      | $-135518.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       2600000 | PA      | $3102551.75     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                  | ICG US CLO Ltd., Series 2022-1A, Class AR                                                                                        | CUSIP: 44933EAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9480000 | PA      | $9480000.00     | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       1448000 | PA      | $1483202.33     | 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        |        141700 | NS      | $-30351.22      | -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      | $3807209.34     | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A                                                 | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        908379 | PA      | $908094.89      | 0.00%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           951 | NC      | $6978.26        | 0.00%             |  |  |  | No            |                  1 | 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      | $1025100.00     | 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        |        990000 | PA      | $955350.00      | 0.00%             | 2031-08-05      | Variable      | 8.25%                 | 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        |      12312000 | PA      | $8139192.36     | 0.02%             | 2033-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      11496000 | PA      | $14519619.91    | 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        |       3962647 | PA      | $4696031.49     | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1664000 | PA      | $1375985.53     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL                 | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class E                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        872710 | PA      | $1033293.98     | 0.00%             | 2039-11-15      | Floating      | 5.88%                 | 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      | 8.70%                 | No            |                  3 | On Loan: No      |
| Acropole Holding SAS                                                             | Acropole Holding SAS, Facility 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000887 | PA      | $3534007.58     | 0.01%             | 2032-07-23      | Variable      | 5.50%                 | No            |                  2 | 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      | $2722116.17     | 0.01%             | 2027-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| ACE Securities Manufactured Housing Loan Trust                                   | ACE Securities Manufactured Housing Loan Trust, Series 2003-MH1, Class B2                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        718177 | PA      | $688296.41      | 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        |       2785951 | PA      | $2608257.12     | 0.01%             | 2036-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |        293000 | PA      | $293116.03      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                                 | Tongyang Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |       5000000 | PA      | $5214775.00     | 0.01%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class F                                                                              | CUSIP: 15033AAE6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1878979.00     | 0.00%             | 2031-01-20      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      25800000 | PA      | $16851462.28    | 0.04%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       5100000 | PA      | $5100000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1430000 | PA      | $1467019.84     | 0.00%             | 2029-08-01      | 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      | $-2415260.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625H100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          5700 | NS      | $17084.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Prudential Financial, Inc.                                                                                                       | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               |  | US        |         22200 | NS      | $18670.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  144466000000 | PA      | $8758989.62     | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                                       | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11101388 | PA      | $7499180.69     | 0.02%             | 2037-05-25      | Floating      | 4.47%                 | 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      | $-2294.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1474286 | PA      | $140854.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6435000 | PA      | $303175.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       2072000 | PA      | $2030437.96     | 0.00%             | 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      | $5509853.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albea Beauty Holdings SA                                                         | Albea Beauty Holdings SARL, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       3000000 | PA      | $3503059.95     | 0.01%             | 2027-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       1740000 | PA      | $1725885.12     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6300 | NS      | $1849.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5430000 | PA      | $25971.56       | 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        |       3699210 | PA      | $1614434.07     | 0.00%             | 2036-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class C                                                                         | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2008200.00     | 0.00%             | 2032-08-08      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      13548000 | PA      | $19420689.15    | 0.04%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                              | Sandstone Peak Ltd., Series 2021-1A, Class A1R                                                                                   | CUSIP: 800130AN6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6006495.60     | 0.01%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                              | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3056427 | PA      | $2750784.44     | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | 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      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      20264000 | NS      | $55523360.00    | 0.13%             |  |  |  | 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      | $523642.67      | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | 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      | $278934.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                       | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2529507.58     | 0.01%             | 2030-02-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $5255973.94     | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $226.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       1128000 | PA      | $1162670.24     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2366000 | PA      | $2390850.10     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       2387000 | PA      | $2457609.85     | 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        |     199184562 | PA      | $5466419.32     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUTCHMED China Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9831 | NS      | $152.50         | 0.00%             |  |  |  | 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        |       2425259 | PA      | $2429504.53     | 0.01%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2034                                                                                                        | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       4759000 | PA      | $4536096.53     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $2089905.81     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       1252000 | PA      | $1276325.11     | 0.00%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164596603 | PA      | $-344782.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |        928000 | PA      | $1255490.70     | 0.00%             | 2033-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | Agence France Locale                                                                                                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      10100000 | PA      | $12403591.32    | 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      | $6127559.38     | 0.01%             | 2041-06-15      | Floating      | 5.79%                 | 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      | $500869.60      | 0.00%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-61406.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |        789000 | PA      | $778283.01      | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                                    | Modernland Overseas Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      13746053 | PA      | $4572761.99     | 0.01%             | 2027-04-30      | 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      | $530882.86      | 0.00%             |  |  |  | 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        |       6221152 | PA      | $3485012.76     | 0.01%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       2097300 | PA      | $2732.72        | 0.00%             |  |  |  | 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        |     122767320 | PA      | $123335830.98   | 0.28%             | 2055-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2021-2A, Class D1                                                                                     | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1550000 | PA      | $1557135.74     | 0.00%             | 2034-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Chailease Holding Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -186344 | NS      | $26395.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Finance plc                                                               | Diageo Finance plc                                                                                                               | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      22294000 | PA      | $26319626.36    | 0.06%             | 2031-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        586000 | PA      | $618230.00      | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sembcorp Industries Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -404285 | NS      | $47639.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -42222000 | PA      | $-184516.75     | -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      | $963608.09      | 0.00%             | 2062-01-27      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2340000 | PA      | $2205521.14     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | Carlsberg Breweries A/S                                                                                                          | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      11449000 | PA      | $13480510.41    | 0.03%             | 2032-02-28      | Fixed         | 3.25%                 | 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        |       5350000 | PA      | $5362265.95     | 0.01%             | 2038-10-25      | Floating      | 5.38%                 | 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      | $135524.92      | 0.00%             | 2035-08-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                                    | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                                                                       | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6777022.95     | 0.02%             | 2039-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15576000 | PA      | $3813103.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                                               | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                         | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11671350 | PA      | $11656760.81    | 0.03%             | 2032-03-19      | Variable      | 7.91%                 | 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      | $645995.18      | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        188000 | PA      | $177326.69      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       2708000 | PA      | $2823225.40     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       2967000 | PA      | $3074396.53     | 0.01%             | 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      | $1032172.38     | 0.00%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G                                                              | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4418000 | PA      | $4454007.58     | 0.01%             | 2039-12-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                                | Cairn CLO XVI DAC, Series 2023-16A, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |       1520000 | PA      | $1794941.40     | 0.00%             | 2037-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class C                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        665857 | PA      | $798922.64      | 0.00%             | 2040-01-27      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1172280 | PA      | $1205096.03     | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | 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      | $1707115.20     | 0.00%             |  |  |  | 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      | $11530266.85    | 0.03%             | 2039-08-15      | Floating      | 6.50%                 | 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      | $6854553.84     | 0.02%             | 2038-01-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      17450000 | PA      | $17591781.25    | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | 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      | $6293804.66     | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Schatz                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -4782 | NC      | $281765.82      | 0.00%             |  |  |  | No            |                  1 | 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      | $3107060.00     | 0.01%             | 2028-02-28      | None          | 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      | $-447584.97     | -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      | $1541167.45     | 0.00%             | 2038-12-14      | Floating      | 3.63%                 | 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        |       1288714 | PA      | $668792.05      | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | 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      | $-16825.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      46230000 | PA      | $-210321.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4096.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                       | RRE 18 Loan Management DAC, Series 18X, Class A1                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6752085.68     | 0.02%             | 2039-04-15      | Floating      | 3.50%                 | 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      | $859130.50      | 0.00%             | 2028-08-15      | Variable      | 7.66%                 | 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        |        120412 | PA      | $114737.24      | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       9000000 | PA      | $6028550.19     | 0.01%             | 2055-03-31      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14200 | NS      | $-804.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     128608984 | PA      | $80616.12       | 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      | $3188019.48     | 0.01%             | 2040-01-21      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           676 | NC      | $190874.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         63464 | NS      | $310352.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                               | CarVal CLO VC Ltd., Series 2021-2A, Class D                                                                                      | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501529.20      | 0.00%             | 2034-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        116435 | NS      | $1.16           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                                            | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4167767 | PA      | $4162348.82     | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      17900000 | PA      | $96973.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       3091000 | PA      | $2652201.64     | 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        |       1269783 | PA      | $731073.22      | 0.00%             | 2047-06-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |         18964 | PA      | $8775.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       3878000 | PA      | $3851215.43     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class B                                                                             | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5615000 | PA      | $5630792.19     | 0.01%             | 2041-06-15      | Floating      | 6.74%                 | 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      | $1475549.86     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       1642000 | PA      | $1650158.77     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150053000 | PA      | $67070.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        807000 | PA      | $952156.77      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                             | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |        250000 | PA      | $225489.18      | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Generate CLO 22 Ltd.                                                             | Generate CLO 22 Ltd., Series 2025-22A, Class A                                                                                   | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      31500000 | PA      | $31610313.00    | 0.07%             | 2038-07-20      | Floating      | 5.65%                 | 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      | $1576995.19     | 0.00%             | 2036-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7375667.63     | 0.02%             | 2032-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                  | French Republic                                                                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      21185000 | PA      | $24337097.93    | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH                                                         | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |       3000000 | PA      | $3534266.19     | 0.01%             | 2028-11-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA, Series NC5.                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      28800000 | PA      | $33259704.93    | 0.08%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCSK Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -66400 | NS      | $189751.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                                  | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12353686 | PA      | $12632051.41    | 0.03%             | 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        |     124475921 | PA      | $128271415.89   | 0.29%             | 2055-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      30750000 | PA      | $36026437.30    | 0.08%             | 2034-09-03      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       3269000 | PA      | $2709183.75     | 0.01%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class B                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       2731567 | PA      | $3226610.23     | 0.01%             | 2034-03-21      | Floating      | 3.23%                 | 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      | $1410753.03     | 0.00%             | 2070-08-25      | Variable      | 7.51%                 | 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        |        195717 | PA      | $229774.49      | 0.00%             | 2049-10-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     150000000 | PA      | $237691.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Align Technology, Inc.                                                                                                           | CUSIP: 016255101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -8500 | NS      | $43372.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2879000 | PA      | $2850625.21     | 0.01%             | 2026-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                                   | Edge Finco plc                                                                                                                   | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      19970000 | PA      | $28636996.69    | 0.06%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      22000000 | PA      | $-92012.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1275958.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       2220000 | PA      | $1555398.60     | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     121270000 | PA      | $87358491.84    | 0.20%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |     -14618925 | PA      | $-14618925.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Iberdrola SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -238000 | NS      | $-145255.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        785000 | PA      | $37039.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas A&M University                                                             | Texas A&M University, Series 2017B                                                                                               | CUSIP: 88213AKE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5965000 | PA      | $5872073.12     | 0.01%             | 2027-05-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                                  | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       9460000 | PA      | $11070419.49    | 0.03%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Steadfast Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -387800 | NS      | $47713.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     242415000 | PA      | $1579651.76     | 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        |        290361 | PA      | $272358.62      | 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        |      12900000 | PA      | $16416125.08    | 0.04%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                                                      | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3389746 | PA      | $2586453.53     | 0.01%             | 2036-10-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8890000 | PA      | $45797.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc., 1st Lien Term Loan                                                                                                 | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        459810 | PA      | $452011.62      | 0.00%             | 2030-05-30      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                                   | Cotiviti, Inc., 1st Lien Term Loan B                                                                                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       1283034 | PA      | $1258976.91     | 0.00%             | 2031-05-01      | Variable      | 7.03%                 | 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        |      14696000 | PA      | $19217953.06    | 0.04%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  327430583040 | PA      | $-212825.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                                   | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6500000 | PA      | $5298905.30     | 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      | $4428753.85     | 0.01%             | 2031-08-20      | Floating      | 5.22%                 | 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      | $572847.14      | 0.00%             | 2037-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                      | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                                                           | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |       4146431 | PA      | $4158872.37     | 0.01%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MongoDB, Inc.                                                                                                                    | CUSIP: 00CC3SW36<br>LEI: N/A                  | N/A              | DE               |  | US        |           450 | NC      | $256500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amber Finco plc                                                                  | Amber Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       3344000 | PA      | $4126466.55     | 0.01%             | 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        |        602000 | PA      | $604709.00      | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                        | Starz Entertainment Corp.                                                                                                        | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |         64848 | NS      | $955211.04      | 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      | $62500.00       | 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        |      23530542 | PA      | $22723208.82    | 0.05%             | 2028-08-18      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                             | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |       8400000 | PA      | $9845912.36     | 0.02%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -224100 | NS      | $198569.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       9070000 | PA      | $10666776.64    | 0.02%             | 2039-04-16      | Floating      | 3.38%                 | 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        |      13031778 | PA      | $13331365.97    | 0.03%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1615000 | PA      | $-1615000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                         | VanEck Semiconductor ETF                                                                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |         37520 | NS      | $12245027.20    | 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        |         50778 | NS      | $376380.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3162000 | PA      | $-37581.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 56M Ltd.                                              | Golub Capital Partners CLO 56M, Series 2021-56A, Class A                                                                         | CUSIP: 38172RAA0<br>LEI: 254900USRB9E93ZL9H60 | Long             | ABS-CBDO         | CORP              | US        |       6250000 | PA      | $6269487.50     | 0.01%             | 2033-10-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class AX1                                                                          | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176869639 | PA      | $1801700.27     | 0.00%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Iberdrola SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        476000 | NS      | $241474.55      | 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        |       2009000 | PA      | $2133282.77     | 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        |        127000 | PA      | $132230.86      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanrio Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      10000000 | NS      | $12063975.39    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B2                                                                         | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2658200 | PA      | $2708703.67     | 0.01%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fujitsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -98700 | NS      | $158751.42      | 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      | $3257792.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       7525000 | PA      | $1663025.00     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       2813000 | PA      | $3396660.77     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7710000 | PA      | $1913944.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7287448.00     | 0.02%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                               | Poste Italiane SpA                                                                                                               | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |       4860000 | PA      | $5491912.39     | 0.01%             | 2029-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 44 Ltd.                                                                  | AGL CLO 44 Ltd., Series 2025-44A, Class C                                                                                        | CUSIP: 00121RAE4<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6237549.92     | 0.01%             | 2037-10-22      | Floating      | 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      | $8675.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        170000 | PA      | $169900.77      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        366000 | PA      | $365778.94      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1519051.77     | 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      | $-598806.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       1525000 | PA      | $1418331.44     | 0.00%             | 2031-02-15      | 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      | $-172975.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL3, Class A3B                                                                       | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5274741 | PA      | $3690859.81     | 0.01%             | 2045-07-25      | Floating      | 4.44%                 | 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        |      65703230 | PA      | $65697973.74    | 0.15%             | 2054-09-25      | Floating      | 5.36%                 | 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      | $-487258.28     | -0.00%            |  |  |  | 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        |       9750000 | PA      | $9795208.80     | 0.02%             | 2038-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        879000 | PA      | $879000.00      | 0.00%             |  |  |  | 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      | $1003087.30     | 0.00%             | 2039-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |        372000 | PA      | $311550.00      | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                                              | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126326078 | PA      | $396499.66      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6002000 | PA      | $4158835.26     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2024-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |       1786000 | PA      | $2405308.56     | 0.01%             | 2031-09-16      | Floating      | 5.32%                 | 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      | $5050000.00     | 0.01%             | 2028-12-12      | Variable      | 7.50%                 | 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      | $3006661.20     | 0.01%             | 2038-10-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Harmony Gold Mining Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         65900 | NS      | $195649.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                            | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                                   | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3016000 | PA      | $3072174.81     | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | 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        |      14720000 | PA      | $14752913.92    | 0.03%             | 2038-07-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       4950000 | PA      | $5240812.50     | 0.01%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                                        | Auto ABS Spanish Loans FT, Series 2024-1, Class A                                                                                | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |       9473636 | PA      | $11158414.49    | 0.03%             | 2038-09-28      | Floating      | 2.75%                 | 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      | $3593662.50     | 0.01%             | 2034-09-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                              | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $4962600.00     | 0.01%             | 2026-01-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       3872000 | PA      | $4620531.85     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE4, Class 2A2                                                     | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11953963 | PA      | $2990310.13     | 0.01%             | 2036-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      49173158 | PA      | $12090117.94    | 0.03%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       2494000 | PA      | $2696640.37     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | 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      | $3005718.30     | 0.01%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVIII Ltd.                                          | Benefit Street Partners CLO XXVIII Ltd., Series 2022-28A, Class AR                                                               | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |       1220000 | PA      | $1223846.90     | 0.00%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                                              | Generate CLO 7 Ltd., Series 7A, Class A1R                                                                                        | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |       1972000 | PA      | $1978639.13     | 0.00%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanofi SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         30800 | NS      | $42645.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class B                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |        174368 | PA      | $204537.18      | 0.00%             | 2044-12-24      | Floating      | 2.66%                 | 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      | $1183784.05     | 0.00%             | 2032-12-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1433 | NC      | $-6448.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                                                                           | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9934015 | PA      | $9961104.90     | 0.02%             | 2062-09-25      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS Trust, Series 2024-TI, Class A                                                                                             | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4830000 | PA      | $4901951.54     | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      11105000 | PA      | $11744759.05    | 0.03%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       2854000 | PA      | $2584491.16     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust, Series 2024-LXRY, Class A                                                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38145000 | PA      | $38192681.25    | 0.09%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class B                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        289318 | PA      | $339507.46      | 0.00%             | 2039-01-31      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bureau Veritas SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         27200 | NS      | $30502.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       4771000 | PA      | $4975413.50     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45611.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        934000 | PA      | $899299.19      | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         63008 | PA      | $53714.66       | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II Sarl                                                 | PRA Group Europe Holding II Sarl                                                                                                 | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |       5858000 | PA      | $6758925.93     | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      64768000 | PA      | $77002026.98    | 0.17%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                        | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       3568000 | PA      | $3745276.08     | 0.01%             | 2030-08-15      | 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      | $-993861.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-85, Class IK                                                               | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5306368 | PA      | $900430.66      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        100000 | PA      | $111750.99      | 0.00%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                       | Siemens AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |          2529 | NS      | $682774.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Techtronic Industries Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         64000 | NS      | $14597.73       | 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      | $3394552.17     | 0.01%             | 2030-07-31      | 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      | $-26814.98      | -0.00%            |  |  |  | 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      | $500470.00      | 0.00%             | 2031-05-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       7200000 | PA      | $9268178.35     | 0.02%             | 2083-09-25      | Variable      | 7.00%                 | 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        |      19063000 | PA      | $19062878.00    | 0.04%             | 2065-06-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                                 | Boluda Towage SL, Facility 1st Lien Term Loan B3                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4513000 | PA      | $5330596.48     | 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      | $4706860.37     | 0.01%             | 2028-09-29      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $148242.35      | 0.00%             |  |  |  | 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      |
| N/A                                                                              | Cosmo Energy Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         56800 | NS      | $-47444.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Care Bidco SAS                                                                   | Care Bidco SAS, Facility 1st Lien Term Loan B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4735319.34     | 0.01%             | 2028-11-06      | Variable      | 5.75%                 | No            |                  2 | 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      | $3000000.00     | 0.01%             | 2038-10-20      | Floating      | 6.71%                 | No            |                  3 | 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        |        838027 | PA      | $556567.86      | 0.00%             | 2037-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12380809 | PA      | $4502.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        233000 | PA      | $236070.47      | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     811740266 | PA      | $119527.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |       3115000 | PA      | $3520652.99     | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL                                           | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13329368 | PA      | $13351659.16    | 0.03%             | 2054-06-20      | Floating      | 5.54%                 | 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      | $-4037.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -116594499 | PA      | $-121654.53     | -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      | $2495787.55     | 0.01%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HoldCo 4 Ltd.                                                         | VMED O2 UK HoldCo 4 Ltd., Facility 1st Lien Term Loan Z                                                                          | CUSIP: G9368PBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4707095.18     | 0.01%             | 2031-10-15      | Variable      | 5.30%                 | 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      | $4897500.00     | 0.01%             | 2026-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                | State of New York, Series 2019B                                                                                                  | CUSIP: 649791PX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11215000 | PA      | $10361470.84    | 0.02%             | 2032-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        250000 | PA      | $229417.50      | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | 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      | $-3991.84       | -0.00%            |  |  |  | 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        |        405749 | PA      | $403860.62      | 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        |      57087091 | PA      | $57357774.85    | 0.13%             | 2054-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-LC23, Class A4                                                                            | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        938010 | PA      | $936782.81      | 0.00%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     267710000 | PA      | $12425547.14    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daiwa Securities Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        209300 | NS      | $-11781.62      | -0.00%            |  |  |  | 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      | $1618028.83     | 0.00%             | 2066-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6103000 | PA      | $14943.54       | 0.00%             |  |  |  | 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      | $2508019.25     | 0.01%             | 2038-01-23      | 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      | $2890.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp., 1st Lien Term Loan B                                                                             | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        265000 | PA      | $262824.35      | 0.00%             | 2032-07-23      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Colgate-Palmolive Co.                                                                                                            | CUSIP: 194162103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         18900 | NS      | $-2024.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Insight M, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      13198015 | NS      | $927820.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30891000000 | PA      | $395395.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       1251809 | PA      | $1290552.49     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      19300000 | PA      | $20786100.00    | 0.05%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61997580997 | PA      | $5009944.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      19517100 | PA      | $4728216.44     | 0.01%             |  |  |  | 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        |      10614414 | PA      | $12494752.50    | 0.03%             | 2031-07-30      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        322221 | PA      | $1782539.20     | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303381.79     | -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        |        999315 | PA      | $992029.52      | 0.00%             | 2032-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zensho Holdings Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -20500 | NS      | $18389.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       5100000 | PA      | $6093909.95     | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gregory-Portland Independent School District                                     | Gregory-Portland Independent School District, Series 2025                                                                        | CUSIP: 397586UB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $17084973.48    | 0.04%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                       | CSMC Mortgage-Backed Trust, Series 2006-4, Class 1A3                                                                             | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        631239 | PA      | $324698.90      | 0.00%             | 2036-05-25      | 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      | $167.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684166 | PA      | $-4984773.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       1111000 | PA      | $1110620.59     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust, Series 2025-DC, Class E                                                                         | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6082000 | PA      | $6183796.87     | 0.01%             | 2040-07-15      | Variable      | 7.98%                 | 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        |       3476564 | PA      | $4101422.89     | 0.01%             | 2038-09-28      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                                     | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |       2141353 | PA      | $2188159.56     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5991000 | PA      | $-387.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The), Series K                                                                                             | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       1154000 | PA      | $1148593.51     | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                        | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | DBT              | CORP              | CA        |       -100000 | PA      | $-102381.85     | -0.00%            | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1744300000000 | PA      | $107281693.06   | 0.24%             | 2035-07-15      | 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      | $-33768.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      72444000 | PA      | $-5518.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                     | New York City Transitional Finance Authority Future Tax Secured, Series 2019B, Sub-Series B-3                                    | CUSIP: 64971XGG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11870000 | PA      | $11693412.56    | 0.03%             | 2031-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class BR                                                                       | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004020.00     | 0.00%             | 2031-07-27      | Floating      | 6.13%                 | 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      | $1895465.41     | 0.00%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -125925000 | PA      | $-636307.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      39346000 | PA      | $47246180.71    | 0.11%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEC Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -48200 | NS      | $-34684.25      | -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        |       3990000 | PA      | $4490107.18     | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                         | Regatta XXV Funding Ltd., Series 2023-1A, Class A1R                                                                              | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5021361.00     | 0.01%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2631000000 | PA      | $25048.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO VII Ltd.                                                            | Trestles CLO VII Ltd., Series 2024-7A, Class A1                                                                                  | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11036301.10    | 0.03%             | 2037-10-25      | Floating      | 5.70%                 | 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        |      36975406 | PA      | $6273990.58     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       1548000 | PA      | $1540262.94     | 0.00%             | 2026-09-30      | 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      | $-73.73         | -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        |        609000 | PA      | $609000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8096718.42     | 0.02%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  391741000000 | PA      | $93271131.37    | 0.21%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Liberty                                                                          | Liberty, Series 2024-1A, Class A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1804045 | PA      | $1197890.85     | 0.00%             | 2032-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        871000 | PA      | $983104.91      | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1788000 | PA      | $1663608.12     | 0.00%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mediobanca Banca di Credito Finanziario SpA                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         40900 | NS      | $-228685.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                        | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                                                                              | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      24220000 | PA      | $24312704.47    | 0.06%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | NUSS              | AU        |       8000000 | PA      | $5422869.71     | 0.01%             | 2035-03-06      | Fixed         | 5.35%                 | 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        |       2996380 | PA      | $2542189.25     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       4876000 | PA      | $5759015.80     | 0.01%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2024-1A, Class E                                                                                      | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2033716.40     | 0.00%             | 2038-01-25      | Floating      | 10.57%                | 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        |       3653969 | PA      | $3690028.56     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class A                                                                                 | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52066294 | PA      | $52027655.45    | 0.12%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4150000 | PA      | $21379.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  292703096960 | PA      | $-214069.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        415345 | PA      | $74705619.01    | 0.17%             | 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        |      11083582 | PA      | $11136683.52    | 0.03%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Riverbank Park CLO Ltd.                                                          | Riverbank Park CLO Ltd., Series 2024-1A, Class E                                                                                 | CUSIP: 76857KAA7<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3517482.85     | 0.01%             | 2038-01-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2025A                                                                            | CUSIP: 576000E41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9925000 | PA      | $10368360.64    | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249476024 | PA      | $-12589413.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2025-1A, Class E                                                                                  | CUSIP: 69703UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000315.30     | 0.00%             | 2038-04-20      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2023-1X, Class B                                                                        | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       4377000 | PA      | $5985116.47     | 0.01%             | 2031-11-15      | Floating      | 6.67%                 | 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      | $4040284.60     | 0.01%             | 2033-07-15      | Floating      | 5.02%                 | 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      | $2471634.24     | 0.01%             | 2032-10-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                                                          | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5504000 | PA      | $5510812.30     | 0.01%             | 2041-10-15      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         38498 | NS      | $4408021.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-86.10         | -0.00%            |  |  |  | No            |                  2 | 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      | $4651083.73     | 0.01%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3496000 | PA      | $-161123.52     | -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      | $2562913.47     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1284000 | PA      | $1349805.00     | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                             | Periama Holdings LLC                                                                                                             | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $11540250.00    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        703000 | PA      | $719520.50      | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                            | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       9854000 | PA      | $9609229.60     | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp., Series 144*                                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       8611000 | PA      | $8619968.70     | 0.02%             | 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        |       7580000 | PA      | $5153968.46     | 0.01%             | 2054-12-11      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                            | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       2595000 | PA      | $2605654.34     | 0.01%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -824 | NC      | $-329486.56     | -0.00%            |  |  |  | No            |                  1 | 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      | $16146720.14    | 0.04%             | 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        |        513211 | PA      | $513744.82      | 0.00%             | 2030-11-01      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $615.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3483851 | PA      | $47773.37       | 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      | $153760.05      | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-8, Class B1                                                                                | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2315000 | PA      | $2306251.15     | 0.01%             | 2067-08-25      | 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      | $37210.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8500000 | PA      | $-6417.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron Uk Finance Plc, 1st Lien Term Loan                                                                                        | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      14676506 | PA      | $17281783.17    | 0.04%             | 2031-10-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     597999148 | PA      | $1222364.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      43703800 | PA      | $-242862.93     | -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        |      13117316 | PA      | $367330.75      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40310000 | PA      | $11813.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8886000 | PA      | $-184374.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -150891308 | PA      | $-214872.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      15503589 | PA      | $20954530.15    | 0.05%             | 2035-02-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-1X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |        564000 | PA      | $760416.12      | 0.00%             | 2034-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $804554.56      | 0.00%             |  |  |  | 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        |        732913 | PA      | $692602.63      | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9090909 | PA      | $-80754.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |          3668 | NS      | $909289.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      12645000 | PA      | $12694398.96    | 0.03%             | 2055-08-03      | 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      | $1805.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc., Class A                                                                                                         | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        131565 | NS      | $18004670.25    | 0.04%             |  |  |  | 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      | $3226580.03     | 0.01%             | 2067-09-22      | Floating      | 5.12%                 | 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        |      49799274 | PA      | $19487700.77    | 0.04%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                                              | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3550922 | PA      | $1589538.94     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7251000 | PA      | $7471665.33     | 0.02%             | 2032-10-01      | 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      | $234115.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Odido Holding BV                                                                 | Odido Holding BV, Facility 1st Lien Term Loan B2                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4711697.46     | 0.01%             | 2029-03-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $471592.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $40422.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1011165.00     | 0.00%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                                  | Octagon 66 Ltd., Series 2022-1A, Class A1R                                                                                       | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2650000 | PA      | $2653882.78     | 0.01%             | 2036-11-16      | Floating      | 5.94%                 | 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      | $51331.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6146000 | PA      | $54817.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KWG Group Holdings Ltd.                                                          | KWG Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |       2000000 | PA      | $125000.00      | 0.00%             | 2024-11-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1496000 | PA      | $1529959.20     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     306486719 | PA      | $-362998.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24052.75      | -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      | $12230792.40    | 0.03%             | 2041-11-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-112803.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1540000 | PA      | $1705817.80     | 0.00%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1331397 | PA      | $1562360.79     | 0.00%             | 2033-08-17      | Floating      | 3.43%                 | 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        |        628788 | PA      | $746167.02      | 0.00%             | 2041-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      25552000 | PA      | $25270965.31    | 0.06%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GS Yuasa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -42500 | NS      | $-957.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                                    | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                                                | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |        937344 | PA      | $925495.59      | 0.00%             | 2030-03-18      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1049600 | PA      | $585152.00      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 4 Ltd.                                                      | Diameter Capital CLO 4 Ltd., Series 2022-4A, Class A1R                                                                           | CUSIP: 25255NAQ1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6766517.25     | 0.02%             | 2037-01-15      | Floating      | 6.15%                 | 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      | $1183732.03     | 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        |      37843204 | PA      | $-22566.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3940000 | PA      | $300775.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               |  | GB        |           600 | NS      | $-34716.00      | -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      | $-21864.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2264106.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                               | Cervantes Bidco SL, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       3853998 | PA      | $4546776.81     | 0.01%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                        | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1SU                                                             | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       4020000 | PA      | $4017990.00     | 0.01%             | 2045-04-11      | Floating      | 5.51%                 | No            |                  3 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |      19230000 | PA      | $19059045.30    | 0.04%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       9388000 | PA      | $8686810.28     | 0.02%             | 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      | $4638941.85     | 0.01%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dassault Systemes SE                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         40800 | NS      | $74602.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17864000 | PA      | $37613.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA11, Class A4                                                                               | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2767534 | PA      | $2598113.04     | 0.01%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nihon Kohden Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        150700 | NS      | $-69702.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Short            | RA               | CORP              | US        |     -17711750 | PA      | $-17711750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1270 | NC      | $-59531.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Draegerwerk AG & Co. KGaA                                                        | Draegerwerk AG & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |         30094 | NS      | $2239956.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indicor LLC                                                                      | Indicor LLC, 1st Lien Term Loan D                                                                                                | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1820827 | PA      | $1822356.57     | 0.00%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                                | Cairn CLO XVI DAC, Series 2023-16A, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |        939000 | PA      | $1109277.73     | 0.00%             | 2037-01-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Continental AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -20100 | NS      | $-9225.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2271970.72     | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        332000 | PA      | $318350.35      | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | 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      | $12564484.41    | 0.03%             | 2055-07-20      | Floating      | 6.25%                 | 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        |       8928197 | PA      | $8925407.31     | 0.02%             | 2039-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31584.79      | -0.00%            |  |  |  | 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      | $3370354.40     | 0.01%             | 2047-02-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8450000 | PA      | $-14515.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $217601.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       3047000 | PA      | $3110225.25     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                        | Arini European CLO II DAC, Series 2X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6754204.75     | 0.02%             | 2038-04-15      | Floating      | 3.58%                 | 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      | $6174776.18     | 0.01%             | 2037-05-17      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       6219000 | PA      | $7662472.16     | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       2766000 | PA      | $2448748.10     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | 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      | $1571622.37     | 0.00%             | 2038-01-15      | Floating      | 5.13%                 | 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        |     260496128 | PA      | $639413.80      | 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      | $1411984.54     | 0.00%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            |  | RF                | US        |      -1608000 | NS      | $-130553520.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Webuild SpA                                                                      | Webuild SpA                                                                                                                      | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |      -2970000 | PA      | $-3510447.87    | -0.01%            | 2027-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                            | Muangthai Capital PCL                                                                                                            | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       7700000 | PA      | $7796250.00     | 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        |       2100000 | PA      | $2466861.03     | 0.01%             | 2043-12-16      | Floating      | 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      | $719226.71      | 0.00%             | 2043-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-1, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1900000 | PA      | $2233106.38     | 0.01%             | 2038-01-14      | Floating      | 2.88%                 | 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      | $6077169.64     | 0.01%             | 2066-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4                                                                      | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        536284 | PA      | $525422.79      | 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      | $3001267.03     | 0.01%             | 2048-06-28      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                                  | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       2616000 | PA      | $2703918.53     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1348.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                             | Flatiron CLO 25 Ltd., Series 2024-2A, Class C                                                                                    | CUSIP: 33883XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        310000 | PA      | $310819.92      | 0.00%             | 2037-10-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       4882000 | PA      | $4875897.50     | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       7098375 | PA      | $7098375.00     | 0.02%             |  |  |  | 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      | $1511947.35     | 0.00%             | 2038-04-17      | Floating      | 8.17%                 | 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      | $363874.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1330000 | PA      | $-3838.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36465000 | PA      | $-1380787.03    | -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      | $291043.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pan Pacific International Holdings Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -56500 | NS      | $5399.80        | 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        |       1386173 | PA      | $1872383.39     | 0.00%             | 2033-04-21      | Floating      | 5.57%                 | 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        |        819095 | PA      | $816318.75      | 0.00%             | 2030-02-06      | Variable      | 6.41%                 | 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        |      16676611 | PA      | $16797077.60    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | 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        |     135075000 | PA      | $2713906.58     | 0.01%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Verisk Analytics, Inc.                                                                                                           | CUSIP: 92345Y106<br>LEI: N/A                  | N/A              | DE               |  | GB        |          6400 | NS      | $56183.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS, Facility 1st Lien Term Loan B4                                                                        | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |        932203 | PA      | $1099815.75     | 0.00%             | 2032-02-10      | Variable      | 5.71%                 | 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        |      10822524 | PA      | $11293244.64    | 0.03%             | 2059-07-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Symrise AG                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         21300 | NS      | $-27833.38      | -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        |       9733986 | PA      | $9173997.43     | 0.02%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                 | Ambipar Lux SARL                                                                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       4140000 | PA      | $683100.00      | 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        |       1575982 | PA      | $1357666.18     | 0.00%             | 2047-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TVL Finance plc                                                                  | TVL Finance plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |       4211000 | PA      | $5733566.95     | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | 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      | $4812557.22     | 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        |      55549814 | PA      | $1576875.90     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     141974000 | PA      | $43195703.48    | 0.10%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2018-II Ltd., Series 2018-2A, Class BR                                                                              | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $502669.85      | 0.00%             | 2037-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                                        | Bertelsmann SE & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9291065.04     | 0.02%             | 2075-04-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |          1300 | NC      | $256271.14      | 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        |      18000000 | PA      | $21174521.24    | 0.05%             | 2033-02-18      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       2584000 | PA      | $2563861.60     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        252000 | PA      | $254872.80      | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      95244813 | PA      | $25750.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       7485000 | PA      | $-172617.29     | -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        |       8968518 | PA      | $12122961.42    | 0.03%             | 2064-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        598000 | PA      | $598000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     744800000 | PA      | $31342819.54    | 0.07%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-1A, Class D                                                                                  | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1790000 | PA      | $1829379.82     | 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        |       8605000 | PA      | $6982957.50     | 0.02%             | 2031-06-10      | Fixed         | 4.62%                 | 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        |      12795000 | PA      | $13394765.63    | 0.03%             | 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      | $250367.15      | 0.00%             | 2034-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Advantest Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           700 | NS      | $2401.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                                                              | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |        789000 | PA      | $792945.00      | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |      -1338000 | PA      | $-786097.48     | -0.00%            | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                                      | Thames Water Utilities Ltd.                                                                                                      | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        205755 | PA      | $236597.28      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                      | Covestro AG                                                                                                                      | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |        134578 | NS      | $9211475.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duomo Bidco SpA                                                                  | Duomo Bidco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |       3384000 | PA      | $3996755.88     | 0.01%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        278230 | NS      | $7519165.75     | 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        |        389783 | PA      | $4.05           | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | 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        |        204750 | PA      | $55540.11       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Veritas Corp.                                                                    | Veritas Corp., 1st Lien Term Loan B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4156254 | PA      | $4194366.67     | 0.01%             | 2031-06-30      | Variable      | 16.80%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |         89284 | NS      | $4606161.56     | 0.01%             |  |  |  | No            |                  1 | 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        |     -28498110 | PA      | $-24476508.57   | -0.06%            | 2046-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2022-NQM4, Class A1                                                                                           | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10676157 | PA      | $10663569.77    | 0.02%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | O'Reilly Automotive, Inc.                                                                                                        | CUSIP: 67103H107<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19000 | NS      | $-76261.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       7427800 | PA      | $6016518.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                          | Citigroup Global Markets Holdings, Inc., Series 388                                                                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6772560.00     | 0.02%             | 2028-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |        758000 | PA      | $788949.14      | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1143143 | NS      | $5464223.54     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      12632000 | PA      | $12535617.84    | 0.03%             | 2032-05-22      | 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      | $44247.86       | 0.00%             |  |  |  | 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      | $3876495.90     | 0.01%             | 2036-09-20      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       4165000 | PA      | $4302445.00     | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       6563327 | PA      | $8831590.92     | 0.02%             | 2037-05-17      | Floating      | 5.99%                 | 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      | $11800020.37    | 0.03%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       7830000 | PA      | $8458357.50     | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       9000000 | PA      | $8838000.00     | 0.02%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                       | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                       | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |       6517606 | PA      | $7197602.53     | 0.02%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Chipotle Mexican Grill, Inc.                                                                                                     | CUSIP: 169656105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         22500 | NS      | $-21150.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2015-IA, Class AR                                                                                       | CUSIP: 056162AN0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |        485217 | PA      | $485533.34      | 0.00%             | 2031-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $266492.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                               | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-101747.55     | -0.00%            | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class B                                                                                              | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |       5922311 | PA      | $6935010.72     | 0.02%             | 2034-05-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.                                                     | Point Au Roche Park CLO Ltd., Series 2021-1A, Class A                                                                            | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000999.80     | 0.00%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       2733000 | PA      | $2887538.44     | 0.01%             | 2079-04-04      | 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      | $49912.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        757000 | PA      | $909863.80      | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      10938000 | PA      | $13114134.14    | 0.03%             | 2032-06-30      | Fixed         | 5.12%                 | 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      | $575886.02      | 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        |      15600000 | PA      | $13243760.50    | 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      | $2197478.07     | 0.00%             | 2068-02-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Lakeside Park CLO Ltd.                                                           | Lakeside Park CLO Ltd., Series 2025-1A, Class E                                                                                  | CUSIP: 51219AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007087.80     | 0.00%             | 2038-04-15      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1774.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1813132 | PA      | $1813132.00     | 0.00%             |  |  |  | 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        |       2079000 | PA      | $1572888.24     | 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      | $5484031.83     | 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        |      14513381 | PA      | $14434139.70    | 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        |      13834535 | PA      | $13935359.47    | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | 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        |       5545229 | PA      | $5551017.26     | 0.01%             | 2032-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      14825000 | PA      | $300674.86      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       5987000 | PA      | $5635241.60     | 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      | $918895.73      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      27590000 | PA      | $18411846.70    | 0.04%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3181 | NS      | $15531.60       | 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        |        560000 | PA      | $553901.54      | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      15110000 | PA      | $15439386.52    | 0.04%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                       | Virgin Media Vendor Financing Notes IV DAC                                                                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       1886000 | PA      | $1847431.11     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -254 | NC      | $-1087120.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $20591271.66    | 0.05%             | 2038-11-20      | Fixed         | 8.80%                 | 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      | $5038396.37     | 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        |      13928000 | PA      | $15488676.12    | 0.04%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  126544000000 | PA      | $7541203.83     | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-212573.19     | -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      | $634.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                                  | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                          | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1969682 | PA      | $2009553.37     | 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        |        139403 | NS      | $904281.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/TWD Down-and-out barrier option; Barrier price USD 29.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      17363000 | PA      | $42567.24       | 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      | $1594063.51     | 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      | $-926174.75     | -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        |       6335514 | PA      | $6273530.84     | 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      | $47700.00       | 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      | $15871683.68    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     117820000 | PA      | $-1016826.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                     | KKR Group Finance Co. VI LLC                                                                                                     | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-294681.41     | -0.00%            | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Polus US CLO II Ltd.                                                             | Polus US CLO II Ltd., Series 2025-2A, Class A1                                                                                   | CUSIP: 73163VAC5<br>LEI: 254900AGAA5TXFLBCL85 | Long             | ABS-CBDO         | CORP              | KY        |       3010000 | PA      | $3025316.39     | 0.01%             | 2038-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      67169025 | PA      | $5344947.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36661553 | PA      | $-663756.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Klabin SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -490800 | NS      | $39422.22       | 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      | $7447440.00     | 0.02%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Norwegian Cruise Line Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -56800 | NS      | $43678.16       | 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      | $-1505.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAFL Issuer LLC                                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                                                      | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3230000 | PA      | $3274829.82     | 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        |       1510425 | PA      | $1514200.71     | 0.00%             | 2041-10-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3346084.56     | 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        |       1076122 | PA      | $972814.61      | 0.00%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $326601.62      | 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      | $2344081.23     | 0.01%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                    | Anchorage Credit Funding Ltd., Series 2021-14A, Class SUB                                                                        | CUSIP: 03331CAC1<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $6982333.00     | 0.02%             | 2040-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1400000 | PA      | $1667692.24     | 0.00%             | 2042-10-27      | Floating      | 5.90%                 | 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      | $2310948.87     | 0.01%             | 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        |       6900000 | PA      | $7922001.69     | 0.02%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                                               | Atlas Luxco 4 SARL, 1st Lien Term Loan                                                                                           | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | US        |       1000000 | PA      | $1176562.47     | 0.00%             | 2028-05-12      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        487000 | PA      | $498980.20      | 0.00%             | 2030-02-18      | Fixed         | 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      | $-421841.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AG Group Holdings, Inc.                                                          | AG Group Holdings, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 00117EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        925059 | PA      | $814052.04      | 0.00%             | 2028-12-29      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        436000 | PA      | $424010.00      | 0.00%             | 2032-01-15      | 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      | $5435.04        | 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      | $1320291.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29700000 | PA      | $-402746.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACEN Finance Ltd.                                                                | ACEN Finance Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |      14059000 | PA      | $9349235.00     | 0.02%             | 2026-03-08      | 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      | $5850310.86     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       1689000 | PA      | $1879857.00     | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       2833000 | PA      | $3500006.05     | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |        991000 | PA      | $991525.23      | 0.00%             | 2025-11-21      | Fixed         | 7.62%                 | 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      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10700000 | PA      | $15441145.67    | 0.04%             | 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      | $10372.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |        251000 | PA      | $252540.26      | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | 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      | $23630714.30    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45281250 | PA      | $158570.33      | 0.00%             |  |  |  | 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      | $4168594.23     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                                             | Galaxy Universal LLC, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27448778 | PA      | $27311534.04    | 0.06%             | 2026-11-12      | Variable      | 10.75%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                                 | Snorkel AI, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         40613 | NS      | $248551.56      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      83670000 | PA      | $121160.65      | 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      | $1171411.11     | 0.00%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32217.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |        557000 | PA      | $463496.41      | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       1446000 | PA      | $1439505.12     | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       9179000 | PA      | $9377615.20     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | 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        |     108877739 | PA      | $1595657.70     | 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      | $3134298.00     | 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        |      20254000 | PA      | $20221773.86    | 0.05%             | 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      | $2130053.46     | 0.00%             | 2053-08-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $20878713.10    | 0.05%             | 2026-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -2800 | NC      | $-28764.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                            | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |       4720000 | PA      | $5603194.35     | 0.01%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       2252000 | PA      | $2262582.15     | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                                 | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |        749000 | PA      | $756490.00      | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                          | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |       4917251 | PA      | $4536901.64     | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, 1st Lien Term Loan B                                                                        | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      16407359 | PA      | $16366340.14    | 0.04%             | 2032-08-16      | Variable      | 8.63%                 | No            |                  3 | 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      | $639694.98      | 0.00%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1071860304 | PA      | $-343156.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       3200000 | PA      | $3944618.58     | 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      | $5816235.60     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -150000000 | PA      | $-237691.17     | -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      | $-134124.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                            | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2056190 | PA      | $2057475.26     | 0.00%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-2A, Class A1L2                                                                                    | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |        236352 | PA      | $236735.85      | 0.00%             | 2030-10-18      | Floating      | 5.59%                 | 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        |      16137030 | PA      | $15753775.54    | 0.04%             | 2031-02-17      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| Grupo Posadas SAB de CV                                                          | Grupo Posadas SAB de CV                                                                                                          | CUSIP: N/A<br>LEI: 529900NRFIXN5G8NUX35       | Long             | DBT              | CORP              | MX        |       4110026 | PA      | $4056081.91     | 0.01%             | 2027-12-30      | 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      | $627529.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     163448579 | PA      | $8539253.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250132059 | PA      | $-13330771.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       3113636 | PA      | $9725.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -1500 | NC      | $-138684.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      13143504 | PA      | $13185300.14    | 0.03%             | 2032-08-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ecolab, Inc.                                                                                                                     | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6500 | NS      | $-44005.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                                | Alstria Office AG                                                                                                                | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |       8700000 | PA      | $10620965.83    | 0.02%             | 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      | $4328346.65     | 0.01%             | 2029-01-01      | Variable      | 6.75%                 | 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        |        496250 | PA      | $419023.58      | 0.00%             | 2028-05-12      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Northern Data AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        108000 | NS      | $-80167.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                           | Wildwood Park CLO Ltd., Series 2024-1A, Class E                                                                                  | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       1600000 | PA      | $1627785.92     | 0.00%             | 2037-10-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       2558000 | PA      | $3041155.02     | 0.01%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2020-4A, Class A1R                                                                          | CUSIP: 05684KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        490000 | PA      | $490560.95      | 0.00%             | 2036-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2019-5A, Class CR2                                                                                     | CUSIP: 12554XBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2005366.80     | 0.00%             | 2038-10-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Generate CLO 19 Ltd.                                                             | Generate CLO 19 Ltd., Series 2025-19A, Class A                                                                                   | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003546.10     | 0.00%             | 2036-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-728.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aethon I LP                                                                      | Aethon I LP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      15301742 | PA      | $15186978.66    | 0.03%             | 2027-01-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251131279 | PA      | $3392609.55     | 0.01%             |  |  |  | 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        |       2525864 | PA      | $2303873.76     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class C                                                                    | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3919000 | PA      | $3956129.78     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3040000 | PA      | $-386417.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $197000.00      | 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        |       4679353 | PA      | $1891084.10     | 0.00%             | 2036-12-25      | Floating      | 4.69%                 | 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      | $3499120.88     | 0.01%             | 2055-08-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4417241 | PA      | $5196693.66     | 0.01%             | 2031-05-23      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS Switzerland AG                                                                                                               | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      16150000 | PA      | $19381072.11    | 0.04%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $53214.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5800000 | PA      | $6851742.88     | 0.02%             | 2027-06-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                     | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |        323000 | PA      | $319899.20      | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                             | Central Parent, Inc.                                                                                                             | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4128000 | PA      | $3554435.04     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIV Ltd.                                                           | Trinitas CLO XXIV Ltd., Series 2024-24A, Class E                                                                                 | CUSIP: 89643AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       5000000 | PA      | $5053486.50     | 0.01%             | 2037-04-25      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |       5000000 | PA      | $4950000.00     | 0.01%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        797500 | PA      | $798082.18      | 0.00%             | 2029-08-02      | Variable      | 9.82%                 | 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        |      81730854 | PA      | $81617477.38    | 0.19%             | 2054-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        414500 | PA      | $414500.00      | 0.00%             |  |  |  | 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      | $12461.83       | 0.00%             | 2034-08-25      | Floating      | 6.00%                 | 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        |       6758471 | PA      | $609180.15      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | 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        |       1500000 | PA      | $1710519.21     | 0.00%             | 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      | $311023.06      | 0.00%             | 2037-10-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       6469739 | PA      | $7163340.77     | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A1                                                                         | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57676344 | PA      | $58486010.12    | 0.13%             | 2063-10-25      | Variable      | 6.90%                 | 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      | $10615583.23    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $58971.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                           | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |        789000 | PA      | $796419.76      | 0.00%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -1400 | NS      | $75709.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -127413000 | PA      | $-726745.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     343829084 | PA      | $-4509326.57    | -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      | $250564.90      | 0.00%             | 2034-10-15      | Floating      | 11.33%                | 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        |      44641742 | PA      | $44624224.29    | 0.10%             | 2054-10-25      | Floating      | 5.46%                 | 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        |       7805606 | PA      | $7845273.83     | 0.02%             | 2054-10-25      | Variable      | 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      | $-260138.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class B                                                                        | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4950000 | PA      | $4962391.83     | 0.01%             | 2027-11-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4A, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $592100.42      | 0.00%             | 2034-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Apple, Inc.                                                                                                                      | CUSIP: 00CBYYDH1<br>LEI: N/A                  | N/A              | DE               |  | US        |           700 | NC      | $908250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Segro plc                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        216700 | NS      | $58560.83       | 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      | $1846998.67     | 0.00%             | 2041-11-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      44005223 | PA      | $52189.82       | 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        |        398549 | PA      | $369412.55      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cencora, Inc.                                                                                                                    | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5900 | NS      | $-140066.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                             | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      12171000 | PA      | $16413545.04    | 0.04%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        141967 | NS      | $3209873.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        891000 | PA      | $945615.63      | 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        |        750000 | PA      | $779968.50      | 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        |       1509933 | PA      | $1358532.92     | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       2420000 | PA      | $2430831.92     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       2321000 | PA      | $2561223.50     | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vedanta Holdings Mauritius II Ltd.                                               | Vedanta Holdings Mauritius II Ltd., 1st Lien Term Loan                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17060120 | PA      | $17060120.01    | 0.04%             | 2030-12-01      | Variable      | 18.00%                | No            |                  3 | 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        |         80834 | PA      | $92277.82       | 0.00%             | 2044-06-12      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32792682 | PA      | $32956533.47    | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                                               | Cook Park CLO Ltd., Series 2018-1A, Class C                                                                                      | CUSIP: 21623PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003806.40     | 0.00%             | 2030-04-17      | Floating      | 6.33%                 | 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      | $2012414.92     | 0.00%             | 2038-12-14      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       4531000 | PA      | $5579321.12     | 0.01%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-BOLT, Class F                                                                                             | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2039000 | PA      | $2033431.08     | 0.00%             | 2039-06-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |        308000 | PA      | $307740.45      | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       1959000 | PA      | $1942199.62     | 0.00%             | 2029-06-01      | 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      | $89285.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        245000 | PA      | $245063.70      | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43390000 | PA      | $59415.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 77313DAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4000000 | PA      | $4712495.81     | 0.01%             | 2028-11-28      | Variable      | 5.66%                 | 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      | $13409623.50    | 0.03%             | 2031-06-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class D                                                                   | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2938000 | PA      | $3001175.52     | 0.01%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                                             | Thames Water Super Senior Issuer plc                                                                                             | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |        675210 | PA      | $1013109.16     | 0.00%             | 2027-10-10      | 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      | $116.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     494278804 | PA      | $6881323.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2022-2A, Class A1R                                                                                    | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9780945.53     | 0.02%             | 2037-07-20      | Floating      | 5.75%                 | 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      | $3486875.00     | 0.01%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                              | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       5696000 | PA      | $5412793.17     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran CAVU Ltd., Series 2021-2A, Class D2                                                                                     | CUSIP: 89624UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3006090.60     | 0.01%             | 2034-10-25      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $4337302.50     | 0.01%             | 2079-12-31      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      10836000 | PA      | $10628893.70    | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251214000 | PA      | $-1509639.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR Trust                                                                       | STAR Trust, Series 2021-SFR1, Class F                                                                                            | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1870000 | PA      | $1867600.79     | 0.00%             | 2038-04-17      | Floating      | 6.66%                 | 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      | $11957865.48    | 0.03%             | 2042-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      74652000 | PA      | $76693735.93    | 0.17%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      18426000 | PA      | $22604285.95    | 0.05%             | 2032-07-08      | 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      | $-281199.52     | -0.00%            |  |  |  | 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        |      15334896 | PA      | $17360987.03    | 0.04%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                                                                  | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |        617343 | PA      | $617602.06      | 0.00%             | 2031-01-31      | Variable      | 6.00%                 | 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        |       4973983 | PA      | $5097370.89     | 0.01%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Itausa SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -688300 | NS      | $-47679.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class D                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        371983 | PA      | $447633.98      | 0.00%             | 2041-09-30      | Floating      | 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      | $-482.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19370000 | PA      | $128996.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6132613 | PA      | $112503.53      | 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      | $-78887.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                                  | Gerresheimer AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |         85875 | NS      | $3577401.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |          3124 | NS      | $657602.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                                 | Telkom Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |       1821000 | NS      | $335294.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                          | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      16446396 | PA      | $16680898.18    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        806400 | PA      | $22697.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Jardine Matheson Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -34200 | NS      | $-113476.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                        | RLGH Finance Bermuda Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |       2500000 | PA      | $2843750.00     | 0.01%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2203000 | PA      | $2299498.01     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | 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      | $191400.38      | 0.00%             | 2062-09-18      | Floating      | 3.43%                 | 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        |       1750000 | PA      | $1750926.80     | 0.00%             | 2033-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -40 | NC      | $79520.81       | 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      | $-523939.62     | -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      | $-42727.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                              | Brenntag Finance BV                                                                                                              | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |       8900000 | PA      | $10409894.73    | 0.02%             | 2031-10-02      | Fixed         | 3.38%                 | 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        |        564329 | PA      | $449434.64      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City                                                           | City of Salt Lake City, Series 2021A                                                                                             | CUSIP: 795576KB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      12445000 | PA      | $12590162.87    | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | 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      | $7770231.38     | 0.02%             | 2038-10-23      | Floating      | 5.47%                 | 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        |       4000000 | PA      | $4716064.92     | 0.01%             | 2031-05-21      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1552000 | PA      | $2274441.34     | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2627892 | PA      | $-2627892.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP, Series G                                                                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      20848000 | PA      | $21542175.86    | 0.05%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       5685000 | PA      | $5762083.88     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baxter International, Inc.                                                                                                       | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -76500 | NS      | $-631.60        | -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      | $758.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2007-1, Class 1A6                                                                          | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        102027 | PA      | $87028.89       | 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        |       1324000 | PA      | $1322384.59     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                          | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |       3408000 | PA      | $3561360.00     | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $21612397.97    | 0.05%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class X                                                                 | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67308000 | PA      | $581534.39      | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | 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        |        962452 | PA      | $883733.11      | 0.00%             | 2030-09-27      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       5584000 | PA      | $5709087.18     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      14400000 | PA      | $15480264.98    | 0.04%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1177000 | PA      | $1418240.82     | 0.00%             | 2078-10-03      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1104000 | PA      | $1164349.06     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-69180.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1258000 | PA      | $1175949.47     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vonovia SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -181578 | NS      | $61511.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       3674000 | PA      | $4852642.16     | 0.01%             | 2029-09-15      | 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      | $-61650.31      | -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        |       7374000 | PA      | $7501377.74     | 0.02%             | 2042-08-10      | Variable      | 6.72%                 | 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        |        990006 | PA      | $977878.72      | 0.00%             | 2029-11-30      | Variable      | 7.02%                 | 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      | $9216544.41     | 0.02%             | 2041-01-31      | 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      | $-407077.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4399000 | PA      | $41795.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     380696877 | PA      | $-197053.51     | -0.00%            |  |  |  | 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      | $7086203.60     | 0.02%             | 2035-07-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Anglogold Ashanti plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -24200 | NS      | $-73918.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank SA                                                                 | Deutsche Bank SA                                                                                                                 | CUSIP: N/A<br>LEI: 529900SICIK5OVMVY186       | Long             | DBT              | CORP              | ES        |      39400000 | PA      | $46965310.81    | 0.11%             | 2026-11-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        203000 | PA      | $202328.21      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |         33648 | NS      | $723315.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | Global Switch Finance BV                                                                                                         | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |       8197000 | PA      | $9089842.64     | 0.02%             | 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      | $765036.83      | 0.00%             | 2031-01-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                         | SK Battery America, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |        472000 | PA      | $466255.76      | 0.00%             | 2026-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2016-3A, Class A2R2                                                                                | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       7400000 | PA      | $7408835.60     | 0.02%             | 2030-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2719000 | PA      | $2603189.09     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2931000 | PA      | $-10374.72      | -0.00%            |  |  |  | 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        |        572398 | PA      | $573927.14      | 0.00%             | 2031-10-18      | Floating      | 5.74%                 | 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        |       5762000 | PA      | $5826912.96     | 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      | $-863317.40     | -0.00%            | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, 1st Lien Term Loan                                                                                          | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        890465 | PA      | $889913.32      | 0.00%             | 2030-10-23      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       3900000 | PA      | $2762908.96     | 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        |       1441785 | PA      | $1359091.45     | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |       6260000 | PA      | $6604300.00     | 0.01%             | 2034-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE Reseau de Transport d'Electricite SADIR                                                                                      | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      17200000 | PA      | $10513608.35    | 0.02%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2021-1A, Class A1R                                                                                      | CUSIP: 03666BAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      28400000 | PA      | $28400000.00    | 0.06%             | 2038-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp.                                                                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |        794000 | PA      | $791384.56      | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bock Capital Bidco BV                                                            | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4707095.18     | 0.01%             | 2028-06-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       5590000 | PA      | $6300305.03     | 0.01%             | 2028-10-21      | Fixed         | 1.62%                 | 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        |       2894363 | PA      | $1410923.14     | 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        |        688694 | PA      | $604470.90      | 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      | $13360689.00    | 0.03%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |           673 | NS      | $1572760.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       2524000 | PA      | $2525946.00     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       2950650 | PA      | $2950650.00     | 0.01%             |  |  |  | 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      | $29910846.82    | 0.07%             | 2029-07-16      | Floating      | 4.87%                 | 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      | $1696328.92     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                      | CUSIP: N/A<br>LEI: GL16H1DHB0QSHP25F723       | Long             | DBT              | CORP              | US        |      97000000 | PA      | $13854187.97    | 0.03%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     482430700 | PA      | $2960386.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Italgas SpA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        132400 | NS      | $43053.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                                | Nobian Finance BV, 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       5928231 | PA      | $6898303.82     | 0.02%             | 2029-07-01      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR2                                                                                 | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20315000 | PA      | $20315000.00    | 0.05%             | 2038-10-20      | Floating      | 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      | $-41913.16      | -0.00%            |  |  |  | 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      | $3010287.30     | 0.01%             | 2038-01-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           254 | NC      | $627380.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       1854000 | PA      | $1844682.91     | 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      | $634947.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR9, Class F                                                                            | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2637000 | PA      | $2505213.29     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56838075764 | PA      | $-22019.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B2                                                     | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5709042 | PA      | $4766169.88     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       1776000 | PA      | $2197334.46     | 0.00%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $1109134.98     | 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      | $57331.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                                                      | Suntec REIT                                                                                                                      | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |       1000000 | PA      | $804294.74      | 0.00%             | 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      | $8428734.93     | 0.02%             | 2030-07-01      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1645983.30     | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          1118 | NC      | $174574.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     181574809 | PA      | $-111125.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | J M Smucker Co. (The)                                                                                                            | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12800 | NS      | $-9985.10       | -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        |        509958 | PA      | $394025.09      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |       -790000 | PA      | $-767258.59     | -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        |       8400000 | PA      | $9892157.93     | 0.02%             | 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        |       1119228 | PA      | $421977.48      | 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        |       2797531 | PA      | $2803225.47     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |          8000 | PA      | $4700.13        | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4400000 | PA      | $5416676.24     | 0.01%             | 2034-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4822960 | PA      | $278.93         | 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      | $10344.24       | 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      | $-396435.81     | -0.00%            |  |  |  | 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        |      16393514 | PA      | $16364661.76    | 0.04%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                                | Admiral Group plc                                                                                                                | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         14104 | NS      | $636558.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Jabil, Inc.                                                                                                                      | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               |  | US        |          8300 | NS      | $10929.03       | 0.00%             |  |  |  | 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        |       1804000 | PA      | $1853164.41     | 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        |       6514000 | PA      | $6469158.93     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      17175000 | PA      | $17210638.13    | 0.04%             | 2030-09-22      | Fixed         | 5.25%                 | 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      | $1185952.52     | 0.00%             | 2035-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     415842083 | PA      | $-2403524.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     242395000 | PA      | $259886.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                               | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       6078000 | PA      | $7176365.15     | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | 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        |        497429 | PA      | $455147.81      | 0.00%             | 2028-12-15      | Variable      | 8.51%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36661553 | PA      | $-1348321.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | Stagwell Global LLC                                                                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       1232000 | PA      | $1196787.96     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13000 | NS      | $24719.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     248076693 | PA      | $-60181.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |        101000 | PA      | $102043.91      | 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      | $1625817.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       2136000 | PA      | $2140165.20     | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |        303190 | NS      | $354370.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                              | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      65274000 | PA      | $69237215.68    | 0.16%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                                                          | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7057000 | PA      | $5283187.77     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV, Series NC5                                                                                           | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      12200000 | PA      | $14255517.03    | 0.03%             | 2026-01-28      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBWHEN2<br>LEI: N/A                  | N/A              | DE               |  | US        |           650 | NC      | $121550.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $3759139.04     | 0.01%             | 2035-10-18      | Floating      | 0.00%                 | 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      | $8096632.80     | 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        |      32098618 | PA      | $10153.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23797112.72    | 0.05%             | 2036-05-06      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                                  | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       5183000 | PA      | $5086467.14     | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38756200 | PA      | $63434.10       | 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      | $7747175.24     | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $730845.46      | 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      | $2025.59        | 0.00%             |  |  |  | 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      | $19600000.00    | 0.04%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $419762.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                                          | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19703000 | PA      | $19995004.37    | 0.05%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RASC Trust                                                                       | RASC Trust, Series 2006-EMX9, Class 1A4                                                                                          | CUSIP: 74924VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2445854 | PA      | $2030627.68     | 0.00%             | 2036-11-25      | Floating      | 4.75%                 | 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      | $1101369.48     | 0.00%             | 2031-08-17      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        980000 | PA      | $-6982.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2016-1A, Class CR                                                                                          | CUSIP: 92915CAW4<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |       1085000 | PA      | $1093197.28     | 0.00%             | 2031-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-2A, Class A2AR                                                                                        | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3150000 | PA      | $3154630.50     | 0.01%             | 2030-06-07      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       1887000 | PA      | $2298732.61     | 0.01%             | 2027-02-22      | 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      | $150311.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toyota Motor Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         61200 | NS      | $-38738.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       6652000 | PA      | $6769906.70     | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Norwegian Cruise Line Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -127353 | NS      | $175747.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progroup AG                                                                      | Progroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       4410000 | PA      | $5269931.12     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                                                                   | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6607470 | PA      | $6230686.29     | 0.01%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                                                                      | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |      14115459 | PA      | $14193645.97    | 0.03%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        327488 | PA      | $327487.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        485590 | PA      | $585073.22      | 0.00%             | 2046-12-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       8596000 | PA      | $9021502.00     | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty. Ltd.                                                        | Aurizon Network Pty. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |       2590000 | PA      | $1781789.56     | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1021197.00     | 0.00%             | 2035-09-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                                | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C                                                                      | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250351.13      | 0.00%             | 2034-07-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        143550 | NS      | $9986773.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       7438000 | PA      | $9067500.33     | 0.02%             | 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      | $4243913.20     | 0.01%             | 2034-05-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |        985000 | PA      | $984586.30      | 0.00%             | 2030-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                           | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58433110 | PA      | $58987231.17    | 0.13%             | 2025-10-06      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13139461130 | PA      | $-23557.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kakaku.com, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42900 | NS      | $-21670.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM LLC, 1st Lien Term Loan B                                                                                           | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |       1357320 | PA      | $1360197.57     | 0.00%             | 2029-08-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      -6233000 | PA      | $-74441.81      | -0.00%            |  |  |  | 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        |       4292658 | PA      | $5053281.44     | 0.01%             | 2034-02-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | United Parcel Service, Inc., Class B                                                                                             | CUSIP: 911312106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16700 | NS      | $12109.72       | 0.00%             |  |  |  | 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        |       1890000 | PA      | $2063653.20     | 0.00%             | 2029-09-15      | 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      | $-151957.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sampo OYJ, Class A                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        105700 | NS      | $25820.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                        | Sound Point CLO XXIX Ltd., Series 2021-1A, Class D                                                                               | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        345000 | PA      | $345059.79      | 0.00%             | 2034-04-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                                  | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7081000 | PA      | $7422282.96     | 0.02%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airtac International Group                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         37000 | NS      | $-30348.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class A                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1843919 | PA      | $2161692.45     | 0.00%             | 2033-08-17      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class D1RR                                                                                  | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       9280000 | PA      | $9304398.98     | 0.02%             | 2036-07-24      | Floating      | 7.42%                 | 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      | $1676134.02     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares LVII CLO Ltd.                                                               | Ares LVII CLO Ltd., Series 2020-57A, Class AR                                                                                    | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4007472.00     | 0.01%             | 2035-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61900470000 | PA      | $-135718.41     | -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      | $56235.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      13490000 | PA      | $16014705.49    | 0.04%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |        232000 | PA      | $247613.60      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127000000 | PA      | $95538.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |          7673 | NS      | $687961.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                             | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       1967000 | PA      | $1981614.81     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $4090054.89     | 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      | $4881983.55     | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       7642000 | PA      | $8881482.13     | 0.02%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $678178.51      | 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        |      16357639 | PA      | $16030486.02    | 0.04%             | 2032-12-01      | Variable      | 13.25%                | No            |                  3 | On Loan: No      |
| Together Asset-Backed Securitisation 2025-Cre-1 plc                              | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      10465530 | PA      | $14166410.05    | 0.03%             | 2057-01-15      | Floating      | 5.17%                 | 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      | $4124091.30     | 0.01%             | 2031-10-31      | Variable      | 5.59%                 | 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      | $2010390.10     | 0.00%             | 2066-05-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| iShares Ethereum Trust ETF                                                       | iShares Ethereum Trust ETF                                                                                                       | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             |  | RF                | US        |        815000 | NS      | $25680650.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -12234038 | PA      | $-12234037.50   | -0.03%            |  |  |  | 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        |       8910000 | PA      | $5997684.46     | 0.01%             | 2055-02-12      | Floating      | 5.88%                 | 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        |      10050713 | PA      | $7945439.34     | 0.02%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       1713000 | PA      | $1713272.45     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2283.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series C                                                                                      | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      18330000 | PA      | $18265771.68    | 0.04%             | 2056-03-15      | Variable      | 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      | $-7025669.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-VLT4, Class A                                                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32158000 | PA      | $32178098.75    | 0.07%             | 2041-06-15      | Floating      | 5.64%                 | 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      | $2406242.61     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29343000 | PA      | $454308.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class D                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         43107 | PA      | $50870.33       | 0.00%             | 2044-12-24      | Floating      | 4.26%                 | 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      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BR4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303927.62     | -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      | $2426634.80     | 0.01%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class D                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |         18431 | PA      | $21647.33       | 0.00%             | 2030-09-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      33320375 | PA      | $15972.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |        268000 | PA      | $270439.07      | 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        |      19207000 | PA      | $19314924.13    | 0.04%             | 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      | $1103123.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       1475000 | PA      | $1523113.03     | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | 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        |       4843589 | PA      | $5714838.76     | 0.01%             | 2036-12-29      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Morinaga & Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         53800 | NS      | $-33186.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6016936 | PA      | $5074262.84     | 0.01%             | 2028-04-30      | Variable      | 9.22%                 | 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      | $1458137.26     | 0.00%             | 2037-07-16      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       7894285 | PA      | $4270808.19     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Holland Park CLO DAC                                                             | Holland Park CLO DAC, Series 1X, Class A1RR                                                                                      | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |        306459 | PA      | $359983.64      | 0.00%             | 2032-11-14      | Floating      | 2.95%                 | 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        |       2710000 | PA      | $2791291.87     | 0.01%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19983000 | PA      | $18881766.84    | 0.04%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        196356 | PA      | $231765.34      | 0.00%             | 2034-11-14      | Floating      | 4.38%                 | 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      | $1090486.69     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-314512.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       2710000 | PA      | $2925835.24     | 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      | $6292977.50     | 0.01%             | 2037-07-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     127467699 | PA      | $2379211.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       1204000 | PA      | $1291892.00     | 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        |        850000 | PA      | $850005.10      | 0.00%             | 2037-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-1A, Class A1RR                                                                                        | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |      22750000 | PA      | $22812278.13    | 0.05%             | 2037-10-15      | Floating      | 5.69%                 | 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      | $3943853.35     | 0.01%             | 2056-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2972000 | PA      | $3614549.06     | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      18306000 | PA      | $18427712.75    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       1914000 | PA      | $1990091.07     | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                                           | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                                                                 | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14720000 | PA      | $14764248.32    | 0.03%             | 2038-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                                  | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       1394000 | PA      | $1266222.89     | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        310125 | PA      | $310125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1215000 | PA      | $-199012.22     | -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        |      15885631 | PA      | $15971583.30    | 0.04%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2025A-1                                                                          | CUSIP: 23503CGF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5040000 | PA      | $5301040.87     | 0.01%             | 2044-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class BR2                                                                              | CUSIP: 75888ABJ4<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250592.48      | 0.00%             | 2034-06-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DR Horton, Inc.                                                                                                                  | CUSIP: 00PBVPSA8<br>LEI: N/A                  | N/A              | DE               |  | US        |          -500 | NC      | $-92500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |        837000 | PA      | $1011457.63     | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                          | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                      | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7790087 | PA      | $7702448.40     | 0.02%             | 2030-04-26      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       7200000 | PA      | $4822840.15     | 0.01%             | 2055-03-31      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       1918000 | PA      | $1928951.78     | 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      | $2515828.50     | 0.01%             | 2037-07-22      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGX Nikkei 225 Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |           -60 | NC      | $-208913.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MultiChoice Group                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -335700 | NS      | $-17109.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ford Motor Co.                                                                                                                   | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               |  | US        |        139400 | NS      | $34317.00       | 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        |       7630743 | PA      | $5709117.69     | 0.01%             | 2046-10-25      | Floating      | 4.95%                 | 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        |       2330525 | PA      | $1971743.24     | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $271312.18      | 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      | $-601959.80     | -0.00%            | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      16230000 | PA      | $15108273.94    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      49976431 | PA      | $48646.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                       | Medco Maple Tree Pte. Ltd.                                                                                                       | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       5768000 | PA      | $6027560.00     | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                        | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |       1674367 | PA      | $1967529.81     | 0.00%             | 2062-05-20      | Floating      | 2.68%                 | 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      | $23351322.10    | 0.05%             | 2030-11-19      | Variable      | 7.03%                 | 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      | $1001500.00     | 0.00%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |        881000 | PA      | $856165.76      | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         39020 | NS      | $33120.00       | 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        |        666506 | PA      | $519022.45      | 0.00%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59695130000 | PA      | $-124045.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | Iccrea Banca SpA                                                                                                                 | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      33040000 | PA      | $40014199.78    | 0.09%             | 2027-11-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                               | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         36925 | NS      | $669721.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                                  | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       2636000 | PA      | $2560835.78     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                                  | Sigma HoldCo BV, Facility 1st Lien Term Loan B13                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3000000 | PA      | $3424621.66     | 0.01%             | 2028-01-03      | Variable      | 6.03%                 | 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      | $1352609.69     | 0.00%             | 2031-04-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                                                        | Lake George Park CLO Ltd., Series 2025-1A, Class E                                                                               | CUSIP: 509828AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2100000 | PA      | $2108516.76     | 0.00%             | 2038-04-15      | Floating      | 8.89%                 | 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        |       1337490 | PA      | $1337851.12     | 0.00%             | 2031-01-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                           | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      11317000 | PA      | $13409720.78    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24550000 | PA      | $178496.43      | 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        |       8898500 | PA      | $9193262.82     | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      19648000 | PA      | $23839109.51    | 0.05%             | 2034-06-04      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1711000 | PA      | $2067889.51     | 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        |        547000 | PA      | $539603.41      | 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      | $1224983.78     | 0.00%             | 2029-08-15      | Floating      | 6.14%                 | 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      | $944311.22      | 0.00%             | 2067-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                                | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       1786000 | PA      | $1890398.84     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      22500000 | PA      | $30541191.93    | 0.07%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-2A, Class D                                                                                  | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1420000 | PA      | $1320455.16     | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                                              | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4104415 | PA      | $3715206.87     | 0.01%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      47479214 | PA      | $-18810.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       3343000 | PA      | $3552158.14     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |     -10669045 | PA      | $-10669045.00   | -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      | $-572231.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                                  | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      14000000 | PA      | $14422940.00    | 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        |       1600000 | PA      | $1877540.76     | 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      | $41081418.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     425532953 | PA      | $-478623.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                                   | Cia Energetica de Minas Gerais                                                                                                   | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EC               | CORP              | BR        |        250888 | NS      | $688236.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       4600000 | PA      | $5441950.22     | 0.01%             | 2026-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-SBX, Class B                                                                                    | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4331000 | PA      | $4351569.65     | 0.01%             | 2041-08-10      | Variable      | 5.73%                 | 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      | $1428446.25     | 0.00%             | 2037-04-15      | Floating      | 5.89%                 | 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        |       2034000 | PA      | $2055202.62     | 0.00%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                    | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                                                                         | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3000337.20     | 0.01%             | 2035-10-18      | Floating      | 5.49%                 | 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        |       2224548 | PA      | $1949545.60     | 0.00%             | 2035-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                                   | Deutsche Bank Securities, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Short            | RA               | CORP              | US        |     -12334875 | PA      | $-12334875.00   | -0.03%            |  |  |  | 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      | $2114769.30     | 0.00%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NU Holdings Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -66000 | NS      | $19140.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                                  | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        101330 | PA      | $100691.90      | 0.00%             | 2035-05-15      | Floating      | 4.44%                 | 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      | $19576267.56    | 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        |        590000 | PA      | $601062.50      | 0.00%             | 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      | $1633914.36     | 0.00%             | 2070-07-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                                | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |         10036 | NS      | $3613.01        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500674900 | PA      | $5851055.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inovie Group                                                                     | Inovie Group SAS, 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3089982.19     | 0.01%             | 2028-03-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4053000000 | PA      | $4140494826.51  | 9.39%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series OO                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1035134.00     | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |       2954000 | PA      | $2879200.29     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                                                             | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6457377 | PA      | $6537061.68     | 0.01%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                         | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7328306 | PA      | $2237331.82     | 0.01%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                                  | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        497500 | PA      | $497853.23      | 0.00%             | 2029-01-31      | Variable      | 7.20%                 | 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      | $1365285.16     | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                                | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        686000 | PA      | $695570.39      | 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      | $3110095.46     | 0.01%             | 2038-08-20      | Floating      | 5.53%                 | 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      | $15516825.16    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2025A                                                                                      | CUSIP: 57582TCR1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      10170000 | PA      | $10646528.65    | 0.02%             | 2050-04-01      | Fixed         | 5.00%                 | 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      | $109657.40      | 0.00%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       2604000 | PA      | $2692111.81     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Short            | DBT              | CORP              | IT        |     -10000000 | PA      | $-11905585.63   | -0.03%            | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                                     | Afflelou SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |       1727000 | PA      | $2114983.94     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1373000 | PA      | $1090162.00     | 0.00%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                       | NMLT Trust, Series 2021-INV1, Class B1                                                                                           | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2641900 | PA      | $2089556.65     | 0.00%             | 2056-05-25      | 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      | $75713.11       | 0.00%             |  |  |  | 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      | $352672.74      | 0.00%             | 2042-10-12      | Floating      | 0.00%                 | 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      | $74173.23       | 0.00%             | 2035-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | St James's Place plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         73200 | NS      | $-13327.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     191555614 | PA      | $-336497.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                                                                              | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       6372500 | PA      | $4137343.39     | 0.01%             | 2026-02-12      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       4130000 | PA      | $4379794.79     | 0.01%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                   | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       2853000 | PA      | $2934115.33     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Swire Pacific Ltd., Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        133500 | NS      | $-36064.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                        | JumpCloud, Inc., Series F                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        297096 | NS      | $701146.56      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                          | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |       1673000 | PA      | $1988121.69     | 0.00%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                                     | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       4406448 | PA      | $5240392.05     | 0.01%             | 2029-12-31      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       1895000 | PA      | $1857460.05     | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | DBT              | CORP              | US        |      -1000000 | PA      | $-990859.90     | -0.00%            | 2054-05-22      | 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      | $52148.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35725000000 | PA      | $735156.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | First Solar, Inc.                                                                                                                | CUSIP: 336433107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -3700 | NS      | $-4921.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                                                                   | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |        695000 | PA      | $693839.35      | 0.00%             | 2032-08-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        452739 | PA      | $433724.37      | 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        |       3573900 | PA      | $1729767.60     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      18930000 | PA      | $24726451.90    | 0.06%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A                                                                         | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7811436 | PA      | $7844404.83     | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        227000 | PA      | $231720.69      | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | 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        |      11570000 | PA      | $7880492.19     | 0.02%             | 2055-02-12      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2025-FL20, Class A                                                                                               | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      13754000 | PA      | $13765546.48    | 0.03%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6140000 | PA      | $-131419.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     163749923 | PA      | $30905.10       | 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      | $2108104.32     | 0.00%             | 2038-01-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         46548 | PA      | $54720.30       | 0.00%             | 2033-03-21      | Floating      | 3.98%                 | 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        |        979849 | PA      | $985051.84      | 0.00%             | 2029-06-22      | Variable      | 7.68%                 | 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      | $4400974.03     | 0.01%             | 2029-08-15      | Floating      | 7.99%                 | 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      | $40737.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., 1st Lien Term Loan                                                                          | CUSIP: 35039KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1465932 | PA      | $1467764.22     | 0.00%             | 2031-01-29      | 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      | $-83963.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      11720000 | PA      | $26829.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |        400000 | PA      | $524389.43      | 0.00%             | 2031-06-07      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2023-2, Class A                                                                   | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4461415 | PA      | $4462800.83     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3995000 | PA      | $4052016.64     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       3833228 | PA      | $4576646.55     | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | 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        |      44647867 | PA      | $44876040.12    | 0.10%             | 2054-06-25      | Floating      | 5.56%                 | 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      | $6544809.78     | 0.01%             | 2041-08-15      | Floating      | 5.79%                 | 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      | $108250.00      | 0.00%             | 2027-01-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       1277000 | PA      | $1252710.44     | 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        |       2828000 | PA      | $2914683.86     | 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      | $9499226.55     | 0.02%             | 2030-07-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                                           | HalseyPoint CLO 7 Ltd., Series 2023-7A, Class A1R                                                                                | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |       3000000 | PA      | $3019369.20     | 0.01%             | 2038-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                                     | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |        388000 | NS      | $5484255.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS Switzerland AG                                                                                                               | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      44030000 | PA      | $51901069.83    | 0.12%             | 2027-09-23      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class A                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3738811 | PA      | $5036075.10     | 0.01%             | 2031-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-VIEW, Class E                                                                                              | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6905000 | PA      | $6900787.26     | 0.02%             | 2036-06-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -419340000 | PA      | $-1611002.57    | -0.00%            |  |  |  | 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      | $10041988.56    | 0.02%             | 2039-01-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        280000 | PA      | $285034.40      | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                                                        | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |       6118770 | PA      | $5434505.90     | 0.01%             | 2037-12-25      | Floating      | 6.52%                 | 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      | $10375.62       | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-223590.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1477447 | PA      | $133823.50      | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2025, Sub-Series AA2                                                     | CUSIP: 64972GK78<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       6720000 | PA      | $7046213.67     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       3341699 | PA      | $1612369.77     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        160000 | PA      | $1597.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1493614.00     | 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      | $335438.89      | 0.00%             | 2033-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                        | VZ Vendor Financing II BV                                                                                                        | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |       5001000 | PA      | $5534912.89     | 0.01%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CK Hutchison Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        189500 | NS      | $-18861.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                                           | Avoca Static CLO I DAC, Series 1X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1062108.07     | 0.00%             | 2035-01-15      | Floating      | 4.93%                 | 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        |      15335280 | PA      | $153.35         | 0.00%             | 2048-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     210306000 | PA      | $55710129.70    | 0.13%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                          | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       8651000 | PA      | $8627793.69     | 0.02%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TYSN Mortgage Trust                                                              | TYSN Mortgage Trust, Series 2023-CRNR, Class A                                                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4360000 | PA      | $4603485.51     | 0.01%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                          | Savor Acquisition, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        870279 | PA      | $875039.57      | 0.00%             | 2032-02-19      | Variable      | 7.32%                 | 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        |       2919114 | PA      | $3902555.24     | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        575421 | PA      | $40804.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -400 | NC      | $-103400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc., Series NC5                                                                                          | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      15353000 | PA      | $16005517.85    | 0.04%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                                                                  | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1348475 | PA      | $1368706.09     | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Truist Financial Corp.                                                                                                           | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -60600 | NS      | $-19998.00      | -0.00%            |  |  |  | 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      | $2109937.50     | 0.00%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1800000 | PA      | $234000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                                                                 | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6760000 | PA      | $6770275.20     | 0.02%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       8212000 | PA      | $8695621.10     | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      10210000 | PA      | $-1272.03       | -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      | $20093191.71    | 0.05%             | 2033-10-13      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 98919XAC5<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |       1979112 | PA      | $2277407.29     | 0.01%             | 2027-03-09      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                   | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       6854000 | PA      | $6913972.50     | 0.02%             | 2030-09-15      | Fixed         | 0.75%                 | 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      | $8781201.63     | 0.02%             | 2037-10-15      | Floating      | 5.72%                 | 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      | $2113362.52     | 0.00%             | 2037-11-15      | Floating      | 5.24%                 | 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      | $474482.10      | 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      | $987120.93      | 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      | $329229.39      | 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      | $8773702.88     | 0.02%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      20157000 | PA      | $19479701.42    | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class B                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1125207 | PA      | $1319238.40     | 0.00%             | 2033-08-17      | Floating      | 3.08%                 | 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        |      30214639 | PA      | $1948943.95     | 0.00%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Quanta Services, Inc.                                                                                                            | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3700 | NS      | $-68080.00      | -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      | $180975.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                                                         | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109037346 | PA      | $4299985.89     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     119414100 | PA      | $78825.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-3A, Class DR                                                                        | CUSIP: 69690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5001557.50     | 0.01%             | 2031-04-15      | Floating      | 10.22%                | 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      | $251093.35      | 0.00%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                 | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5050000 | PA      | $5059468.75     | 0.01%             | 2038-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |           162 | NC      | $32863.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       3691000 | PA      | $3488919.60     | 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        |       1733803 | PA      | $1485429.57     | 0.00%             | 2036-03-27      | Variable      | 3.45%                 | 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      | $501817.60      | 0.00%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Procter & Gamble Co. (The)                                                                                                       | CUSIP: 742718109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11400 | NS      | $-6612.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                                | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                            | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |      13000000 | PA      | $13986960.01    | 0.03%             | 2031-11-05      | Variable      | 9.97%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        112800 | NS      | $-3584.59       | -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        |        492329 | PA      | $492683.13      | 0.00%             | 2031-04-25      | Floating      | 5.55%                 | 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      | $14985504.18    | 0.03%             | 2037-05-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                 | Great Wolf Trust, Series 2024-WLF2, Class A                                                                                      | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36228000 | PA      | $36295927.50    | 0.08%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-415841.08     | -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      | $1353087.47     | 0.00%             | 2070-01-27      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Long Gilt                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -1670 | NC      | $-145617.74     | -0.00%            |  |  |  | No            |                  1 | 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      | $310885.21      | 0.00%             | 2037-10-25      | Floating      | 6.22%                 | 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      | $58032.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18160000 | PA      | $-1257506.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                                  | ICICI Bank Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |         10740 | NS      | $162767.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       6300000 | PA      | $7551231.38     | 0.02%             | 2028-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      15202000 | PA      | $19471145.56    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd.                                                                  | Romark CLO Ltd., Series 2017-1A, Class A1R                                                                                       | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        495372 | PA      | $495700.52      | 0.00%             | 2030-10-23      | Floating      | 5.61%                 | 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      | $5485478.90     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |           122 | NS      | $658710.94      | 0.00%             |  |  |  | No            |                  1 | 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        |      17385715 | PA      | $6892358.17     | 0.02%             | 2036-08-25      | Floating      | 4.59%                 | 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      | $5385519.88     | 0.01%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       1686000 | PA      | $1743324.00     | 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      | $19150126.81    | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                                      | Webuild SpA                                                                                                                      | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |      -2760000 | PA      | $-3526672.56    | -0.01%            | 2028-09-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2021-7A, Class A1R                                                                          | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4200000 | PA      | $4202302.02     | 0.01%             | 2035-01-22      | Floating      | 5.31%                 | 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        |      19139378 | PA      | $19312166.87    | 0.04%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         42100 | NS      | $7611.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                                              | Platform Bidco Ltd., Facility 1st Lien Term Loan B                                                                               | CUSIP: G7124FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       1000000 | PA      | $1174460.92     | 0.00%             | 2028-09-29      | Variable      | 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      | $-373309.88     | -0.00%            |  |  |  | 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        |       4371781 | PA      | $4046374.46     | 0.01%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       1969000 | PA      | $1852789.62     | 0.00%             | 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        |        328001 | PA      | $385908.66      | 0.00%             | 2041-09-16      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Short            | DBT              | CORP              | US        |       -558000 | PA      | $-504791.45     | -0.00%            | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN Group NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       2850000 | PA      | $3390270.49     | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                               | BPR Mortgage Trust, Series 2023-STON, Class A                                                                                    | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2082000 | PA      | $2167638.70     | 0.00%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1868182 | PA      | $5698.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class D                                                                          | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2969000 | PA      | $3049550.16     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $40750.53       | 0.00%             |  |  |  | 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        |       2219000 | PA      | $2221773.75     | 0.01%             | 2037-08-15      | Floating      | 7.04%                 | 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      | $1587157.43     | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Emirates Integrated Telecommunications Co. PJSC                                  | Emirates Integrated Telecommunications Co. PJSC                                                                                  | CUSIP: N/A<br>LEI: 254900USBXS6XN200K29       | Long             | EC               | CORP              | AE        |        250602 | NS      | $627690.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     111428700 | PA      | $23366651.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       6586000 | PA      | $6651629.49     | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                         | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B3                                                                         | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |       4534578 | PA      | $5346820.21     | 0.01%             | 2029-06-14      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |        165000 | PA      | $162518.37      | 0.00%             | 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      | $3603044.67     | 0.01%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Warehouses De Pauw CVA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         74600 | NS      | $-22029.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193483251 | PA      | $-2085182.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16939000 | PA      | $28429.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/INR One-touch barrier option; Barrier price USD 86.00000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4304000 | PA      | $20478.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-II Ltd.                                                        | CIFC Funding 2019-II Ltd., Series 2019-2A, Class A1RR                                                                            | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3508087.80     | 0.01%             | 2038-10-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -3161000 | PA      | $-2876719.26    | -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      | $902409.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -7210044 | PA      | $-7210043.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-5A, Class A1R                                                                                          | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |         70008 | PA      | $70033.32       | 0.00%             | 2031-04-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       3652000 | PA      | $4427766.79     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | 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      | $1516578.30     | 0.00%             | 2063-09-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SBI Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1100 | NS      | $1470.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M2                                                                                | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7078208 | PA      | $5769703.57     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |       2664084 | PA      | $3127767.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KeyCorp                                                                                                                          | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -162200 | NS      | $4866.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       5212000 | PA      | $6853370.69     | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO X Ltd.                                                              | Trinitas CLO X Ltd., Series 2019-10A, Class B1R                                                                                  | CUSIP: 89640AAN6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4002399.60     | 0.01%             | 2035-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                           | Celestial Dynasty Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |        800000 | PA      | $801600.00      | 0.00%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International, Series A                                                                                                   | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      36128000 | PA      | $35075588.47    | 0.08%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -828308000 | PA      | $-1034326.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1480000 | PA      | $294.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400985802 | PA      | $-20675689.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -29152918 | PA      | $-107336.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                       | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       2276000 | PA      | $1883832.00     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                                                  | First NLC Trust, Series 2007-1, Class A3                                                                                         | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1553501 | PA      | $778079.40      | 0.00%             | 2037-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       4602000 | PA      | $4551224.62     | 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        |       1818316 | PA      | $1772857.79     | 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      | $283008.01      | 0.00%             | 2030-07-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class D                                                                                               | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7203000 | PA      | $7251068.50     | 0.02%             | 2041-03-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      78380000 | PA      | $-328683.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |        494000 | PA      | $592498.01      | 0.00%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |        200000 | PA      | $254953.88      | 0.00%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                      | BAMLL Trust, Series 2025-ASHF, Class A                                                                                           | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22354000 | PA      | $22381942.50    | 0.05%             | 2042-02-15      | Floating      | 6.00%                 | 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        |       4986000 | PA      | $5486091.15     | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                                                      | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      15151571 | PA      | $15169036.67    | 0.03%             | 2032-10-15      | Floating      | 5.61%                 | 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      | $2201225.64     | 0.00%             | 2173-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      28370000 | PA      | $22465.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      44851000 | PA      | $229097.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2023-1A, Class E                                                                                      | CUSIP: 89624XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009756.60     | 0.01%             | 2036-07-20      | Floating      | 13.27%                | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12832000 | PA      | $12959999.20    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                      | Point Broadband Funding LLC, Series 2025-1A, Class C                                                                             | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7635000 | PA      | $7805831.60     | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |        841000 | PA      | $739028.75      | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                                       | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26614032 | PA      | $7254186.71     | 0.02%             | 2046-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          2254 | NC      | $59541.95       | 0.00%             |  |  |  | No            |                  1 | 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      | $1258344.80     | 0.00%             | 2033-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       2007000 | PA      | $1937898.99     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       1844000 | PA      | $1808320.91     | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | 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      | $13488644.00    | 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        |       8782703 | PA      | $8748977.82     | 0.02%             | 2032-02-26      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       1520000 | PA      | $1610804.80     | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sonder Enterprises, Inc.                                                         | Sonder Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      42491785 | PA      | $31868838.77    | 0.07%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8357000 | PA      | $-158313.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      70274617 | PA      | $12210.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        554000 | PA      | $493060.00      | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                                   | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |       1634000 | PA      | $1642428.34     | 0.00%             | 2031-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                                                            | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                                  | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14750000 | PA      | $14772883.15    | 0.03%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $3089218.83     | 0.01%             | 2032-07-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |       2900000 | PA      | $2886399.00     | 0.01%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     268512222 | PA      | $-5403348.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33384.59      | -0.00%            |  |  |  | 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      | $2220063.68     | 0.01%             | 2038-01-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168525198 | PA      | $-686968.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3629578582 | PA      | $-44373.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $14820775.14    | 0.03%             | 2034-11-16      | Variable      | 8.20%                 | 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      | $12579.59       | 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      | $2752376.55     | 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      | $3899781.91     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2184000 | PA      | $1381750.06     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class D                                                                                               | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1520000 | PA      | $1463390.49     | 0.00%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | Bank of Ireland Group plc                                                                                                        | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       2077000 | PA      | $2542577.11     | 0.01%             | 2030-03-10      | Variable      | 6.38%                 | 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        |        594467 | PA      | $546166.22      | 0.00%             | 2031-12-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       9786000 | PA      | $11377941.62    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust                                                          | Argent Securities Trust, Series 2006-M1, Class A2C                                                                               | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6753708 | PA      | $1821839.64     | 0.00%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413241 | PA      | $1001092.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         89625 | PA      | $89625.00       | 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      | $26086073.04    | 0.06%             | 2029-12-06      | Variable      | 7.53%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1620000 | PA      | $-190000.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       6265000 | PA      | $6646500.91     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                               | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |        624000 | PA      | $628992.00      | 0.00%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                                  | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3893000 | PA      | $3766497.74     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                                                         | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6448193 | PA      | $6509335.89     | 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      | $5675589.28     | 0.01%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                        | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class B                                                                                 | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |        518000 | PA      | $605795.82      | 0.00%             | 2062-05-20      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       2682000 | PA      | $2862557.60     | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                               | Aramark International Finance SARL                                                                                               | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |       5750000 | PA      | $6759416.55     | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8500000 | PA      | $-1941.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6008000 | NS      | $-315410.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp Investments, Inc.                                                   | U.S. Bancorp Investments, Inc.                                                                                                   | CUSIP: N/A<br>LEI: H85Z6XZP8B10ES0M2G89       | Short            | RA               | CORP              | US        |     -24609370 | PA      | $-24609370.00   | -0.06%            |  |  |  | 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      | $1330880.18     | 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        |       7777000 | PA      | $8032038.94     | 0.02%             | 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        |       1136000 | PA      | $1171219.41     | 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      | $335652.82      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | 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      | $31777191.07    | 0.07%             |  |  |  | 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      | $-909429.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        270000 | PA      | $-53590.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      70215493 | PA      | $16009.81       | 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        |      10706942 | PA      | $10718398.17    | 0.02%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                            | Heathrow Funding Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2936000 | PA      | $3999914.47     | 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      | $4057256.15     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pfizer, Inc.                                                                                                                     | CUSIP: 717081103<br>LEI: N/A                  | N/A              | DE               |  | US        |         60400 | NS      | $64204.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Ltd.                                                    | Magellan Financial Group Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300X5WFW6USQQ9U26       | Long             | EC               | CORP              | AU        |        101029 | NS      | $641202.16      | 0.00%             |  |  |  | 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        |        714129 | PA      | $846200.51      | 0.00%             | 2043-02-25      | Floating      | 6.37%                 | 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      | $2339253.13     | 0.01%             | 2038-01-15      | Floating      | 5.48%                 | 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      | $2349508.86     | 0.01%             | 2040-10-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class D                                                                          | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2860000 | PA      | $2800603.52     | 0.01%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                                     | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3239821 | PA      | $2773001.94     | 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        |        979898 | PA      | $979897.96      | 0.00%             | 2028-10-12      | Variable      | 7.70%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      21616000 | PA      | $632713.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       7871000 | PA      | $10216758.71    | 0.02%             | 2028-07-31      | 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      | $-9383.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                           | Cascade MH Asset Trust, Series 2019-MH1, Class A                                                                                 | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13157800 | PA      | $12634944.53    | 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      | $3806677.40     | 0.01%             | 2035-07-28      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       2488000 | PA      | $2882753.12     | 0.01%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                        | QIAGEN NV                                                                                                                        | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | DBT              | CORP              | NL        |      12200000 | PA      | $12062515.39    | 0.03%             | 2032-09-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Beazley plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -121100 | NS      | $-109410.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3109760000 | PA      | $-4801.86       | -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      | $21004.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sino Land Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1724000 | NS      | $46802.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class B                                                                         | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7329000 | PA      | $7494408.20     | 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        |       5757000 | PA      | $6797694.94     | 0.02%             | 2028-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15789474 | PA      | $-315212.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | United Rentals, Inc.                                                                                                             | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -1400 | NS      | $-15736.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                              | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     412488417 | PA      | $470925527.55   | 1.07%             | 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        |       5962367 | PA      | $8071454.96     | 0.02%             | 2055-12-21      | Floating      | 4.97%                 | 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      | $1513938.60     | 0.00%             | 2038-07-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2024CC                                                                    | CUSIP: 64613CGH5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      11220000 | PA      | $11763734.12    | 0.03%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Altria Group, Inc.                                                                                                               | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         30600 | NS      | $69462.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127000000 | PA      | $48497.42       | 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      | $1361467.28     | 0.00%             | 2031-01-31      | Variable      | 6.91%                 | 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        |       9224670 | PA      | $9285356.44     | 0.02%             | 2039-02-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $880000.00      | 0.00%             | 2028-01-15      | 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      | $174738.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                    | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       2494000 | PA      | $2539515.50     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                                                                          | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |          9212 | NS      | $2082333.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         47226 | NS      | $5294979.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                                        | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1121726 | PA      | $457172.46      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                  | Wolfspeed, Inc.                                                                                                                  | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       4125000 | PA      | $1856250.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                                                   | Mosel Bidco SE, 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3536097.71     | 0.01%             | 2030-09-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Waters Corp.                                                                                                                     | CUSIP: 941848103<br>LEI: N/A                  | N/A              | DE               |  | US        |          3200 | NS      | $-8544.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       1141000 | PA      | $1155197.66     | 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        |       2680000 | PA      | $-620.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pan Pacific International Holdings Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -85500 | NS      | $28869.20       | 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        |      38300000 | PA      | $38422299.56    | 0.09%             | 2038-10-15      | Floating      | 5.30%                 | 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        |      15505119 | PA      | $418101.74      | 0.00%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                           | Arcano Euro CLO II DAC, Series 2A, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1777025.06     | 0.00%             | 2039-07-25      | Floating      | 5.28%                 | 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      | $5058927.55     | 0.01%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         76500 | NS      | $9466875.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      27500000 | PA      | $27706250.00    | 0.06%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                      | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-292442.23     | -0.00%            | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $90046.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                                 | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       3032047 | PA      | $3034961.87     | 0.01%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1270 | NC      | $119062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-52679.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4709829.45     | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | 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        |        533409 | PA      | $506775.19      | 0.00%             | 2047-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        402000 | PA      | $407893.02      | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | 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        |        977588 | PA      | $974987.12      | 0.00%             | 2028-12-21      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      12315000 | PA      | $11379128.59    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | 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        |       1543976 | PA      | $1469879.27     | 0.00%             | 2036-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       1812000 | PA      | $1707671.20     | 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      | $4443860.00     | 0.01%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rheinmetall AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1468 | NS      | $-82626.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      15420000 | PA      | $-28217.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        773000 | PA      | $1045872.38     | 0.00%             | 2066-01-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      18000000 | PA      | $21761676.47    | 0.05%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. DAC                                           | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                                   | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      22303000 | PA      | $26211362.38    | 0.06%             | 2037-06-22      | Floating      | 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        |       1000000 | PA      | $1153905.86     | 0.00%             | 2027-09-03      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12200000 | PA      | $14215984.42    | 0.03%             | 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        |       3584540 | PA      | $3150571.65     | 0.01%             | 2036-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Endeavour Mining plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         73300 | NS      | $212081.06      | 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      | $3156210.16     | 0.01%             | 2032-07-15      | Floating      | 5.87%                 | 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      | $1911130.33     | 0.00%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |        900000 | PA      | $887615.83      | 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        |      29974826 | PA      | $30119050.38    | 0.07%             | 2053-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                             | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2255000 | PA      | $2725088.63     | 0.01%             | 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      | $-36769.09      | -0.00%            |  |  |  | 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        |      11196080 | PA      | $12361614.41    | 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        |       6824000 | PA      | $6911052.68     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |       6095000 | PA      | $8244426.84     | 0.02%             | 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      | $1515407.95     | 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      | $38933507.84    | 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      | $1859401.33     | 0.00%             | 2038-01-05      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                                     | Vestis Corp., 1st Lien Term Loan B1                                                                                              | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |       1051121 | PA      | $986298.22      | 0.00%             | 2031-02-24      | Variable      | 6.45%                 | 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      | $-240167.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Spirax Group plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -15000 | NS      | $31664.76       | 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      | $12067699.43    | 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      | $-27925.77      | -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        |       1492424 | PA      | $1475947.88     | 0.00%             | 2028-04-06      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     988510000 | PA      | $1917391.91     | 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        |       1734179 | PA      | $1394707.37     | 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      | $4703244.30     | 0.01%             | 2039-09-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      10033000 | PA      | $10305114.02    | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2021-NQM1, Class B1                                                                                            | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6050000 | PA      | $5012935.62     | 0.01%             | 2065-04-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |       7090592 | PA      | $5548387.92     | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | 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      | $508043.59      | 0.00%             | 2037-04-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-604040.42     | -0.00%            | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Anglo American plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         38800 | NS      | $126687.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Akamai Technologies, Inc.                                                                                                        | CUSIP: 00971T101<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -12800 | NS      | $11776.00       | 0.00%             |  |  |  | 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      | $5392884.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1420400000 | PA      | $24729192.46    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      26200000 | PA      | $17484247.32    | 0.04%             | 2039-09-15      | Fixed         | 5.50%                 | 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      | $46465875.31    | 0.11%             | 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      | $2664613.60     | 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        |       1482513 | PA      | $1279067.37     | 0.00%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       4846000 | PA      | $4190569.78     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      16575000 | PA      | $3663075.00     | 0.01%             | 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      | $355781.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       3377000 | PA      | $4088017.02     | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                                  | Youni Italy SRL, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |       1161122 | PA      | $1375457.83     | 0.00%             | 2034-04-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CC296L8<br>LEI: N/A                  | N/A              | DE               |  | US        |          1000 | NC      | $325000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995500 | PA      | $-17072.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Namibia                                                              | Republic of Namibia                                                                                                              | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |        510000 | PA      | $508725.00      | 0.00%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                   | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |        757000 | PA      | $804785.63      | 0.00%             | 2028-11-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    2060100000 | PA      | $35582694.96    | 0.08%             | 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      | $2240246.39     | 0.01%             | 2038-08-15      | Floating      | 5.19%                 | 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      | $14269740.80    | 0.03%             | 2035-04-10      | Variable      | 9.29%                 | 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      | $2000000.00     | 0.00%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                         | Itelyum Regeneration Spa                                                                                                         | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |       4085000 | PA      | $4879412.90     | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Charter Communications, Inc., Class A                                                                                            | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               |  | US        |          3200 | NS      | $46032.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |       7765000 | PA      | $9331970.15     | 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      | $7806.78        | 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      | $260461.29      | 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        |        492000 | PA      | $505222.50      | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       2225000 | PA      | $2347375.00     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | 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        |      37074907 | PA      | $2183274.52     | 0.00%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                           | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |       7872000 | PA      | $9205085.64     | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF                                                      | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114404639 | PA      | $115121898.87   | 0.26%             | 2055-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        536063 | PA      | $721601.81      | 0.00%             | 2031-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                                    | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18660000 | PA      | $81399.21       | 0.00%             | 2048-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class B                                                                                | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |        382000 | PA      | $514617.47      | 0.00%             | 2058-06-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class A1                                                             | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |        952205 | PA      | $952633.84      | 0.00%             | 2031-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                            | Spectrum Brands, Inc.                                                                                                            | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       2966000 | PA      | $2380215.00     | 0.01%             | 2031-03-15      | 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      | $393250.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       3909250 | PA      | $3909250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies, Inc.                                                      | Opendoor Technologies, Inc.                                                                                                      | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |        720507 | NS      | $5742440.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       1501000 | PA      | $1604944.25     | 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        |          1000 | NS      | $13011.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                                   | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |         15276 | NS      | $194607.78      | 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      | $-490021.86     | -0.00%            | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                          | Bracelet Holdings, Inc.                                                                                                          | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25994000 | PA      | $25014398.17    | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $21228.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      30755000 | PA      | $30606715.69    | 0.07%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      28500000 | PA      | $33787724.16    | 0.08%             | 2033-02-04      | Variable      | 3.62%                 | 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      | $24920.88       | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       2108000 | PA      | $2465415.72     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6161777 | PA      | $90198.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |       1618000 | PA      | $1631708.15     | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Providus CLO V DAC                                                               | Providus CLO V DAC, Series 5X, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354008C72YCMAEWD258       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1177590.58     | 0.00%             | 2035-02-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       2498000 | PA      | $3363410.26     | 0.01%             | 2033-04-21      | Floating      | 5.37%                 | 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      | $3040636.80     | 0.01%             | 2037-10-15      | Floating      | 10.47%                | 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        |        583000 | PA      | $594985.02      | 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        |       1214000 | NS      | $12822165.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Obara Group, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $676570.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       3908000 | PA      | $4790996.89     | 0.01%             | 2029-03-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B6                                                                           | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1669191 | PA      | $794320.35      | 0.00%             | 2052-02-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2760000 | PA      | $-428158.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      12700000 | PA      | $12747032.42    | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | 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      | $1010221.10     | 0.00%             | 2064-07-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      12375183 | PA      | $12436895.56    | 0.03%             | 2030-12-17      | Variable      | 4.62%                 | 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        |      22541823 | PA      | $22287305.09    | 0.05%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       3100000 | PA      | $2988400.00     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | 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        |      15295000 | PA      | $15710676.80    | 0.04%             | 2042-08-10      | Variable      | 7.02%                 | 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        |       3204819 | PA      | $4331160.63     | 0.01%             | 2056-09-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       5147000 | PA      | $5278262.83     | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | 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      | $10994197.21    | 0.02%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                           | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       1356000 | PA      | $1296623.20     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $254020.96      | 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      | $-19534.92      | -0.00%            |  |  |  | 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      | $11019225.23    | 0.02%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Money Forward, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       4000000 | NS      | $369555.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       4790000 | PA      | $-19617.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class DR                                                                             | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6734122.65     | 0.02%             | 2031-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                        | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class E                                                              | CUSIP: 38138XAA0<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |        825000 | PA      | $830420.75      | 0.00%             | 2037-04-20      | Floating      | 10.33%                | 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      | $3632067.15     | 0.01%             | 2057-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       1438000 | PA      | $1429976.82     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                                | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        328749 | PA      | $378784.54      | 0.00%             | 2038-09-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3958000 | PA      | $4062174.56     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       6800000 | PA      | $6842500.00     | 0.02%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                           | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |        333542 | PA      | $333021.38      | 0.00%             | 2028-10-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     365039500 | PA      | $529.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |        654000 | PA      | $632414.93      | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |      11020000 | PA      | $622902.12      | 0.00%             |  |  |  | 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      | $864483.93      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AGC, Inc.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -16900 | NS      | $-4236.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  401587000000 | PA      | $24916949.17    | 0.06%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        326000 | PA      | $325527.27      | 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        |      15520461 | PA      | $15568961.94    | 0.04%             | 2039-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2023-1A, Class ER                                                                                 | CUSIP: 69702UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1006781.70     | 0.00%             | 2038-01-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      19550000 | PA      | $-1054690.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |          2177 | PA      | $-148.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       3100000 | PA      | $3564068.44     | 0.01%             | 2027-05-25      | Fixed         | 2.75%                 | 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      | $1294378.55     | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | 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      | $51632.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Steel Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -954647 | NS      | $1644.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compartment BL Consumer Credit                                                   | Compartment BL Consumer Credit, Series 2024-1, Class B                                                                           | CUSIP: N/A<br>LEI: 549300BCEKCIKD7MN312       | Long             | ABS-O            | CORP              | LU        |       1236000 | PA      | $1454283.45     | 0.00%             | 2041-09-25      | Floating      | 2.77%                 | 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      | $2473260.47     | 0.01%             | 2041-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Packaging Corp. of America                                                                                                       | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10700 | NS      | $-55854.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                          | OPAP SA, Class R                                                                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |         33355 | NS      | $778117.90      | 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        |        439561 | PA      | $523928.25      | 0.00%             | 2042-02-24      | Floating      | 5.91%                 | 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      | $3763072.50     | 0.01%             | 2038-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Suzuki Motor Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         88200 | NS      | $44097.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Genting Singapore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3638400 | NS      | $68989.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-120425.21     | -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      | $9304174.77     | 0.02%             | 2041-10-15      | Floating      | 5.64%                 | 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      | $994218.00      | 0.00%             | 2055-09-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -797066000 | PA      | $-37902.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       1151000 | PA      | $1243610.61     | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-4A, Class BR2                                                                                         | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |       1200000 | PA      | $1202529.72     | 0.00%             | 2031-07-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| American Residential Services LLC                                                | American Residential Services LLC, 1st Lien Term Loan                                                                            | CUSIP: 02927HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        997500 | PA      | $993140.93      | 0.00%             | 2032-02-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                   | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                        | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        103785 | PA      | $103369.19      | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barley Hill No. 2 plc                                                            | Barley Hill No. 2 plc, Series 2, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |        520000 | PA      | $700521.51      | 0.00%             | 2058-08-27      | Floating      | 5.67%                 | 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        |        756523 | PA      | $754162.85      | 0.00%             | 2031-02-10      | Variable      | 6.17%                 | 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        |      33151980 | NS      | $33151980.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class C                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       1047000 | PA      | $1424680.95     | 0.00%             | 2057-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | H & M Hennes & Mauritz AB, Class B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -57700 | NS      | $-171202.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, 1st Lien Term Loan                                                                                                   | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |       1083898 | PA      | $1082543.42     | 0.00%             | 2031-03-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp., Series 2005-AG1, Class M2                                                                                  | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1826095 | PA      | $1600271.88     | 0.00%             | 2035-08-25      | Floating      | 4.96%                 | 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      | $1064041.00     | 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      | $16559065.13    | 0.04%             | 2036-01-23      | Floating      | 6.27%                 | 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      | $8034740.00     | 0.02%             | 2038-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496014000 | PA      | $2162978.32     | 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        |       1372805 | PA      | $624049.27      | 0.00%             | 2057-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      74953607 | PA      | $317656.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                        | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                                                        | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |       4792988 | PA      | $4988157.95     | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $525061.83      | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | New York State Thruway Authority, Series 2025A                                                                                   | CUSIP: 650028B36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9130000 | PA      | $9516391.56     | 0.02%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR6, Class F                                                                            | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6423000 | PA      | $6319926.91     | 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      | $2994337.50     | 0.01%             | 2174-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      26280000 | PA      | $28902586.32    | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |        910000 | PA      | $920179.26      | 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        |       7750000 | PA      | $7788734.50     | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $111162.30      | 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        |     242972000 | PA      | $292119242.86   | 0.66%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Assurant, Inc.                                                                                                                   | CUSIP: 04621X108<br>LEI: N/A                  | N/A              | DE               |  | US        |          6300 | NS      | $33834.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33460000 | PA      | $3396467.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class E                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      13536852 | PA      | $15892909.50    | 0.04%             | 2033-08-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3315000 | PA      | $-7454.56       | -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        |         -1224 | NC      | $-1936784.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       7800000 | PA      | $9486787.04     | 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      | $6996448.96     | 0.02%             | 2055-12-21      | Floating      | 6.47%                 | 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      | $480514.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $65799.41       | 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      | $-428486.92     | -0.00%            | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | Louisiana Public Facilities Authority, Series 2020A                                                                              | CUSIP: 546399KR6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |       8000000 | PA      | $5701693.73     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       2270000 | PA      | $2665386.68     | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $159609.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3140E9J23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         50749 | PA      | $48823.54       | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 2023 Ltd.                                                      | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class D                                                                                 | CUSIP: 720922AJ2<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |       4500000 | PA      | $4538477.70     | 0.01%             | 2036-10-20      | Floating      | 8.78%                 | 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      | $1194662.20     | 0.00%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                                    | Veritas Newco                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         77944 | NS      | $1773228.73     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1                                                                 | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15594351 | PA      | $12864403.61    | 0.03%             | 2039-05-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-154819.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Capgemini SE                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6500 | NS      | $17656.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innio North America Holding, Inc.                                                | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                                                                 | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |        655687 | PA      | $654867.55      | 0.00%             | 2028-11-02      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zurich Insurance Group AG                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2500 | NS      | $28800.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Genuine Parts Co.                                                                                                                | CUSIP: 372460105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19100 | NS      | $-11317.88      | -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        |        596000 | PA      | $644276.00      | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | 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        |        625266 | PA      | $285898.46      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                                     | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |       8107768 | PA      | $8154566.57     | 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        |       1700000 | PA      | $2000248.00     | 0.00%             | 2042-05-19      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138X9AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         57088 | PA      | $56943.58       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M3                                                                  | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1446755 | PA      | $1472439.81     | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                          | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $591790.08      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -301335000 | PA      | $-119454.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      28369961 | PA      | $38154761.12    | 0.09%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     306559856 | PA      | $-2885.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |          2591 | NS      | $675629.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18050000 | PA      | $1231472.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WPP plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -300000 | NS      | $-46473.19      | -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      | $5048427.00     | 0.01%             | 2035-05-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bank of Montreal                                                                                                                 | CUSIP: 063671101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -30700 | NS      | $-48114.10      | -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      | $4946.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       2652000 | PA      | $2688531.30     | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class D                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        338873 | PA      | $409266.39      | 0.00%             | 2046-12-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                                                                   | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      12646718 | PA      | $12504442.06    | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2022-CSMO, Class B                                                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7520000 | PA      | $7595200.00     | 0.02%             | 2027-06-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                      | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       7606000 | PA      | $8063600.54     | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                       | PsiQuantum Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        133913 | NS      | $5497128.65     | 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      | $3625920.46     | 0.01%             | 2066-12-25      | Variable      | 4.27%                 | 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      | $6771207.38     | 0.02%             | 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        |       6761958 | PA      | $6811229.44     | 0.02%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       3038000 | PA      | $2924821.58     | 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        |        451873 | PA      | $393591.79      | 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        |           681 | PA      | $655.83         | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OT Midco, Inc.                                                                   | OT Midco, Inc.                                                                                                                   | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15083000 | PA      | $10190149.76    | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Genius Electronic Optical Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81000 | NS      | $28176.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       2938000 | PA      | $3037157.50     | 0.01%             | 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      | $-78103.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     143350000 | PA      | $137100835.94   | 0.31%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       6098000 | PA      | $6387655.00     | 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      | $1201833.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     410897100 | PA      | $4472967.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alcon AG                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         16000 | NS      | $-27985.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University, Series 2025A                                                                                          | CUSIP: 594712C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5805000 | PA      | $6012010.40     | 0.01%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                            | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      10950000 | PA      | $11664897.36    | 0.03%             | 2029-10-01      | None          | 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      | $2513952.50     | 0.01%             | 2036-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        729762 | PA      | $729762.50      | 0.00%             |  |  |  | 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                                                                              | Sun Life Financial, Inc.                                                                                                         | CUSIP: 866796105<br>LEI: N/A                  | N/A              | DE               |  | US        |         64900 | NS      | $63434.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                   | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |        575000 | PA      | $594544.25      | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     589000000 | PA      | $-3359045.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Arch Capital Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         18300 | NS      | $49181.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                            | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      29472571 | PA      | $34565247.54    | 0.08%             | 2031-03-25      | Variable      | 4.56%                 | 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      | $4532319.99     | 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        |       3875000 | PA      | $3859667.71     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                                  | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | CORP              | US        |       8654000 | PA      | $10219972.98    | 0.02%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                                   | EC Finance plc                                                                                                                   | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |       7851000 | PA      | $9032435.86     | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      10210000 | PA      | $-8782.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class D                                                                         | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3500165.20     | 0.01%             | 2033-01-15      | Floating      | 9.02%                 | 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      | $5403766.69     | 0.01%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                       | AREIT Ltd., Series 2025-CRE10, Class A                                                                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3710000 | PA      | $3712293.89     | 0.01%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Project Davinci                                                                  | 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        |      14000000 | PA      | $16638231.03    | 0.04%             | 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        |       3000000 | PA      | $2007650.74     | 0.00%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BB Seguridade Participacoes SA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        307800 | NS      | $97020.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp Investments, Inc.                                                   | U.S. Bancorp Investments, Inc.                                                                                                   | CUSIP: N/A<br>LEI: H85Z6XZP8B10ES0M2G89       | Short            | RA               | CORP              | US        |     -10468275 | PA      | $-10468275.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1483233 | PA      | $1483233.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       1521000 | PA      | $1558804.74     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota, Series 2021A                                                                                                 | CUSIP: 60412AWT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7785000 | PA      | $7903402.42     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class ER                                                                                     | CUSIP: 87250GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $249898.30      | 0.00%             | 2034-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        759000 | PA      | $768867.00      | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1500000 | PA      | $14974.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DF Residential I LP                                                              | DF Residential I LP                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      22678371 | NS      | $23812289.33    | 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      | $2590025.88     | 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        |      76290000 | PA      | $76552246.88    | 0.17%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                                  | Holding Socotec, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4741176 | PA      | $5600555.24     | 0.01%             | 2031-06-02      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hops Hill No2 plc                                                                | Hops Hill No. 2 plc, Series 2, Class B                                                                                           | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       4073000 | PA      | $5546058.21     | 0.01%             | 2054-11-27      | Floating      | 6.22%                 | 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      | $738455.69      | 0.00%             | 2031-01-17      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                    | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       4336000 | PA      | $4704699.58     | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $130.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        546983 | PA      | $737826.83      | 0.00%             | 2031-05-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                       | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      10538000 | PA      | $12696041.49    | 0.03%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                     | GE Aerospace                                                                                                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         55000 | NS      | $16545100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |        743000 | PA      | $792409.50      | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. SONIA Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -1289 | NC      | $844291.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                                                          | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        570000 | PA      | $520186.10      | 0.00%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            40 | NC      | $-7114.80       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HNG Hospitality offshore LP                                                      | HNG Hospitality offshore LP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      26198000 | NS      | $18862560.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                      | HSBC Securities (USA), Inc.                                                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -14299538 | PA      | $-14299537.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                                | TripAdvisor, Inc., 1st Lien Term Loan B                                                                                          | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |        997481 | PA      | $973371.99      | 0.00%             | 2031-07-08      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       3185000 | PA      | $3617075.27     | 0.01%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Camden Property Trust                                                                                                            | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14300 | NS      | $20020.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4071000 | PA      | $4182341.85     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       2002000 | PA      | $2129231.10     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | Hong Kong Government Infrastructure Bond Programme                                                                               | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |      77000000 | PA      | $10537329.01    | 0.02%             | 2035-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                                          | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      10274517 | PA      | $12263105.45    | 0.03%             | 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        |       7946000 | PA      | $7456787.27     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                        | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2555000 | PA      | $2502994.00     | 0.01%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -127413000 | PA      | $-172006.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     297922500 | PA      | $639917.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19370000 | PA      | $-103274.87     | -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      | $1114922.50     | 0.00%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ansell Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -80200 | NS      | $127659.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       2385000 | PA      | $2335060.25     | 0.01%             | 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      | $1511018.85     | 0.00%             | 2038-07-17      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      13610000 | PA      | $8877077.59     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       2056000 | PA      | $2616448.92     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      21990000 | PA      | $21467737.50    | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | 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        |       3294000 | PA      | $3845567.02     | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       1651000 | PA      | $1648221.37     | 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      | $472873.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                                 | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       2697000 | PA      | $2762725.89     | 0.01%             | 2028-09-21      | Fixed         | 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      | $296555.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                               | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        191000 | PA      | $195600.62      | 0.00%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $4648760.11     | 0.01%             | 2036-08-28      | Variable      | 5.64%                 | 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        |        987500 | PA      | $986680.37      | 0.00%             | 2030-07-22      | Variable      | 7.78%                 | 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        |        282702 | PA      | $331289.11      | 0.00%             | 2049-10-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |        383000 | PA      | $384455.40      | 0.00%             | 2026-01-17      | 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      | $-45082.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-1A, Class A1AR                                                                                        | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        384170 | PA      | $384206.02      | 0.00%             | 2030-10-15      | Floating      | 5.79%                 | 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        |       2331582 | PA      | $1964325.22     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                                       | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10651615 | PA      | $10634537.10    | 0.02%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      43455413 | PA      | $-294588.35     | -0.00%            |  |  |  | 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      | $1000986.50     | 0.00%             | 2038-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8392500 | PA      | $-6184.35       | -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      | $108030.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       7029000 | PA      | $-27838.78      | -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        |        711159 | PA      | $708574.11      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18362368 | PA      | $-785.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      76240000 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -828308000 | PA      | $-679261.06     | -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        |        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      | $3736414.12     | 0.01%             | 2032-06-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                                   | Orion CLO Ltd., Series 2024-4A, Class A                                                                                          | CUSIP: 68626JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1010000 | PA      | $1012759.93     | 0.00%             | 2037-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      15165000 | PA      | $14784775.23    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | 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      | $7170935.38     | 0.02%             | 2037-05-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | Commonwealth of Puerto Rico, Series 2022                                                                                         | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      97729078 | PA      | $57389215.13    | 0.13%             | 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        |       1481344 | PA      | $1324691.44     | 0.00%             | 2029-11-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                                                                  | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2782461 | PA      | $2805508.46     | 0.01%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2016A                                                                                   | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1580000 | PA      | $1484022.04     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bollore SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        271600 | NS      | $-12576.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      15612000 | PA      | $15596388.00    | 0.04%             | 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      | $191350.47      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6041318000 | PA      | $6091086196.44  | 13.82%            | 2055-10-25      | 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      | $-101932.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HomeToGo SE                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |        109138 | NS      | $128.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Infroneer Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $539720.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   51413419784 | PA      | $-38990.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $67000.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                               | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       1905000 | PA      | $1914130.67     | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                              | Ascend Learning LLC, 1st Lien Term Loan                                                                                          | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992385 | PA      | $990935.74      | 0.00%             | 2028-12-11      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1709903 | PA      | $-246522.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ANA Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -549100 | NS      | $348831.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Archer-Daniels-Midland Co.                                                                                                       | CUSIP: 039483102<br>LEI: N/A                  | N/A              | DE               |  | US        |         27200 | NS      | $-21488.00      | -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      | $475282.27      | 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        |        668982 | PA      | $661874.40      | 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      | $2864761.67     | 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        |       9674134 | PA      | $9757059.97     | 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      | $490641.98      | 0.00%             | 2061-02-26      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      15525000 | PA      | $20519870.92    | 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      | $5562604.83     | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     419340000 | PA      | $15048987.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1380000 | PA      | $1156127.66     | 0.00%             | 2040-08-01      | 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      | $-2013.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wells Fargo & Co.                                                                                                                | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               |  | US        |         26300 | NS      | $-35242.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       8022000 | PA      | $9878021.21     | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| 2023-MIC Trust                                                                   | MIC Trust (The), Series 2023-MIC, Class A                                                                                        | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6126000 | PA      | $6634941.95     | 0.02%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2752000 | PA      | $2838233.92     | 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        |         26340 | NS      | $668751.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       3385000 | PA      | $3386418.32     | 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      | $-1672525.28    | -0.00%            | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       4764000 | PA      | $5714602.01     | 0.01%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                               | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       5476000 | PA      | $5966118.43     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                                   | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       4775000 | PA      | $4759706.90     | 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        |       2146108 | PA      | $2902386.02     | 0.01%             | 2056-04-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                          | TER Finance Jersey Ltd., Series 22                                                                                               | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |      58596000 | PA      | $58585962.51    | 0.13%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV                                                          | Argentum Netherlands BV                                                                                                          | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |      13101000 | PA      | $13165902.35    | 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        |        503725 | PA      | $504460.32      | 0.00%             | 2031-08-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                                          | Metrocentre Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |       1202066 | PA      | $926548.60      | 0.00%             | 2025-12-05      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                            | Bright Machines, Inc., Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1958349 | NS      | $548337.72      | 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        |       2117000 | PA      | $2369703.22     | 0.01%             | 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      | $4548866.82     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |        910000 | PA      | $1067363.72     | 0.00%             | 2026-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. EURIBOR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -123 | NC      | $30305.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        534000 | PA      | $562035.00      | 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      | $820750.00      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       2600000 | PA      | $2642900.00     | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | 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        |       2257666 | PA      | $2276906.75     | 0.01%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-NQM1, Class AIOS                                                                                         | CUSIP: 126401AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3295949 | PA      | $31711.03       | 0.00%             | 2065-05-25      | Variable      | 0.43%                 | 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        |        980075 | PA      | $979584.96      | 0.00%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       1900000 | PA      | $1972895.40     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  215304000000 | PA      | $13106069.32    | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | 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        |       4383000 | PA      | $5053350.14     | 0.01%             | 2030-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Eircom Finco SARL                                                                | Eircom Finco SARL, Facility 1st Lien Term Loan B5                                                                                | CUSIP: G2953HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4500000 | PA      | $5299497.33     | 0.01%             | 2029-05-15      | Variable      | 4.65%                 | 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      | $2540052.96     | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RB Global, Inc.                                                                                                                  | CUSIP: 74935Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |         13100 | NS      | $-40316.00      | -0.00%            |  |  |  | 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      | $3531110.14     | 0.01%             | 2055-06-14      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9159000 | PA      | $-192495.45     | -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        |           699 | NS      | $97.11          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       1775000 | PA      | $1851325.00     | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      10410300 | PA      | $1868648.85     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |        489000 | PA      | $490407.68      | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mr Price Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        184400 | NS      | $-69000.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class B                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        615960 | PA      | $724953.34      | 0.00%             | 2032-02-18      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class B3                                                                                | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16856508 | PA      | $9355012.92     | 0.02%             | 2060-12-25      | Variable      | 3.95%                 | 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      | $2352657.43     | 0.01%             | 2038-07-16      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                               | eircom Finance DAC                                                                                                               | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |       5824000 | PA      | $7003637.69     | 0.02%             | 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        |        449627 | PA      | $359688.20      | 0.00%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-385418.58     | -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      | $1750291.97     | 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      | $1914936.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Everbright Bank Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -131000 | NS      | $5221.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       6024000 | PA      | $7062443.40     | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CTEC III GmbH                                                                    | CTEC III GmbH, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3519226.61     | 0.01%             | 2029-03-16      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |       2085000 | PA      | $1881712.50     | 0.00%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | Long Island Power Authority, Series 2024A                                                                                        | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |       3715000 | PA      | $3846397.66     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                            | University of Houston, Series 2020A                                                                                              | CUSIP: 914302GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5530000 | PA      | $4358212.69     | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Haier Smart Home Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        659600 | NS      | $-23200.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                                                                  | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       7127048 | PA      | $7302387.25     | 0.02%             | 2028-02-01      | 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      | $180513.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                     | Hilton Worldwide Finance LLC                                                                                                     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        517000 | PA      | $516648.03      | 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      | $3254762.11     | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                                           | Morgan Stanley & Co. International plc                                                                                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Short            | RA               | CORP              | GB        |     -17284394 | PA      | $-17284393.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  100011622000 | PA      | $-262221.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 1A4                                                         | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2494144 | PA      | $2383162.77     | 0.01%             | 2037-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12895.17       | 0.00%             |  |  |  | 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      | $22086145.40    | 0.05%             | 2037-04-28      | Floating      | 5.87%                 | 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      | $5017625.00     | 0.01%             | 2037-07-20      | Floating      | 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      | $-117236.50     | -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      | $1505132.85     | 0.00%             | 2038-01-20      | Floating      | 5.69%                 | 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      | $3808330.16     | 0.01%             | 2031-08-17      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2302000 | PA      | $2270470.89     | 0.01%             | 2026-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      88347057 | PA      | $-63975.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     195737171 | PA      | $-4865458.52    | -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        |       1423183 | PA      | $1420066.55     | 0.00%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       1829673 | PA      | $-36689.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        469058 | PA      | $73012.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Center                                                                   | Houston Center, Delayed Draw 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14000309 | PA      | $13234892.17    | 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        |       3141442 | PA      | $3710140.07     | 0.01%             | 2038-07-20      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                                  | AGL CLO 37 Ltd., Series 2024-37A, Class E                                                                                        | CUSIP: 00121NAA1<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003826.30     | 0.00%             | 2038-04-22      | Floating      | 9.13%                 | 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      | $14498832.98    | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                             | Alliant Energy Corp.                                                                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      11685000 | PA      | $11699617.94    | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                             | Bank of America N.A.                                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Short            | RA               | CORP              | US        |      -9143888 | PA      | $-9143887.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                        | Aptiv plc                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |          8622 | NS      | $743388.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      56709085 | PA      | $-15198.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20126000000 | PA      | $78448.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                                                     | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                                             | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        543901 | PA      | $535929.48      | 0.00%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12826000 | PA      | $12387.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                              | ABRA Global Finance                                                                                                              | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      24896830 | PA      | $24125028.27    | 0.05%             | 2029-10-22      | Fixed         | 14.00%                | 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      | $3734000.00     | 0.01%             | 2041-10-13      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     240187000 | PA      | $1481085.40     | 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      | $5766675.00     | 0.01%             | 2038-07-15      | Floating      | 5.63%                 | 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      | $17621293.11    | 0.04%             | 2029-04-13      | Variable      | 7.34%                 | 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      | $-131310.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      84279298 | PA      | $-573952.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-117581.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18201.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          -240 | NC      | $-172775.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     239767642 | PA      | $-7103886.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        884000 | PA      | $897672.83      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Amadeus IT Group SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26300 | NS      | $9463.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23500000 | PA      | $4869508.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        769000 | PA      | $758932.23      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                      | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       1851000 | PA      | $1826682.49     | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2328000 | PA      | $2271847.01     | 0.01%             | 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      | $7112.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       2943000 | PA      | $2781492.52     | 0.01%             | 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      | $8282538.97     | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                               | New Century Home Equity Loan Trust, Series 2005-C, Class M2                                                                      | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3948254 | PA      | $3458100.03     | 0.01%             | 2035-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                    | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-550555.50     | -0.00%            | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -18200 | NS      | $72781.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2025F                                                                                                  | CUSIP: 452153PJ2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      16135000 | PA      | $16653137.70    | 0.04%             | 2048-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                                  | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                                                      | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4765000.50     | 0.01%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         72500 | NS      | $4332.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15720000 | PA      | $26253.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                                    | Salzgitter AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | EC               | CORP              | DE        |         80276 | NS      | $2434413.70     | 0.01%             |  |  |  | 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      | $6774603.75     | 0.02%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      47877006 | PA      | $-28643.87      | -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      | $8488846.92     | 0.02%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A                                                                  | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         61619 | PA      | $61584.68       | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | 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      | $-51573.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |        410000 | PA      | $414145.58      | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | 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      | $3036244.13     | 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        |      12811961 | PA      | $-2240.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       1853000 | PA      | $1846042.52     | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      30606000 | PA      | $36412499.83    | 0.08%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                         | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       5250000 | PA      | $5862640.89     | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       1815000 | PA      | $1711261.68     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VICI Properties, Inc.                                                                                                            | CUSIP: 925652109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         93400 | NS      | $110212.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3020654.88     | 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        |   19770331000 | PA      | $-531220.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      46892700 | PA      | $47172957.04    | 0.11%             | 2027-02-28      | Fixed         | 4.12%                 | 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      | $9009172.80     | 0.02%             | 2030-10-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-281203.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        100375 | PA      | $100375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIC Cayman Ltd.                                                                  | QIC Cayman Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300ZO9661UN55F475       | Long             | DBT              | CORP              | KY        |      15000000 | PA      | $15223050.00    | 0.03%             | 2031-04-10      | Variable      | 6.15%                 | 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      | $-51153.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2020-1, Class B2                                                                         | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2129000 | PA      | $1991425.30     | 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      | $352214.57      | 0.00%             | 2038-08-25      | Floating      | 2.96%                 | 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      | $3265909.35     | 0.01%             | 2061-02-23      | Floating      | 6.72%                 | 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      | $3490036.63     | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                             | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      12335000 | PA      | $12492888.00    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2858000 | PA      | $2977321.50     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -652640000 | PA      | $-932782.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GEA Group AG                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42600 | NS      | $-36960.22      | -0.00%            |  |  |  | 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        |      22143271 | PA      | $22312512.17    | 0.05%             | 2067-12-25      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invesco Preferred ETF                                                                                                            | CUSIP: 46138E511<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1000000 | NS      | $130000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                                         | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       8572000 | PA      | $10278909.22    | 0.02%             | 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      | $3748985.56     | 0.01%             | 2041-10-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        806400 | PA      | $114961.22      | 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      | $1597682.53     | 0.00%             | 2038-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5700000 | PA      | $6683974.19     | 0.02%             | 2033-09-02      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |        439000 | PA      | $437833.79      | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       2284000 | PA      | $2107854.95     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                                           | KKR Financial CLO Ltd., Series 2013-1A, Class A2R2                                                                               | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |        924453 | PA      | $925107.82      | 0.00%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Latch, Inc.                                                                                                                      | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        164855 | NS      | $16.49          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272000000 | PA      | $-702240.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2345312 | PA      | $-34264.52      | -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      | $2808656.76     | 0.01%             | 2038-01-20      | Floating      | 5.68%                 | 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      | $4762677.06     | 0.01%             | 2050-10-27      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4062000 | PA      | $29195.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       9748818 | PA      | $-97159.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      29145000 | PA      | $29853183.28    | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       2343000 | PA      | $2322845.91     | 0.01%             | 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      | $7659039.15     | 0.02%             | 2042-08-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series FF                                                                                                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      23530000 | PA      | $24165474.71    | 0.05%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       1759000 | PA      | $1824610.70     | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                                                         | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        243288 | PA      | $218059.03      | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14534.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                                 | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       2072000 | PA      | $2015110.67     | 0.00%             | 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        |       2229000 | PA      | $2310358.50     | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     121770000 | PA      | $-45721.30      | -0.00%            |  |  |  | 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      | $9806606.22     | 0.02%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      10390000 | PA      | $11622798.96    | 0.03%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |        247000 | PA      | $249192.13      | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       9170000 | PA      | $9368187.82     | 0.02%             | 2035-10-30      | Fixed         | 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      | $-119804.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       5706000 | PA      | $5733348.86     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RPI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     101410000 | PA      | $155020.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                                                                   | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |        801826 | PA      | $801329.03      | 0.00%             | 2029-10-09      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      10550000 | PA      | $10958491.83    | 0.02%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-126650.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class E                                                                              | CUSIP: 15033AAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       2962500 | PA      | $2959909.59     | 0.01%             | 2031-01-20      | Floating      | 9.14%                 | 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        |         85407 | PA      | $77597.17       | 0.00%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lululemon Athletica, Inc.                                                                                                        | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4100 | NS      | $2555.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class D                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        166464 | PA      | $202316.30      | 0.00%             | 2040-01-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                                    | WOM Mobile SA                                                                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      19825847 | PA      | $19014969.86    | 0.04%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $391431.84      | 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        |        529419 | PA      | $529418.57      | 0.00%             | 2031-12-11      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                          | Dell Technologies, Inc., Class C                                                                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        158400 | NS      | $22456368.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |       6508000 | PA      | $7697695.76     | 0.02%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11982000 | PA      | $-11369.54      | -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      | $-34565.29      | -0.00%            |  |  |  | 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      | $98746.74       | 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      | $3548920.09     | 0.01%             | 2038-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $992083.60      | 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        |       3173000 | PA      | $2952214.09     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                               | CPM Holdings, Inc., 1st Lien Term Loan                                                                                           | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        307522 | PA      | $306513.83      | 0.00%             | 2028-09-28      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      17658000 | PA      | $19115173.48    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                        | Signal Harmonic CLO I DAC, Series 1A, Class DR                                                                                   | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |       1292000 | PA      | $1534312.38     | 0.00%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class B                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        373363 | PA      | $445673.30      | 0.00%             | 2046-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27304.57      | -0.00%            |  |  |  | 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      | $2824909.26     | 0.01%             | 2032-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Business Machines Corp.                                                                                            | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5100 | NS      | $-52293.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synlab Bond plc                                                                  | Synlab Bond plc, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3229707 | PA      | $3776669.88     | 0.01%             | 2027-07-01      | Variable      | 4.55%                 | 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      | $1140491.12     | 0.00%             | 2056-12-22      | Floating      | 6.97%                 | 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      | $963756.19      | 0.00%             | 2037-10-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2024A                                                                                 | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      11150000 | PA      | $11539489.49    | 0.03%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1                                                                  | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1582220 | PA      | $1557930.36     | 0.00%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                              | Frontken Corp. Bhd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |       1362500 | NS      | $1347223.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                                | AIMCO CLO 10 Ltd., Series 2019-10A, Class SUB                                                                                    | CUSIP: 00900UAC8<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |       2250000 | PA      | $1189035.00     | 0.00%             | 2032-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                               | Kinross Gold Corp.                                                                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |         32837 | NS      | $814967.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class CR                                                                                | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1252279.63     | 0.00%             | 2029-10-15      | Floating      | 6.48%                 | 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      | $284076.83      | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      18450000 | PA      | $18758484.00    | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        413000 | PA      | $385677.48      | 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      | $2277162.74     | 0.01%             | 2038-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |      15000000 | PA      | $15157575.00    | 0.03%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                                | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      15045000 | PA      | $15318653.81    | 0.03%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       4550000 | PA      | $4616875.90     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp., Facility 1st Lien Term Loan B1                                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |        989664 | PA      | $973394.01      | 0.00%             | 2028-03-13      | Variable      | 7.03%                 | 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      | $2774976.33     | 0.01%             | 2037-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       1224000 | PA      | $1465203.13     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | 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      | $3829615.20     | 0.01%             | 2037-10-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99171.37       | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                                      | Ciputra Development Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |      10272100 | NS      | $574054.73      | 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      | $-350515.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      16415000 | PA      | $18064707.50    | 0.04%             | 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      | $250597.58      | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-98614.51      | -0.00%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                        | Sunac China Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      11363636 | PA      | $1704545.40     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC, Series 11A, Class CR                                                                                             | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2354469.46     | 0.01%             | 2038-05-15      | Floating      | 4.69%                 | 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        |      21979377 | PA      | $22073039.67    | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-41465.64      | -0.00%            |  |  |  | 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        |       6555802 | PA      | $7726779.45     | 0.02%             | 2034-04-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanrio Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -390000 | NS      | $-81076.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $4871.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                                | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3460000 | PA      | $3467785.00     | 0.01%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Qube Treasury Pty. Ltd.                                                          | Qube Treasury Pty. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 9845005E938043FLCE53       | Long             | DBT              | CORP              | AU        |      18000000 | PA      | $12180017.77    | 0.03%             | 2034-12-11      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty. Ltd.                                          | Transurban Queensland Finance Pty. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |       3090000 | PA      | $2057493.42     | 0.00%             | 2034-08-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nichirei Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         82500 | NS      | $10520.18       | 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      | $158312.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class B                                                                                       | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $749842.50      | 0.00%             | 2031-01-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                 | Greenko Dutch BV                                                                                                                 | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |       5295840 | PA      | $5244238.92     | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                          | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2541000 | PA      | $2388540.01     | 0.01%             | 2029-11-15      | Variable      | 10.26%                | No            |                  3 | 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      | $585939.59      | 0.00%             | 2033-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025G, Sub-Series G-1                                                                                   | CUSIP: 64966SME3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      15015000 | PA      | $15880767.02    | 0.04%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      49840000 | PA      | $59416310.10    | 0.13%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      10540000 | PA      | $10927552.53    | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | 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      | $11552987.40    | 0.03%             | 2038-01-22      | Floating      | 5.76%                 | 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      | $748184.55      | 0.00%             | 2031-05-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2025-1A, Class C                                                                         | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000000.00     | 0.00%             | 2033-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       2872000 | PA      | $2598350.67     | 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        |       2036821 | PA      | $2034936.52     | 0.00%             | 2051-07-25      | 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      | $-2132.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                              | Verde Purchaser LLC, 1st Lien Term Loan                                                                                          | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |        990019 | PA      | $978742.44      | 0.00%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | Brevard County Health Facilities Authority, Series 2022A                                                                         | CUSIP: 107416QM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9000000 | PA      | $9032332.76     | 0.02%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR1, Class F                                                                            | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5383000 | PA      | $5246280.95     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-115350.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALM VII Ltd.                                                                     | ALM VII Ltd., Series 2012-7A, Class SUB                                                                                          | CUSIP: 00163HAD7<br>LEI: 549300TO15F7OWC7XK63 | Long             | ABS-CBDO         | CORP              | KY        |      12160000 | PA      | $1.22           | 0.00%             | 2116-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      11545000 | PA      | $248481.70      | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      34308000 | PA      | $46130435.08    | 0.10%             | 2078-10-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                      | HSBC Securities (USA), Inc.                                                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -28195088 | PA      | $-28195087.50   | -0.06%            |  |  |  | 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        |         44959 | PA      | $95381.21       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2025-8A, Class E                                                                                      | CUSIP: 70019XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1500000.00     | 0.00%             | 2038-10-25      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Estate Sky Ltd.                                                                  | Estate Sky Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800N7Q1FQC8CEUC74       | Long             | DBT              | CORP              | VG        |      33500000 | PA      | $33332500.00    | 0.08%             | 2028-05-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class D                                                                          | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1130000 | PA      | $1071452.21     | 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        |       8152327 | PA      | $306712.56      | 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      | $9516119.48     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust, Series 2021-OVA, Class A                                                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1171000 | PA      | $1040829.18     | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                                                       | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                                                                            | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      30350000 | PA      | $30437222.87    | 0.07%             | 2038-01-23      | Floating      | 5.65%                 | 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      | $8509204.35     | 0.02%             | 2033-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                                    | CUSIP: 00PBM94K8<br>LEI: N/A                  | N/A              | DE               |  | US        |            58 | NC      | $432390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4808.89       | -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      |
| 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      | $889865.27      | 0.00%             | 2034-12-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8510.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      35795000 | PA      | $41016039.88    | 0.09%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | Goldman Sachs Bank USA                                                                                                           | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |      79100000 | PA      | $79100000.00    | 0.18%             | 2030-09-12      | Floating      | 6.60%                 | 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      | $267695.96      | 0.00%             | 2094-03-25      | Floating      | 6.77%                 | 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        |        911908 | PA      | $933942.19      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $87541.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Li Auto, Inc., Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -102600 | NS      | $-72871.04      | -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        |        988127 | PA      | $1002400.09     | 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      | $161148.66      | 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        |        331686 | PA      | $392759.23      | 0.00%             | 2033-09-12      | Floating      | 4.19%                 | 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        |        512425 | PA      | $512076.55      | 0.00%             | 2032-02-10      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |       -539488 | NS      | $70133.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Westinghouse Air Brake Technologies Corp.                                                                                        | CUSIP: 929740108<br>LEI: N/A                  | N/A              | DE               |  | US        |          9600 | NS      | $24096.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                                                          | Bunge Finance Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |       2067000 | PA      | $2307206.76     | 0.01%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OH2, Class A2A                                                                               | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |        482340 | PA      | $431705.97      | 0.00%             | 2047-08-25      | Floating      | 4.75%                 | 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      | $3759492.38     | 0.01%             | 2038-07-22      | Floating      | 5.55%                 | 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      | $561190.51      | 0.00%             | 2036-04-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 25 Ltd.                                               | CK Hutchison International 25 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 25490034BP1Z4Y4HOG05       | Long             | DBT              | CORP              | KY        |       6435000 | PA      | $6420392.55     | 0.01%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                                   | ReNew Pvt Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      10000000 | PA      | $9986100.00     | 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      | $-150460.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                        | Carlyle Group, Inc. (The)                                                                                                        | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      10655000 | PA      | $10617739.68    | 0.02%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-5, Class B1                                                                                | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4802000 | PA      | $4609701.51     | 0.01%             | 2067-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                                                              | Generate CLO 9 Ltd., Series 9A, Class AR                                                                                         | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      31384187 | PA      | $31476258.79    | 0.07%             | 2038-01-20      | Floating      | 5.68%                 | 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      | $-98321.28      | -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        |         34275 | NS      | $451138.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XIX Ltd.                                                                    | OZLM XIX Ltd., Series 2017-19A, Class A1RR                                                                                       | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9759471.15     | 0.02%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -424290000 | PA      | $-1594618.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-3437715.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1848768 | PA      | $423.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        169000 | PA      | $175106.82      | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synchrony Financial                                                                                                              | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               |  | US        |         17400 | NS      | $-89153.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        423000 | PA      | $429586.53      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       3587000 | PA      | $4206554.26     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-357946.74     | -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      | $194440.30      | 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        |       1372998 | PA      | $1349908.66     | 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        |       5582526 | PA      | $5912174.16     | 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        |        -99300 | NS      | $39983.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7243667933 | PA      | $433668.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AddTech AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -27500 | NS      | $43264.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10520000 | PA      | $105388.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chelsea 24th Street LLC                                                          | Chelsea 24th Street LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18600000 | PA      | $18602302.68    | 0.04%             | 2031-10-17      | Variable      | 7.57%                 | No            |                  3 | 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      | $11048785.00    | 0.03%             | 2035-06-10      | 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      | $1634569.60     | 0.00%             | 2121-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD Up-and-out barrier option; Barrier price EUR 1.22000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      62475703 | PA      | $252349.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                       | ADMI Corp., 1st Lien Term Loan                                                                                                   | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |        491003 | PA      | $461949.94      | 0.00%             | 2027-12-23      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | American Airlines Group, Inc.                                                                                                    | CUSIP: 00PC0QRE1<br>LEI: N/A                  | N/A              | DE               |  | US        |          1845 | NC      | $66420.00       | 0.00%             |  |  |  | No            |                  1 | 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      | $1502908.35     | 0.00%             | 2029-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiyo Yuden Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       2000000 | NS      | $200529.19      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        393500 | PA      | $393500.00      | 0.00%             |  |  |  | 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      | $2663024.90     | 0.01%             | 2055-12-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXXIII Ltd.                                                         | Trinitas CLO XXXIII Ltd., Series 2025-33A, Class E                                                                               | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1502612.85     | 0.00%             | 2038-07-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1517000 | PA      | $1565897.46     | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| IFCO Management GmbH                                                             | IFCO Management GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4000000 | PA      | $4711274.80     | 0.01%             | 2029-11-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Five Holdings Bvi Ltd.                                                           | Five Holdings Bvi Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 894500RYZ0A75W1L6C62       | Long             | DBT              | CORP              | VG        |       2500000 | PA      | $2614375.00     | 0.01%             | 2028-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3604291.59     | 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      | $5598850.99     | 0.01%             | 2057-05-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3925.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      13000000 | PA      | $15261287.96    | 0.03%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                         | Irca SpA                                                                                                                         | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |       9107000 | PA      | $10769098.83    | 0.02%             | 2029-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1648869000 | PA      | $-868839.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     592002783 | PA      | $399.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4860 | NC      | $-52.05         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $510.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249166310 | PA      | $5010754.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $7835723.63     | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | 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        |        -14129 | NC      | $-11672954.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SG Holdings Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -103300 | NS      | $45823.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     424290000 | PA      | $15168839.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      37700000 | PA      | $44136931.65    | 0.10%             | 2032-03-02      | 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      | $-728741.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | Teva Pharmaceutical Finance Netherlands IV BV                                                                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |        594000 | PA      | $611820.00      | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1485000 | PA      | $59306.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                              | Homeward Opportunities Fund I Trust, Series 2020-2, Class B1                                                                     | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9900984 | PA      | $9895496.87     | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38260000 | PA      | $9596.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     537790927 | PA      | $9455.77        | 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        |       3725000 | PA      | $4164247.04     | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                                   | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       4138000 | PA      | $4178267.29     | 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        |        633000 | PA      | $599706.92      | 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        |        620511 | PA      | $615873.39      | 0.00%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       7646000 | PA      | $8326494.00     | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         55952 | NS      | $9061426.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       1825000 | PA      | $1726486.50     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |        606000 | PA      | $635706.12      | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dyno Nobel Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        711200 | NS      | $61719.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $10675671.16    | 0.02%             | 2037-09-11      | Fixed         | 3.88%                 | 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        |        373958 | PA      | $315237.69      | 0.00%             | 2036-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10488000 | PA      | $-483370.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       8048000 | PA      | $6070425.30     | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     981388005 | PA      | $-24848183.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |       8516000 | PA      | $10584841.26    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     376240000 | PA      | $-329057.32     | -0.00%            |  |  |  | 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      | $6122250.00     | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp.                                            | Puerto Rico Sales Tax Financing Corp., Series 2018A-1                                                                            | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |       2048000 | PA      | $1917136.09     | 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        |      29962792 | PA      | $6481727.95     | 0.01%             | 2038-02-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      10528000 | PA      | $11886533.35    | 0.03%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        580000 | PA      | $701615.80      | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TELUS Corp.                                                                                                                      | CUSIP: 87971M103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -160600 | NS      | $-7951.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     750000000 | NC      | $820769.85      | 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      | $1302903.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7123000 | PA      | $6332779.79     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                                                         | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7772903 | PA      | $3646279.71     | 0.01%             | 2036-06-25      | Floating      | 4.57%                 | 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        |      74732250 | PA      | $75417634.42    | 0.17%             | 2055-02-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |        491000 | PA      | $580061.42      | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7974000 | PA      | $7954479.65     | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       1616000 | PA      | $1937116.45     | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class E2                                                                          | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1456961 | PA      | $1393710.98     | 0.00%             | 2040-12-17      | Fixed         | 3.67%                 | 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        |       1053953 | PA      | $1254925.01     | 0.00%             | 2041-09-30      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                         | Mitra Adiperkasa Tbk. PT                                                                                                         | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |       4787500 | NS      | $323331.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                                                        | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      30550000 | PA      | $30650815.00    | 0.07%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Formosa Plastics Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -174000 | NS      | $1816.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barentz International BV                                                         | Barentz International BV, Facility 1st Lien Term Loan B3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |        497503 | PA      | $497254.37      | 0.00%             | 2031-03-03      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Beiersdorf AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         63546 | NS      | $2193.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise SPV 50 SRL                                                               | Sunrise SPV 50 SRL, Series 2023-2, Class A1                                                                                      | CUSIP: N/A<br>LEI: 815600889DEEA162CF57       | Long             | ABS-O            | CORP              | IT        |       1485610 | PA      | $1749915.02     | 0.00%             | 2048-07-27      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       6015000 | PA      | $7349334.82     | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        280110 | NS      | $9994324.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      14690000 | PA      | $17826632.93    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | 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      | $2891025.39     | 0.01%             | 2068-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       7818000 | PA      | $9437130.84     | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5076352 | PA      | $5081111.55     | 0.01%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                                                   | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class A                                                                              | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6758891.14     | 0.02%             | 2037-05-15      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                                       | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      13645000 | PA      | $17561795.79    | 0.04%             | 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      | $98569.83       | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Match Group, Inc.                                                                                                                | CUSIP: 57667L107<br>LEI: N/A                  | N/A              | DE               |  | US        |         48500 | NS      | $-167325.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class B                                                                                 | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10115788 | PA      | $8060462.19     | 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      | $553970.84      | 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      | $3707812.40     | 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      | $-899157.39     | -0.00%            | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                               | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      11915000 | PA      | $11740610.15    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solina Group Services                                                            | Solina Group Services, Facility 1st Lien Term Loan 8                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000000 | PA      | $4723766.69     | 0.01%             | 2028-07-31      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -101601000 | PA      | $-394753.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ryohin Keikaku Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -56800 | NS      | $72599.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-55CW, Class 2A3                                                                              | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1129262 | PA      | $810619.70      | 0.00%             | 2035-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -42000000 | PA      | $-34723828.02   | -0.08%            | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-511808.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |      10000000 | PA      | $10428600.00    | 0.02%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     794377300 | PA      | $4978058.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                              | Ephios Subco 3 SARL, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1000000 | PA      | $1173932.59     | 0.00%             | 2031-04-16      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      27200000 | PA      | $77277.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           400 | NC      | $521000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                                                                 | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4977000 | PA      | $4873651.10     | 0.01%             | 2039-07-17      | Fixed         | 4.50%                 | 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      | $463379.91      | 0.00%             | 2031-12-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC, 1st Lien Term Loan                                                                                     | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        410745 | PA      | $410917.51      | 0.00%             | 2031-02-03      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| City of San Francisco                                                            | City of San Francisco, Series 2025, Sub-Series D                                                                                 | CUSIP: 79771FLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $3982001.81     | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                                                         | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3489450 | PA      | $3501304.71     | 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      | $1901016.05     | 0.00%             | 2048-12-15      | Variable      | 4.31%                 | 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      | $9363638.26     | 0.02%             | 2038-02-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                           | iShares AAA CLO Active ETF                                                                                                       | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             |  | RF                | US        |        300000 | NS      | $15589500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 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      | $4863356.91     | 0.01%             | 2042-08-15      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -99902957 | PA      | $-6585.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wolters Kluwer NV                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13300 | NS      | $88647.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class D                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        153990 | PA      | $181613.30      | 0.00%             | 2032-02-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO Ltd.                                                             | Cayuga Park CLO Ltd., Series 2020-1A, Class AR                                                                                   | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |       1710000 | PA      | $1712471.29     | 0.00%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      21391000 | PA      | $21348431.91    | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $3270955.25     | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-143674.40     | -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      | $829379.45      | 0.00%             | 2035-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31507.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      18415346 | PA      | $24766798.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3394000 | PA      | $3431615.70     | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     170642000 | PA      | $43851365.04    | 0.10%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                                 | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                                                     | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4006044.80     | 0.01%             | 2038-04-20      | Floating      | 5.51%                 | 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      | $2784073.37     | 0.01%             | 2029-01-31      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       5989000 | PA      | $5977970.48     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |        505097 | NS      | $101271.95      | 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      | $12512602.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                                | Port of Newcastle Investments Financing Pty. Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300VVWVQBDM9L8K30       | Long             | DBT              | CORP              | AU        |       5450000 | PA      | $3704716.03     | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | 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        |         55310 | NS      | $1046779.69     | 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      | $443490.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       2578000 | PA      | $2623372.80     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | 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      | $1250658.66     | 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        |        918787 | PA      | $752271.34      | 0.00%             | 2036-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      32285000 | PA      | $32254773.81    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     469330000 | PA      | $133884916.15   | 0.30%             | 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        |       8650000 | PA      | $10172492.24    | 0.02%             | 2030-11-04      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -608853655 | PA      | $-6386.42       | -0.00%            |  |  |  | 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      | $3878983.24     | 0.01%             | 2043-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2052008312 | PA      | $-476475.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Challenger                                                                       | Challenger, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      13002500 | PA      | $15265585.50    | 0.03%             | 2025-10-20      | Variable      | 4.64%                 | No            |                  3 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-6, Class M1                                                                                   | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        687178 | PA      | $699162.51      | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        150000 | PA      | $156881.52      | 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        |      18300000 | PA      | $20796022.69    | 0.05%             | 2027-08-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                             | Sammaan Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       2800000 | PA      | $2807000.00     | 0.01%             | 2028-08-28      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |        448000 | PA      | $474023.87      | 0.00%             | 2054-10-15      | 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      | $27635.46       | 0.00%             |  |  |  | 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        |       7695158 | PA      | $8294213.29     | 0.02%             | 2029-04-03      | Variable      | 6.41%                 | 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      | $9448600.00     | 0.02%             | 2041-11-15      | Floating      | 5.89%                 | 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      | $1143697.72     | 0.00%             | 2033-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    4240080000 | PA      | $47088520.61    | 0.11%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150408068 | PA      | $-34960.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsui & Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10400 | NS      | $-2045.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SpA                                                                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       3300000 | PA      | $4034890.79     | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |        451000 | PA      | $451000.00      | 0.00%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                                   | Madison Park Funding XXIV Ltd., Series 2016-24A, Class BR2                                                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7248840.00     | 0.02%             | 2029-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                                    | Arena Luxembourg Finance SARL                                                                                                    | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |       5728000 | PA      | $6766623.55     | 0.02%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        210000 | PA      | $213990.00      | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |        200000 | PA      | $203000.00      | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | 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      | $14810752.30    | 0.03%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      22217000 | PA      | $43397.89       | 0.00%             |  |  |  | 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        |        584021 | PA      | $686959.57      | 0.00%             | 2033-01-14      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                         | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |        107000 | PA      | $109391.03      | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       6293000 | PA      | $6238585.69     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                     | China Mengniu Dairy Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | DBT              | CORP              | KY        |      20000000 | PA      | $2730975.08     | 0.01%             | 2035-07-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       5450000 | PA      | $5765010.00     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | 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      | $1652766.83     | 0.00%             | 2095-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      10374000 | PA      | $11228205.53    | 0.03%             | 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      | $4656420.00     | 0.01%             | 2038-01-22      | 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      | $51579.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |        965000 | PA      | $1131258.81     | 0.00%             | 2025-11-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Ltd.                                                         | ION Trading Finance Ltd., 1st Lien Term Loan B                                                                                   | CUSIP: L5582BBA4<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |       3000000 | PA      | $3508941.94     | 0.01%             | 2028-04-03      | Variable      | 5.75%                 | 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        |        739878 | PA      | $596788.52      | 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        |        177000 | PA      | $176190.12      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38560000 | PA      | $-19714.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      14465000 | PA      | $13376147.13    | 0.03%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2631000000 | PA      | $24392.96       | 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      | $128173.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1103306.53     | 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        |       1136905 | PA      | $1097124.85     | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                                                | Preem Holdings AB                                                                                                                | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |       7560800 | PA      | $9178460.46     | 0.02%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                          | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Short            | DBT              | CORP              | SG        |      -2100000 | PA      | $-2104110.46    | -0.00%            | 2026-05-19      | Fixed         | 4.45%                 | 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      | $3632753.31     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-1A, Class D                                                                         | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1750085.93     | 0.00%             | 2032-10-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |        830000 | PA      | $796204.14      | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                          | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2012000 | PA      | $1886934.08     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |        416000 | PA      | $429569.92      | 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        |       1000000 | PA      | $1002613.62     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         79500 | NS      | $3374.82        | 0.00%             |  |  |  | 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        |       1778761 | PA      | $1779726.00     | 0.00%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Energisa SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -135600 | NS      | $-33367.81      | -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        |      12551203 | PA      | $12080533.30    | 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      | $4046997.70     | 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      | $2584108.82     | 0.01%             | 2043-06-25      | Variable      | 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      | $20403.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-BHAR, Class A                                                                                            | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1337000 | PA      | $1328225.94     | 0.00%             | 2038-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                      | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       3594161 | PA      | $3737927.93     | 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      | $3357467.31     | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                  | VOC Escrow Ltd.                                                                                                                  | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       1097000 | PA      | $1094015.50     | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | 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        |       3000000 | PA      | $3283313.01     | 0.01%             | 2031-02-07      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -492850000 | PA      | $-588923.43     | -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        |        356000 | PA      | $364757.60      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                          | Morgan Stanley & Co LLC                                                                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -1235098 | PA      | $-1235097.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       2041609 | PA      | $2203406.51     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GFL Environmental, Inc.                                                                                                          | CUSIP: 36168Q104<br>LEI: N/A                  | N/A              | DE               |  | US        |         24200 | NS      | $36931.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3962418.75     | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                    | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       6094000 | PA      | $7136863.40     | 0.02%             | 2030-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                         | Bloomberry Resorts Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |       5160500 | NS      | $367087.11      | 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      | $-175211.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                               | Exmoor Funding plc, Series 2024-1, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        454000 | PA      | $616772.88      | 0.00%             | 2094-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                           | Cengage Learning, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |        497500 | PA      | $495893.09      | 0.00%             | 2031-03-24      | Variable      | 7.69%                 | 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        |       2019282 | PA      | $547486.83      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG, Series USTR                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       6600000 | PA      | $6995920.80     | 0.02%             | 2030-04-30      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class F                                                              | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        901000 | PA      | $903285.93      | 0.00%             | 2039-12-15      | Floating      | 8.40%                 | 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      | $11052741.12    | 0.03%             | 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      | $1209344.06     | 0.00%             | 2062-09-18      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     206945766 | PA      | $6866817.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class SA                                                                         | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          8308 | PA      | $8011.20        | 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      | $1320693.15     | 0.00%             | 2070-09-25      | Fixed         | 6.48%                 | 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      | $4907529.00     | 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      | $-117787.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5152000 | PA      | $5171708.31     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | 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      | $3547860.00     | 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      | $6344840.63     | 0.01%             | 2036-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7575000 | PA      | $10444141.71    | 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        |        971995 | PA      | $973177.33      | 0.00%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       1311000 | PA      | $1376914.46     | 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      | $887537.77      | 0.00%             | 2034-04-15      | Floating      | 5.08%                 | 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      | $2636856.75     | 0.01%             | 2036-07-24      | Variable      | 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        |       2342174 | PA      | $1780608.56     | 0.00%             | 2051-12-26      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE, Series NC7                                                                                                     | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      54716000 | PA      | $62018255.57    | 0.14%             | 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        |       2335441 | PA      | $1534142.08     | 0.00%             | 2046-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     241045964 | PA      | $-4972292.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9781000 | PA      | $9759001.75     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                         | CIMB Group Holdings Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |        251100 | NS      | $438758.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                      | HSBC Securities (USA), Inc.                                                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -55607142 | PA      | $-55607142.00   | -0.13%            |  |  |  | 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      | $7827060.00     | 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        |      14842131 | PA      | $14965638.33    | 0.03%             | 2063-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       4959000 | PA      | $5910963.30     | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2453000 | PA      | $2481854.64     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18900000 | PA      | $961923.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                                        | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2957000 | PA      | $2953569.64     | 0.01%             | 2030-06-15      | Floating      | 6.04%                 | 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      | $4159557.24     | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class B                                                                                   | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1772000 | PA      | $1841993.65     | 0.00%             | 2058-07-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1795800 | PA      | $-13061.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |        168852 | PA      | $172589.38      | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                       | Waystar Technologies, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |        130696 | PA      | $130641.49      | 0.00%             | 2029-10-22      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                             | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       7226000 | PA      | $7452845.82     | 0.02%             | 2035-07-26      | Variable      | 6.18%                 | 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        |       9815876 | PA      | $9896524.70     | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | 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        |        878293 | PA      | $843530.58      | 0.00%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class C                                                              | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |        107000 | PA      | $143904.30      | 0.00%             | 2063-07-12      | Floating      | 5.25%                 | 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      | $4787130.17     | 0.01%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                               | Eicher Motors Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |          3578 | NS      | $282516.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class B                                                              | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |        157000 | PA      | $211153.52      | 0.00%             | 2063-07-12      | Floating      | 4.95%                 | 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      | $5924446.41     | 0.01%             | 2037-03-25      | Floating      | 4.48%                 | 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      | $618841.96      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                   | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |        400000 | PA      | $311600.00      | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                                   | Bank Syariah Indonesia Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |       1645000 | NS      | $256100.70      | 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      | $14569.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                           | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        247797 | NS      | $8417664.09     | 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      | $245631.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                                        | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6510000 | PA      | $6497793.75     | 0.01%             | 2034-11-15      | Floating      | 5.69%                 | 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      | $1846578.08     | 0.00%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       1263000 | PA      | $1280222.27     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      14745000 | PA      | $14674106.04    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Link CB Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     140000000 | NC      | $319296.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2021-1A, Class A1                                                                                       | CUSIP: 03666BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3475000 | PA      | $3482050.43     | 0.01%             | 2033-07-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      45750000 | PA      | $8582.16        | 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      | $-550739.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class A1R2                                                                             | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1302015.91     | 0.00%             | 2034-06-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                                    | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                                                         | CUSIP: 032912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      53850000 | PA      | $53786013.77    | 0.12%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1394000 | PA      | $1363332.00     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -14591388 | PA      | $-14591387.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B11                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2356224.43     | 0.01%             | 2029-04-30      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        297000 | PA      | $293436.00      | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      36719677 | PA      | $243.62         | 0.00%             |  |  |  | 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      | $3898750.00     | 0.01%             | 2026-07-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Netflix, Inc.                                                                                                                    | CUSIP: 64110L106<br>LEI: N/A                  | N/A              | DE               |  | US        |          1800 | NS      | $-49361.04      | -0.00%            |  |  |  | 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      | $2208253.57     | 0.01%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PPM CLO 6-R Ltd.                                                                 | PPM CLO 6-R Ltd., Series 2022-6RA, Class DR                                                                                      | CUSIP: 693975AJ3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       1690000 | PA      | $1698309.56     | 0.00%             | 2037-01-20      | Floating      | 9.98%                 | 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      | $3233453.13     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                       | Froneri International Ltd., 1st Lien Term Loan                                                                                   | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       1627907 | PA      | $1912849.66     | 0.00%             | 2032-07-19      | Variable      | 3.00%                 | 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        |      77177563 | PA      | $77800077.34    | 0.18%             | 2054-12-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       3638000 | PA      | $3666967.28     | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       3618000 | PA      | $4300083.03     | 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      | $4862127.35     | 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        |        414347 | PA      | $492792.48      | 0.00%             | 2039-05-27      | Floating      | 4.05%                 | 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        |       2075000 | PA      | $2790667.50     | 0.01%             | 2065-10-21      | Floating      | 0.00%                 | 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        |      65787015 | PA      | $2886030.29     | 0.01%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10300000 | PA      | $12363834.03    | 0.03%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seino Holdings Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -85600 | NS      | $58423.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3620755 | PA      | $-10979.03      | -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      | $-180129.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                              | Columbus Regional Airport Authority, Series 2025A                                                                                | CUSIP: 199546DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      21605000 | PA      | $22494117.82    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                                            | Flowco Holdings, Inc., Class A                                                                                                   | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        616648 | NS      | $9157222.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Currenta Group Holdings SARL                                                     | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       3184000 | PA      | $3830884.90     | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | 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      | $1147125.00     | 0.00%             | 2035-03-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVII Ltd.                                                    | MidOcean Credit CLO XVII Ltd., Series 2024-17A, Class A1                                                                         | CUSIP: 598014AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1820000 | PA      | $1825613.97     | 0.00%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        473000 | PA      | $469136.68      | 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        |        992514 | PA      | $992514.22      | 0.00%             | 2031-10-30      | Variable      | 5.91%                 | 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      | $5014126.00     | 0.01%             | 2038-01-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40110000 | PA      | $20699.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd.                                                        | CIFC Funding Ltd., Series 2019-4A, Class BR2                                                                                     | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3007935.90     | 0.01%             | 2038-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     808197000 | PA      | $-351898.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xylem, Inc.                                                                                                                      | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -9400 | NS      | $-37224.00      | -0.00%            |  |  |  | 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      | $3122639.77     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       9727000 | PA      | $11440421.21    | 0.03%             | 2030-10-23      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      39581000 | PA      | $40046076.75    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class XB                                                                         | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53695000 | PA      | $1256051.70     | 0.00%             | 2052-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       3300000 | PA      | $4004508.79     | 0.01%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2013A                                                                               | CUSIP: 74526YFG5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       7405000 | PA      | $4961350.00     | 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      | $2589548.08     | 0.01%             | 2043-07-25      | Floating      | 2.77%                 | 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      | $-20201.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-BOLT, Class A                                                                                             | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25070000 | PA      | $25101337.50    | 0.06%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       6198000 | PA      | $7782060.25     | 0.02%             | 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        |       5086805 | PA      | $6879281.44     | 0.02%             | 2062-01-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      11167500 | PA      | $-412868.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                         | Rolls-Royce Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |         46944 | NS      | $754590.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp.                                                                                                                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        878000 | PA      | $837484.55      | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1189000 | PA      | $993526.64      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | 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        |      46691625 | PA      | $46973954.81    | 0.11%             | 2054-04-25      | Floating      | 5.81%                 | 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        |       1524525 | PA      | $1565985.15     | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | Northwest Independent School District, Series 2025                                                                               | CUSIP: 667826HG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7580000 | PA      | $8045157.50     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       2500000 | PA      | $2154687.50     | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | 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      | $15111637.50    | 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      | $7360000.00     | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | 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        |       7176096 | PA      | $9694425.93     | 0.02%             | 2035-02-18      | Floating      | 6.49%                 | 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      | $2195153.94     | 0.00%             | 2056-10-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       3401000 | PA      | $3396222.79     | 0.01%             | 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: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5415305.62     | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1186074.78     | 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        |       6048849 | PA      | $171706.87      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | 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        |       7330000 | PA      | $7381266.75     | 0.02%             | 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      | $4265556.33     | 0.01%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      89906000 | PA      | $89366564.00    | 0.20%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                                  | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1R                                                                      | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1900000 | PA      | $1902375.00     | 0.00%             | 2038-04-20      | Floating      | 5.53%                 | 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      | $13925702.70    | 0.03%             | 2040-08-18      | Floating      | 5.75%                 | 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      | $16822837.50    | 0.04%             | 2040-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       1524000 | PA      | $1596390.00     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       6094000 | PA      | $5338642.55     | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        375388 | PA      | $375388.00      | 0.00%             |  |  |  | No            |                  2 | 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      | $4659014.34     | 0.01%             | 2040-09-15      | Floating      | 7.65%                 | 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      | $19917505.85    | 0.05%             | 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        |        300427 | PA      | $300483.69      | 0.00%             | 2030-12-19      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26300000 | PA      | $-3008.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Life Insurance Co. Ltd., Class H                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -351000 | NS      | $39853.20       | 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      | $-2480369.16    | -0.01%            |  |  |  | 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      | $4800190.99     | 0.01%             | 2037-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IV Ltd.                                                        | Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D                                                                            | CUSIP: 04020FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        500000 | PA      | $500814.55      | 0.00%             | 2036-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        667000 | PA      | $675091.66      | 0.00%             | 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      | $628733.40      | 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        |       1653286 | PA      | $1940705.14     | 0.00%             | 2035-01-20      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       5975000 | PA      | $7142129.77     | 0.02%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $583459.02      | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |        200000 | PA      | $201710.92      | 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      | $1092382.80     | 0.00%             | 2031-10-15      | Floating      | 5.09%                 | 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      | $73978.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                                                   | Carlyle Direct Lending CLO LLC, Series 2024-1A, Class AL1N                                                                       | CUSIP: 14290CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      19637000 | PA      | $19672947.49    | 0.04%             | 2037-10-25      | Floating      | 6.00%                 | 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        |        986094 | PA      | $986271.54      | 0.00%             | 2031-06-17      | Variable      | 7.00%                 | 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      | $110414.23      | 0.00%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1049700 | NS      | $25714.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | Euronext NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $4991207.47     | 0.01%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class A                                                                                       | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |         38932 | PA      | $38946.52       | 0.00%             | 2031-01-16      | Floating      | 5.73%                 | 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      | $32894121.24    | 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        |       1853000 | PA      | $1807126.41     | 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        |         47050 | NS      | $7973563.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     449750000 | PA      | $9035886.36     | 0.02%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KDDI Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         76800 | NS      | $-69025.42      | -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        |       2071000 | PA      | $1984929.24     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       7200000 | PA      | $8953238.72     | 0.02%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -7980000 | PA      | $-7930961.14    | -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        |      24800000 | PA      | $33786208.56    | 0.08%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2020-2A, Class D                                                                        | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10930000 | PA      | $10483038.42    | 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      | $208585.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       5680000 | PA      | $-5124.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                      | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                                                     | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |        826485 | PA      | $823311.79      | 0.00%             | 2032-02-26      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                               | BCP V Modular Services Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |       2456000 | PA      | $2161774.10     | 0.00%             | 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        |        346018 | PA      | $328295.61      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     732656225 | PA      | $8407103.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |      -2800000 | PA      | $-3109725.02    | -0.01%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       3009000 | PA      | $2857398.76     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     289686888 | PA      | $-114502.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     376240000 | PA      | $-182270.16     | -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      | $249649.46      | 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      | $3117299.14     | 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      | $654361.23      | 0.00%             | 2070-09-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       7660000 | PA      | $-546.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        494375 | PA      | $494375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust, Series 2024-LXRY, Class D                                                                                             | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7065000 | PA      | $7115413.01     | 0.02%             | 2041-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                                 | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       2646000 | PA      | $2249100.00     | 0.01%             | 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        |        262000 | PA      | $310634.97      | 0.00%             | 2040-12-28      | Floating      | 3.80%                 | 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      | $389843.23      | 0.00%             | 2065-04-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                                                             | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4673000 | PA      | $4509431.45     | 0.01%             | 2036-01-15      | Floating      | 5.52%                 | 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      | $2864623.26     | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                     | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |        460000 | PA      | $438340.49      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | 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      | $2123097.82     | 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        |       8834000 | PA      | $9095000.53     | 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        |       2000000 | PA      | $2440993.82     | 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        |      11628236 | PA      | $11628910.93    | 0.03%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                                               | Cook Park CLO Ltd., Series 2018-1A, Class D                                                                                      | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1430000 | PA      | $1437150.00     | 0.00%             | 2030-04-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                                  | Athens International Airport SA                                                                                                  | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |        101089 | NS      | $1231935.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     123110000 | PA      | $29282540.62    | 0.07%             | 2035-07-02      | Fixed         | 3.48%                 | 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      | $7313555.47     | 0.02%             | 2039-04-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                                 | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7771122 | PA      | $7012971.40     | 0.02%             | 2040-02-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                              | Intrum Investments And Financing AB                                                                                              | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |        984965 | PA      | $94510.58       | 0.00%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00PC2N5N0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1500 | NC      | $-306750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $178885.43      | 0.00%             |  |  |  | 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        |       2769832 | PA      | $2467563.32     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| VanEck JPMorgan EM Local Currency Bond ETF                                       | VanEck JPMorgan EM Local Currency Bond ETF                                                                                       | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             |  | RF                | US        |        890283 | NS      | $22711119.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     197460200 | PA      | $2396279.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                            | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $71778.75       | 0.00%             | 2029-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |        950000 | PA      | $948780.49      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5952000 | PA      | $6198049.73     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | 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      | $7143034.44     | 0.02%             | 2041-12-10      | Variable      | 7.77%                 | 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      | $-18396.03      | -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      | $4207973.26     | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $11001177.96    | 0.02%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-CNYN, Class E                                                                                              | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5213293 | PA      | $5194734.27     | 0.01%             | 2041-04-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $670665.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telenor ASA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        101200 | NS      | $14053.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      18004000 | PA      | $17247832.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bright Machinery Manufacturing Group, Inc.                                       | Bright Machines, Inc., Series C-1                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4079305 | NS      | $448723.56      | 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      | $-65034.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        647000 | PA      | $637359.05      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | BM        |      -1580000 | PA      | $-1548448.49    | -0.00%            | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     292000000 | PA      | $954884.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                                                 | Riyad Sukuk Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |      13000000 | PA      | $13254475.00    | 0.03%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                              | MTU Aero Engines AG                                                                                                              | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |          4763 | NS      | $2197350.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |        284000 | PA      | $296691.96      | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                               | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      33538000 | PA      | $30348391.99    | 0.07%             | 2047-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | DBT              | CORP              | CH        |       -900000 | PA      | $-962740.52     | -0.00%            | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       2177000 | PA      | $2157081.10     | 0.00%             | 2028-06-15      | 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      | $180674.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Siemens Energy AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          7000 | NS      | $26525.59       | 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      | $7855.07        | 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      | $413.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                             | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         77385 | NS      | $83984392.80    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       1525000 | PA      | $1829884.90     | 0.00%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       3728000 | PA      | $3819336.00     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | 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      | $15574096.55    | 0.04%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class XD                                                                                   | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15440000 | PA      | $220218.87      | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     804008000 | PA      | $505606.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                              | FIS Fabbrica Italiana Sintetici SpA                                                                                              | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      11346000 | PA      | $13421534.94    | 0.03%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     803848000 | PA      | $-647196.62     | -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      | $6611972.55     | 0.01%             | 2039-05-10      | Variable      | 4.08%                 | 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        |        700603 | PA      | $700938.93      | 0.00%             | 2028-05-05      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                                      | Clariane SE                                                                                                                      | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3860006.61     | 0.01%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class B                                                                       | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1698000 | PA      | $1685883.58     | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1210393552 | PA      | $281874.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                                        | Frasers Centrepoint Trust                                                                                                        | CUSIP: N/A<br>LEI: 5493002RGQ266FKERZ83       | Long             | DBT              | CORP              | SG        |       9000000 | PA      | $7181964.42     | 0.02%             | 2030-07-02      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |         10000 | PA      | $10435.58       | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daito Trust Construction Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4000 | NS      | $1168.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      10380000 | PA      | $-10158.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |         68000 | PA      | $70018.92       | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                                         | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      21413000 | PA      | $18040452.50    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      10238751 | PA      | $6779182.02     | 0.02%             | 2033-03-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Suntec REIT                                                                      | Suntec REIT                                                                                                                      | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |       6750000 | PA      | $5428989.50     | 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        |        -49100 | NS      | $73124.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8500000 | PA      | $4080.51        | 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      | $4581106.09     | 0.01%             | 2058-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc., Series B                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      31617000 | PA      | $30792668.61    | 0.07%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZF Invest                                                                        | ZF Invest, 1st Lien Term Loan B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4720150.61     | 0.01%             | 2031-07-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      78856712 | PA      | $-247335.76     | -0.00%            |  |  |  | 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        |       4000000 | PA      | $4725551.25     | 0.01%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        229536 | NS      | $312168.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       2491000 | PA      | $2562261.06     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31400000 | PA      | $18742.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SBI Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -34500 | NS      | $20104.83       | 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        |       5347000 | PA      | $5655008.59     | 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        |       2878000 | PA      | $2948381.49     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73331250 | PA      | $-260431.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                                           | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2126597 | PA      | $1717010.61     | 0.00%             | 2036-01-25      | Floating      | 4.62%                 | 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      | $2084106.00     | 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        |       1168042 | PA      | $1371884.08     | 0.00%             | 2033-01-14      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11543000 | PA      | $11347391.17    | 0.03%             | 2029-06-01      | 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      | $-30827.58      | -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      | $89702.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5263158 | PA      | $-85721.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     452598000 | PA      | $536260247.65   | 1.22%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class B                                                                         | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3001145.40     | 0.01%             | 2033-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Southwest Airlines Co.                                                                                                           | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               |  | US        |         10000 | NS      | $4800.00        | 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      | $-195316.69     | -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      | $16007343.09    | 0.04%             | 2040-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC, 1st Lien Term Loan                                                                                 | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         53141 | PA      | $52914.97       | 0.00%             | 2030-12-31      | Variable      | 8.06%                 | 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        |       4212754 | PA      | $4071879.13     | 0.01%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                     | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |         22849 | NS      | $1369805.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      28226133 | PA      | $-33033.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       1651000 | PA      | $1619749.71     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      33000000 | PA      | $39671422.48    | 0.09%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     213300000 | PA      | $240903.45      | 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      | $1523604.30     | 0.00%             | 2037-04-19      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       2056000 | PA      | $1996367.57     | 0.00%             | 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        |        984975 | PA      | $983704.00      | 0.00%             | 2031-02-10      | Variable      | 6.81%                 | 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        |      11448565 | PA      | $544846.38      | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/CZK One-touch barrier option; Barrier price EUR 24.00000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       3753000 | PA      | $578142.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 12 Ltd.                                                 | Anchorage Credit Funding 12 Ltd., Series 2020-12A, Class A1                                                                      | CUSIP: 03332DAA2<br>LEI: 5493008VFWRM4UWVV341 | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $19433378.00    | 0.04%             | 2038-10-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T, Inc.                                                                                                                       | CUSIP: 00206R102<br>LEI: N/A                  | N/A              | DE               |  | US        |         49900 | NS      | $-32934.00      | -0.00%            |  |  |  | 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      | $5799046.34     | 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        |       1484000 | PA      | $1567104.00     | 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        |       4445454 | PA      | $5996812.36     | 0.01%             | 2033-04-21      | Floating      | 4.87%                 | 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      | $5745647.67     | 0.01%             | 2035-11-25      | Floating      | 5.01%                 | 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        |        243429 | PA      | $287444.58      | 0.00%             | 2041-09-16      | Floating      | 3.37%                 | 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      | $1095450.00     | 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        |       2389000 | PA      | $2415859.36     | 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      | $1726356.43     | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class SUB                                                                                  | CUSIP: 96466EAC8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       4734000 | PA      | $2590776.18     | 0.01%             | 2037-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138Y4NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2255 | PA      | $2173.60        | 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        |       3989000 | PA      | $4791090.00     | 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      | $12120070.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations Ltd.                                                | Grifols Worldwide Operations USA, Inc., 1st Lien Term Loan B                                                                     | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |        682611 | PA      | $680221.41      | 0.00%             | 2027-11-15      | Variable      | 6.26%                 | 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        |        522653 | PA      | $521837.89      | 0.00%             | 2031-05-06      | Variable      | 6.75%                 | 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      | $3283005.00     | 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        |       5531000 | PA      | $5541370.63     | 0.01%             | 2039-03-15      | Floating      | 5.69%                 | 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      | $585051.98      | 0.00%             | 2055-09-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      27030000 | PA      | $26231356.48    | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | 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      | $7170862.00     | 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        |       9432690 | PA      | $9500488.61     | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       1516000 | PA      | $1540369.70     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       1823000 | PA      | $1892618.55     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-3573120.85    | -0.01%            |  |  |  | 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        |       3084581 | PA      | $3068985.37     | 0.01%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                                        | Aviva plc                                                                                                                        | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |         79694 | NS      | $737233.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1168 | NC      | $-209875.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     128752332 | PA      | $-125186.46     | -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      | $-3743.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | H & M Hennes & Mauritz AB, Class B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14100 | NS      | $-35164.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class D                                                                    | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1593000 | PA      | $1609444.22     | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class DR                                                                                          | CUSIP: 67570QAR2<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |       2200000 | PA      | $2207238.66     | 0.01%             | 2033-04-10      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc., Class A                                                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |          4384 | NS      | $641466.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                                       | Renault SA                                                                                                                       | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4571843.33     | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     -36870000 | PA      | $-5062.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      24400000 | PA      | $28585172.03    | 0.06%             | 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        |        943609 | PA      | $957649.91      | 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      | $1980170.35     | 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        |       9955000 | PA      | $9983058.17     | 0.02%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class D                                                                           | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10718652 | PA      | $10742098.88    | 0.02%             | 2040-12-09      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     347007700 | PA      | $-2223814.21    | -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        |        955674 | PA      | $860259.70      | 0.00%             | 2028-12-29      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Rad CLO 27 Ltd.                                                                  | Rad CLO 27 Ltd., Series 2024-27A, Class A1                                                                                       | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20750000 | PA      | $20829399.88    | 0.05%             | 2038-01-15      | Floating      | 5.64%                 | 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      | $944238.56      | 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      | $3212117.40     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     310210245 | PA      | $-507564.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1985000 | PA      | $-214623.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2023-DELC, Class A                                                                                              | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18097000 | PA      | $18209863.75    | 0.04%             | 2038-05-15      | Floating      | 6.84%                 | 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        |       1112088 | PA      | $1317121.08     | 0.00%             | 2036-12-29      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |        272000 | PA      | $276943.83      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13690000 | PA      | $-23906.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                                | Kapla Holding SAS                                                                                                                | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       2819000 | PA      | $3344255.63     | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class ERR                                                                                  | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $498248.80      | 0.00%             | 2037-07-18      | Floating      | 10.28%                | 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      | $3239540.85     | 0.01%             | 2064-11-25      | Variable      | 7.71%                 | 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      | $5021950.50     | 0.01%             | 2036-07-20      | Floating      | 5.77%                 | 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        |      12995497 | PA      | $13040169.42    | 0.03%             | 2041-10-15      | Floating      | 5.99%                 | 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      | $23230633.93    | 0.05%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                               | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                     | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        700000 | PA      | $701512.07      | 0.00%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                     | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1544000 | PA      | $1487533.30     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       6675000 | PA      | $7952254.68     | 0.02%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $421795.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6029000 | PA      | $6244021.33     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                           | Czechoslovak Group A/S                                                                                                           | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      12308000 | PA      | $15028215.69    | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                                 | Tele Columbus AG, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       9885763 | PA      | $7640828.42     | 0.02%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     170000000 | PA      | $42052631.58    | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                                          | DK Crown Holdings, Inc., 1st Lien Term Loan B                                                                                    | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        274312 | PA      | $273799.54      | 0.00%             | 2032-03-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                              | Eldorado Gold Corp.                                                                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |         76366 | NS      | $2206213.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                   | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9570000 | PA      | $8709677.10     | 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        |       7611020 | PA      | $10302820.80    | 0.02%             | 2065-10-12      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       1676000 | PA      | $1414094.95     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-4, Class B5                                                                                | CUSIP: 00842ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1061253 | PA      | $622921.23      | 0.00%             | 2045-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Preferred & Income Securities ETF                                                                                        | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -500000 | NS      | $125000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6992000 | PA      | $7247550.61     | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mitchells & Butlers Finance plc                                                  | Mitchells & Butlers Finance plc, Series D1                                                                                       | CUSIP: N/A<br>LEI: 213800E7QA1U8BF34219       | Long             | DBT              | CORP              | GB        |       2225000 | PA      | $2820761.91     | 0.01%             | 2036-06-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       1338000 | PA      | $1275997.08     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                                   | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                                                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2802931 | PA      | $2815193.82     | 0.01%             | 2041-08-15      | Floating      | 6.07%                 | 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      | $4722029.10     | 0.01%             | 2027-12-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp Investments, Inc.                                                   | U.S. Bancorp Investments, Inc.                                                                                                   | CUSIP: N/A<br>LEI: H85Z6XZP8B10ES0M2G89       | Short            | RA               | CORP              | US        |     -29798079 | PA      | $-29798078.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                             | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                                                                              | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |        901113 | PA      | $901680.70      | 0.00%             | 2031-11-13      | Variable      | 7.24%                 | 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      | $3943090.58     | 0.01%             | 2031-08-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58830000 | PA      | $-321216.61     | -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      | $47130.00       | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A                                                 | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1745323 | PA      | $1492957.93     | 0.00%             | 2035-06-15      | Floating      | 5.41%                 | 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        |        498741 | PA      | $497743.52      | 0.00%             | 2031-09-30      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -828000000 | PA      | $-756395545.32  | -1.72%            | 2055-10-25      | 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      | $114292.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7454000 | PA      | $4032614.00     | 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        |        165000 | PA      | $173164.37      | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        513000 | PA      | $465698.25      | 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        |       1375199 | PA      | $1374401.45     | 0.00%             | 2029-08-03      | Variable      | 8.37%                 | 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      | $1309722.02     | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                                 | GFL Environmental Services, Inc., 1st Lien Term Loan                                                                             | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        405000 | PA      | $404469.45      | 0.00%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                                    | Synthomer plc                                                                                                                    | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |       3532000 | PA      | $3837079.35     | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                                         | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                                                                               | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |       4350000 | PA      | $4356709.44     | 0.01%             | 2034-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Berkshire Hathaway, Inc., Class B                                                                                                | CUSIP: 084670702<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4900 | NS      | $-44247.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | New York State Thruway Authority, Series 2025A                                                                                   | CUSIP: 650028A86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $16993029.88    | 0.04%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       1750000 | PA      | $1816546.66     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18100 | NS      | $-19367.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                              | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       9378000 | PA      | $11288234.51    | 0.03%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GAM Resecuritization Trust                                                       | GAM Resecuritization Trust, Series 2018-B, Class A1                                                                              | CUSIP: 36459QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3888743 | PA      | $3894063.39     | 0.01%             | 2051-08-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     335251191 | PA      | $-132976.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       3582000 | PA      | $3620545.90     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pop Mart International Group Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35000 | NS      | $33930.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                              | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       2657000 | PA      | $2730237.55     | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        100000 | PA      | $96923.77       | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | 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      | $1312581.91     | 0.00%             | 2094-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Washington Mutural WMABS                                                         | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A2                                                    | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4532896 | PA      | $1411559.28     | 0.00%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -413470 | PA      | $-413470.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8868000 | PA      | $10567647.53    | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       1363000 | PA      | $1338914.29     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2414511548 | PA      | $31276.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     419054622 | PA      | $374533.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      11951000 | PA      | $12105719.92    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3465.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                            | Woolworths Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10329368.59    | 0.02%             | 2034-11-29      | Fixed         | 5.91%                 | 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      | $29595667.72    | 0.07%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class BR                                                                                     | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        925000 | PA      | $927072.00      | 0.00%             | 2034-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer