# EDGAR Filing Document

**Accession Number:** 0001320615
**File Stem:** 0001410368-25-026449
**Filing Date:** 2025-11
**Character Count:** 994198
**Document Hash:** 5344df8cecc27e72cbcccff707b81729
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-026449.hdr.sgml**: 20251119

**ACCESSION NUMBER**: 0001410368-25-026449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251119

**DATE AS OF CHANGE**: 20251119

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Mercer Funds
- **CENTRAL INDEX KEY:** 0001320615

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21732
- **FILM NUMBER:** 251497525

**BUSINESS ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-747-9525

**MAIL ADDRESS:**
- **STREET 1:** 99 HIGH STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MGI Funds
- **DATE OF NAME CHANGE:** 20050314

## Series and Classes Contracts Data

### Mercer Opportunistic Fixed Income Fund (Series ID: S000041478)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000128966 | Class I      | MOFTX           |
| C000128968 | Class Y-3    | MOFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Mercer Funds

- **b. Investment Company Act file number:** 811-21732

- **c. CIK number of Registrant:** 0001320615

- **d. LEI of Registrant:** 549300J7JB6PJ2JIIB11

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

  - **Street Address 1:** 99 HIGH STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-747-9500

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

- **a. Name of Series:** Mercer Opportunistic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000041478

- **c. LEI of Series:** 549300IP3KXY463OLM11

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $2195730875.08

**Total Liabilities:** $440388303.85

**Net Assets:** $1755342571.23

**Delayed Delivery Securities:** $150639696.27

**Cash Not Reported:** $42629768.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -647.71000000 | **1-Year:** -16724.55000000 | **5-Year:** -61405.33000000 | **10-Year:** -96003.93000000 | **30-Year:** -48608.76000000

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

- **3-Month:** -4098.22000000 | **1-Year:** -89844.70000000 | **5-Year:** -289199.13000000 | **10-Year:** -101963.03000000 | **30-Year:** -29504.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000128968 | 0.70%                | 1.16%                | 0.92%                |
| Class ID C000128966 | 0.71%                | 1.14%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3629928.46              | $-5531489.63                               |
| Month 2  | $4336511.49              | $8150367.44                                |
| Month 3  | $5498206.15              | $-436200.32                                |

**Designated Index Information**

- **Index Name:** Blended Benchmark Opp FI

- **Index Identifier:** 33.3%LF98TRUU,33.3%SPBDLL,33.3%JPEIDIVR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                                          | Phillips 66 Co                                                                                                                             | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250905.00    | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2023-1 Ltd                                                                                                         | CUSIP: 05765DAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300582.90    | 0.02%             | 2036-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                      | Luminor Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |       200000 | PA      | $245469.02    | 0.01%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS LLC                              | TKO WORLDWIDE HOLDINGS LLC 2025 TERM LOAN                                                                                                  | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       548622 | PA      | $550046.32    | 0.03%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     19630000 | PA      | $224134.69    | 0.01%             | 2034-12-02      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1423497.22   | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       925000 | PA      | $862299.62    | 0.05%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  69527000000 | PA      | $4350391.79   | 0.25%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      2480000 | PA      | $2391402.89   | 0.14%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                 | Liberty Interactive LLC                                                                                                                    | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |       105000 | PA      | $14700.00     | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2023-1 Ltd                                                                                                                     | CUSIP: 67389EAE9<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $258064.50    | 0.01%             | 2038-04-15      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                              | Suci Second Investment Co.                                                                                                                 | CUSIP: 000000000<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |       525000 | PA      | $551217.51    | 0.03%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                  | GSAA Home Equity Trust 2007-7                                                                                                              | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        23866 | PA      | $23154.13     | 0.00%             | 2037-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       185000 | PA      | $192829.39    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                                                    | CUSIP: 83207QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1332874.75   | 0.08%             | 2053-07-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                                                          | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |        94792 | PA      | $93950.39     | 0.01%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B16 Mortgage Trust                                                                                                          | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $227505.65    | 0.01%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                | Eolo SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |      1270000 | PA      | $1402818.92   | 0.08%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       620000 | PA      | $651803.04    | 0.04%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       876000 | PA      | $898391.44    | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       500000 | PA      | $591553.34    | 0.03%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                                 | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       286000 | PA      | $301890.73    | 0.02%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                  | PENN Entertainment Inc 2022 Term Loan B                                                                                                    | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       547172 | PA      | $547660.86    | 0.03%             | 2029-05-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines Inc 2025 Term Loan B                                                                                                     | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |       349125 | PA      | $351307.03    | 0.02%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                  | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |      1715000 | PA      | $2112476.19   | 0.12%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $257699.25    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1042103.40   | 0.06%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      2010000 | PA      | $1932221.34   | 0.11%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $-572.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       750000 | PA      | $833192.00    | 0.05%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2275000 | PA      | $1713075.00   | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |       882205 | PA      | $882205.22    | 0.05%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                              | BCP Renaissance Parent LLC 2024 Term Loan B3                                                                                               | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       475000 | PA      | $466735.00    | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |            1 | NC      | $1.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1550000 | PA      | $1619639.27   | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -30 | NC      | $-1290.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     37500000 | PA      | $675398.88    | 0.04%             | 2038-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-5                                                                                                 | CUSIP: 64828NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       261034 | PA      | $256565.66    | 0.01%             | 2057-06-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                                      | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1260000 | PA      | $1259620.11   | 0.07%             | 2039-01-17      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                                           | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      1660000 | PA      | $1667639.32   | 0.10%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                     | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       370000 | PA      | $357031.50    | 0.02%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      5490696 | PA      | $3040079.33   | 0.17%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1905000 | PA      | $1973857.18   | 0.11%             | 2041-12-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        73148 | PA      | $62758.17     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                   | Lantheus Holdings Inc                                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |       510000 | PA      | $537667.50    | 0.03%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                                  | Peach Property Finance GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |       339459 | PA      | $397312.25    | 0.02%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       440000 | PA      | $505654.52    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                          | DEUTSCHE BANK REPO                                                                                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |       100000 | PA      | $100000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      1618602 | PA      | $1621862.37   | 0.09%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XLIII Ltd                                                                                                                        | CUSIP: 559919AA3<br>LEI: 529900MX1PNEO4Y6K172 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $258316.00    | 0.01%             | 2038-07-15      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                      | Infinite Bidco LLC 1st Lien Term Loan                                                                                                      | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |      1821099 | PA      | $1777847.47   | 0.10%             | 2028-03-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $19804.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       532000 | PA      | $572066.56    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                   | Crown Americas LLC / Crown Americas Capital Corp V                                                                                         | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $995796.90    | 0.06%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                   | Fidelis Insurance Holdings Ltd                                                                                                             | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $214525.20    | 0.01%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| UNITED GROUP BV                                         | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $724579.74    | 0.04%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C6                                                                                                               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       345000 | PA      | $315183.48    | 0.02%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Investment Corp                        | MidCap Financial Investment Corp                                                                                                           | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |        42000 | NS      | $503580.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $846.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1700000 | PA      | $2018835.09   | 0.12%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                             | Outcomes Group Holdings Inc 2025 Term Loan B                                                                                               | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |       631821 | PA      | $636296.20    | 0.04%             | 2031-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       615000 | PA      | $638216.25    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZMW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-473.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1106828.37   | 0.06%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |         4725 | NS      | $115998.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $1521.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-59.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |            1 | NC      | $-4152.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |            1 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3802426 | PA      | $2605612.14   | 0.15%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1575000 | PA      | $1624612.50   | 0.09%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | Pret 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |       725000 | PA      | $729137.58    | 0.04%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $367132.85    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                 | Rfna LP                                                                                                                                    | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |       720000 | PA      | $734215.91    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| OCP CLO Ltd                                             | OCP CLO 2024-35 Ltd                                                                                                                        | CUSIP: 671060AJ0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |       450000 | PA      | $453620.25    | 0.03%             | 2037-10-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     12143600 | PA      | $627378.25    | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                             | EnQuest PLC                                                                                                                                | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |       215000 | PA      | $222003.20    | 0.01%             | 2027-11-01      | Fixed         | 11.63%                | No            |                  2 | On Loan: —       |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      1095000 | PA      | $1105968.48   | 0.06%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-CBM Mortgage Trust                                                                                                               | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2075000 | PA      | $2067350.93   | 0.12%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S63536583 IRS MXN R F  7.27250 463536585 CCPOIS / Short: S63536583 IRS MXN P V 01MTIEF 463536584 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     37547259 | OU      | $-4604.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      1125000 | PA      | $1118781.11   | 0.06%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                | Century Aluminum Co                                                                                                                        | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |       700000 | PA      | $726355.00    | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       625000 | PA      | $653416.25    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1764568.76   | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |       393000 | PA      | $434658.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1241608.84   | 0.07%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1175301.26   | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      1000000 | PA      | $995208.00    | 0.06%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3600000 | PA      | $2804400.00   | 0.16%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5500000 | PA      | $5106203.58   | 0.29%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1849225.71   | 0.11%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                | Cheplapharm Arzneimittel GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $609283.00    | 0.03%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        34849 | PA      | $33429.35     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 23 Ltd                                                                                                                                  | CUSIP: 78111FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       260000 | PA      | $261070.42    | 0.01%             | 2037-07-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       850000 | PA      | $192806.49    | 0.01%             | 2037-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1810000 | PA      | $1971720.24   | 0.11%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                                 | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      1641730 | PA      | $1644808.44   | 0.09%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $58.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1816907.68   | 0.10%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       120000 | PA      | $115551.86    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       280000 | PA      | $279810.30    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       900000 | PA      | $1098074.05   | 0.06%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                   | REPO BANK AMERICA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     12200000 | PA      | $219781.32    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust               | Santander Mortgage Asset Receivable Trust 2025-NQM2                                                                                        | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       948643 | PA      | $958673.96    | 0.05%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance Inc                                                                                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       218000 | PA      | $228955.15    | 0.01%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151802.85    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1855000 | PA      | $1438437.90   | 0.08%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1218.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                                | Doman Building Materials Group Ltd                                                                                                         | CUSIP: 25703LAC4<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |       195000 | PA      | $144585.06    | 0.01%             | 2029-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    132750000 | PA      | $2321776.38   | 0.13%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8996325 | PA      | $5328079.45   | 0.30%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                                                                              | CUSIP: 35563PRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       564842 | PA      | $546056.92    | 0.03%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging BV                                    | Trivium Packaging BV EUR Term Loan B                                                                                                       | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | LON              | CORP              | NL        |      1000000 | PA      | $1183322.29   | 0.07%             | 2030-05-28      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                        | Gloves Buyer Inc 2025 Term Loan                                                                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1460625.00   | 0.08%             | 2032-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-25.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                                 | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       363000 | PA      | $355866.43    | 0.02%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208445.80    | 0.01%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       690000 | PA      | $737288.52    | 0.04%             | 2033-01-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       865000 | PA      | $748621.35    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |       220000 | PA      | $216865.79    | 0.01%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                  | Velocity Vehicle Group LLC                                                                                                                 | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       281000 | PA      | $282000.64    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1325000 | PA      | $1358292.31   | 0.08%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |        13225 | NS      | $341072.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      1675000 | PA      | $1592662.81   | 0.09%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                         | Informatica LLC 2024 Term Loan B                                                                                                           | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |       596907 | PA      | $598959.39    | 0.03%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc         | Student Transportation of America Holdings Inc Delayed Draw Term Loan                                                                      | CUSIP: 86388BAC0<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |         6667 | PA      | $6693.06      | 0.00%             | 2032-06-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1431081.23   | 0.08%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      2110000 | PA      | $2101445.91   | 0.12%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     23500000 | PA      | $1255631.02   | 0.07%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $988269.27    | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                           | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2518484 | PA      | $1071917.16   | 0.06%             | 2030-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                                              | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       280000 | PA      | $281599.36    | 0.02%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       270000 | PA      | $257549.67    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       750000 | PA      | $751909.25    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       500000 | PA      | $480684.20    | 0.03%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                             | Van Pool Transportation LLC 2025 Delayed Draw Term Loan                                                                                    | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |        67470 | PA      | $67849.40     | 0.00%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2199469.36   | 0.13%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                       | Mermaid Bidco Inc 2024 EUR Term Loan B                                                                                                     | CUSIP: 59012CAM7<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |       315789 | PA      | $373525.81    | 0.02%             | 2031-07-03      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                           | Odido Holding BV                                                                                                                           | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $525231.84    | 0.03%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                   | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |       500000 | PA      | $637696.53    | 0.04%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2018-15 Ltd                                                                                                                        | CUSIP: 67112QAB2<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |      1240625 | PA      | $548422.00    | 0.03%             | 2031-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                | Yinson Bergenia Production BV                                                                                                              | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |       850000 | PA      | $913321.71    | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $139.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                                       | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |       725000 | PA      | $760703.63    | 0.04%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                                                                             | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |       320000 | PA      | $301895.33    | 0.02%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                     | Six Flags Entertainment Corporation 2024 Term Loan B                                                                                       | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |       746222 | PA      | $742542.04    | 0.04%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      1130000 | PA      | $1168058.40   | 0.07%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $807.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       500000 | PA      | $536564.86    | 0.03%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-5.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1305000 | PA      | $1336335.95   | 0.08%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      1100000 | PA      | $1101603.80   | 0.06%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      1700000 | PA      | $1733428.68   | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       255000 | PA      | $293472.51    | 0.02%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                        | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     28371971 | PA      | $1400298.66   | 0.08%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | Shift4 Payments LLC 2025 Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |       165000 | PA      | $166546.88    | 0.01%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSEL BIDCO SE                                          | Mosel Bidco SE 2025 EUR Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1182618.46   | 0.07%             | 2030-09-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                      | Rithm Capital Corp                                                                                                                         | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |       280000 | PA      | $286814.36    | 0.02%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       725000 | PA      | $725957.45    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |            1 | NC      | $-2372.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1185307.49   | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $226.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1040000 | PA      | $1096680.00   | 0.06%             | 2035-02-11      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1964023.38   | 0.11%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |       248741 | PA      | $248336.36    | 0.01%             | 2030-09-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-13.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-2526.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     47759947 | PA      | $1453921.23   | 0.08%             | 2028-03-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      1000000 | PA      | $963164.83    | 0.05%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      2160000 | PA      | $2112099.62   | 0.12%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                                   | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $532318.99    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-B LLC                                                                                                                    | CUSIP: 62919WAF6<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $505166.60    | 0.03%             | 2033-01-18      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       840000 | PA      | $851603.51    | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                | VF Ukraine PAT via VFU Funding PLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       295589 | PA      | $282340.37    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       792406 | PA      | $847398.88    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      1605000 | PA      | $1620330.77   | 0.09%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8380000 | PA      | $8434339.10   | 0.48%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company              | Mauser Packaging Solutions Holding Company 2024 Term Loan B                                                                                | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |       500000 | PA      | $500803.50    | 0.03%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                              | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95960.40     | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                       | US Renal Care Inc 2023 Superpriority Term Loan                                                                                             | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      2785751 | PA      | $2661261.00   | 0.15%             | 2028-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       225000 | PA      | $212571.47    | 0.01%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PRP Advisors, LLC                                       | PRPM 2025-RCF3 LLC                                                                                                                         | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       931385 | PA      | $938501.83    | 0.05%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 24 Ltd                                                                                                                             | CUSIP: 00120HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       500000 | PA      | $512227.00    | 0.03%             | 2038-03-31      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | Consumer Portfolio Services Auto Trust 2025-B                                                                                              | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $504681.55    | 0.03%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       500000 | PA      | $520984.80    | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| EDELMAN FINANCIAL CENTER LLC                            | Edelman Financial Center LLC 2024 2nd Lien Term Loan                                                                                       | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |       515000 | PA      | $516931.25    | 0.03%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3533.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                               | Creation Technologies Inc 2021 Term Loan                                                                                                   | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1497423 | PA      | $1488063.79   | 0.08%             | 2028-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-14059.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                        | Arches Buyer Inc 2021 Term Loan B                                                                                                          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      1517037 | PA      | $1520829.15   | 0.09%             | 2027-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G0Y6 IRS USD R V 12MSOFR SWUV2G0Y8 CCPOIS / Short: BWU02G0Y6 IRS USD P F  3.25000 SWU02G0Y6 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     22600000 | OU      | $724986.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7980.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $4941.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3475000 | PA      | $3700961.88   | 0.21%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $495597.62    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                                     | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1095636.42   | 0.06%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                                                                          | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119377.02    | 0.01%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       300000 | PA      | $293264.73    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       375000 | PA      | $535462.59    | 0.03%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       408000 | PA      | $383577.53    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       330000 | PA      | $299685.21    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst        | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5                                                                   | CUSIP: 04544PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       810000 | PA      | $710057.58    | 0.04%             | 2036-07-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                                           | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1486985 | PA      | $1490955.89   | 0.08%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       300000 | PA      | $286217.73    | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       745000 | PA      | $677831.62    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      2984962 | PA      | $2860587.97   | 0.16%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                                                                                     | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |       265000 | PA      | $278576.50    | 0.02%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                          | Rad CLO 12 Ltd                                                                                                                             | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1875000 | PA      | $1896063.75   | 0.11%             | 2040-07-30      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                            | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $764601.00    | 0.04%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       700000 | PA      | $693862.41    | 0.04%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                     | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       660000 | PA      | $860980.49    | 0.05%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       464000 | PA      | $470380.00    | 0.03%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-1284.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1055000 | PA      | $1025987.50   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                        | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       310000 | PA      | $285765.60    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       800000 | PA      | $948820.59    | 0.05%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $500250.00    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     15380000 | PA      | $774228.45    | 0.04%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                                                                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       300000 | PA      | $284482.29    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                    | Beacon Mobility Corp                                                                                                                       | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |       500000 | PA      | $520202.00    | 0.03%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7314125 | PA      | $7351322.83   | 0.42%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc 2024 Term Loan B7                                                                                                 | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      1228810 | PA      | $1207497.05   | 0.07%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan                                                                                                | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |       870039 | PA      | $868135.74    | 0.05%             | 2028-03-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |       300000 | PA      | $280671.15    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                                                                                    | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |        84000 | PA      | $83531.20     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCGSCHUS9 HSBC COC USD                                  | CCGSCHUS9 HSBC COC USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       928000 | NS      | $928000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23660000 | PA      | $24467418.08  | 1.39%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                  | Guidewire Software Inc                                                                                                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |       665000 | PA      | $775072.81    | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                            | Vista Management Holding Inc 2025 Term Loan B                                                                                              | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       915750 | PA      | $921855.31    | 0.05%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-4 LLC                                                                                                                            | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       970657 | PA      | $973665.90    | 0.06%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S71267106 IRS INR R F  5.71700 471267108 CCPNDFOIS / Short: S71267106 IRS INR P V 06MMIBOR 471267107 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    438070000 | OU      | $-7728.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                 | Piraeus Financial Holdings SA                                                                                                              | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |      1350000 | PA      | $1643397.54   | 0.09%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  12073000000 | PA      | $769477.16    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                           | Osmose Utilities Services Inc Term Loan                                                                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |      1249351 | PA      | $1185321.43   | 0.07%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $46372.68     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1901678.28   | 0.11%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                                 | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1277310.56   | 0.07%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                   | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |            1 | NC      | $14726.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                     | Citadel Finance LLC                                                                                                                        | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1014933.81   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                                    | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |      1850000 | PA      | $2225603.65   | 0.13%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       330000 | PA      | $340492.68    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lakeshore Intermediate LLC                              | Lakeshore Intermediate LLC Term Loan                                                                                                       | CUSIP: 51207KAB5<br>LEI: 9845007F777G13ADC933 | Long             | LON              | CORP              | US        |       893540 | PA      | $749084.12    | 0.04%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE DEC25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           50 | NC      | $4566.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                                         | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       150000 | PA      | $139646.64    | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1016000 | PA      | $896018.99    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | Long: SWU0AP9L6 TRS USD R E SWU0AP9L6 IBOXXTRS / Short: SWU0AP9L6 TRS USD P V 12MSOFR SWUVAP9L8 IBOXXTRS                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      3399999 | OU      | $133167.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        41000 | PA      | $40835.28     | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       643000 | PA      | $656112.70    | 0.04%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13350000 | PA      | $13452154.73  | 0.77%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                                                                            | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1559359.96   | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1975000 | PA      | $623755.70    | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                                                                                      | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       690000 | PA      | $780313.04    | 0.04%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2025-SFR1 Trust                                                                                                                       | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340000 | PA      | $302227.77    | 0.02%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXVI Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252457.25    | 0.01%             | 2037-10-18      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $1463.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WIX LTD                                                 | Wix.com Ltd                                                                                                                                | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |       114000 | PA      | $124773.00    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       590000 | PA      | $576369.97    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2025-32 Ltd                                                                                                                    | CUSIP: 67389GAA2<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250993.75    | 0.01%             | 2038-07-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      2175000 | PA      | $2312351.25   | 0.13%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |       700000 | PA      | $700344.40    | 0.04%             | 2035-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                                                                           | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       525000 | PA      | $983587.50    | 0.06%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $993528.00    | 0.06%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | COHERENT CORP 2025 TERM LOAN B2                                                                                                            | CUSIP: 000000000<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |       163077 | PA      | $163127.85    | 0.01%             | 2029-07-02      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                                 | AAL Delaware Holdco Inc 2025 Term Loan                                                                                                     | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       134661 | PA      | $135249.94    | 0.01%             | 2031-07-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     22347000 | PA      | $790222.35    | 0.05%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BARCLAYS CAPITAL INC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |      -300000 | NS      | $-300000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           57 | NC      | $10045.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       600000 | PA      | $554146.68    | 0.03%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $28941.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL3 Trust                                                                                                                       | CUSIP: 69382RAF0<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      2630000 | PA      | $2390022.76   | 0.14%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-13301.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $1793931.04   | 0.10%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2023 Term Loan                                                                                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      1094402 | PA      | $1057124.52   | 0.06%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CFC BIDCO 2022 LTD                                      | CFC Bidco 2022 Ltd Term Loan B                                                                                                             | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       535000 | PA      | $523631.25    | 0.03%             | 2032-07-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |       425000 | PA      | $433760.53    | 0.02%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2550000 | PA      | $1760819.70   | 0.10%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                              | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175000 | PA      | $1075129.11   | 0.06%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4294.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7975000 | PA      | $8822032.25   | 0.50%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1                                                                              | CUSIP: 35563PWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       436699 | PA      | $421667.37    | 0.02%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1237655.60   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| SANDISK CORP                                            | Sandisk Corp Term Loan B                                                                                                                   | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       187500 | PA      | $187734.38    | 0.01%             | 2032-02-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       105000 | PA      | $112282.49    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-41161.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1275000 | PA      | $1195440.00   | 0.07%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                                      | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       210000 | PA      | $219799.44    | 0.01%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2014-GC22                                                                                                     | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280000 | PA      | $55570.93     | 0.00%             | 2047-06-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1580031.52   | 0.09%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                | RASC Series 2006-KS2 Trust                                                                                                                 | CUSIP: 75406BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1160000 | PA      | $1141752.27   | 0.07%             | 2036-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       750000 | PA      | $778003.64    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-1                                                                                                              | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       775000 | PA      | $812915.17    | 0.05%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                                          | CUSIP: 88238XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253886.50    | 0.01%             | 2038-07-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $8028.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: OIS364647 IRS BRL R F 13.43500 OIS364647_FIX NDFPREDISWAP / Short: OIS364647 IRS BRL P V 00MBRCDI OIS364647_FLO NDFPREDISWAP         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |     13294007 | OU      | $10981.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $-2.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       200000 | PA      | $216861.36    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      8523000 | PA      | $323164.91    | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1349000 | PA      | $431730.64    | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1840.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                                                                                    | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       270000 | PA      | $278188.29    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AIT WORLDWIDE LOGISTICS INC                             | AIT Worldwide Logistics Inc 2025 Repriced Term Loan                                                                                        | CUSIP: 00145AAE3<br>LEI: 254900VTA1PQ24OMBP16 | Long             | LON              | CORP              | US        |      1741853 | PA      | $1748022.69   | 0.10%             | 2030-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |       870000 | PA      | $1054714.02   | 0.06%             | 2027-04-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       140000 | PA      | $142072.84    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5000000 | PA      | $4847922.05   | 0.28%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                        | AlixPartners LLP 2025 USD Term Loan                                                                                                        | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      1480724 | PA      | $1472395.24   | 0.08%             | 2032-08-12      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                         | Traverse Midstream Partners LLC 2017 Term Loan                                                                                             | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |       715000 | PA      | $717459.60    | 0.04%             | 2028-02-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NUS3 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUS3 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     11000000 | OU      | $-241046.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                      | Elmwood CLO 43 Ltd                                                                                                                         | CUSIP: 29004TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       430000 | PA      | $433172.11    | 0.02%             | 2038-07-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                                                                                      | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |       150000 | PA      | $178754.51    | 0.01%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $256326.60    | 0.01%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-90.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-16.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                                             | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       600000 | PA      | $591066.18    | 0.03%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       675000 | PA      | $639331.58    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                                  | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       750000 | PA      | $692639.15    | 0.04%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC Term Loan B                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      3001844 | PA      | $2932050.76   | 0.17%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                    | Wolverine World Wide Inc                                                                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |       500000 | PA      | $458169.66    | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                                     | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       500000 | PA      | $508784.50    | 0.03%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       315000 | PA      | $319010.74    | 0.02%             | 2040-06-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       600000 | PA      | $650764.52    | 0.04%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AL AHLI BANK                                            | Ahli Bank QSC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800KXAR1MXC1DZ106 | Long             | DBT              | CORP              | QA        |       800000 | PA      | $792569.20    | 0.05%             | 2026-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXI Ltd                                                                                                              | CUSIP: 55819EAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251527.00    | 0.01%             | 2037-07-23      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Nuuday AS                                               | Nuuday AS EUR Term Loan B                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003B50SM3XIJDQ79 | Long             | LON              | CORP              | DK        |      1000000 | PA      | $1179112.26   | 0.07%             | 2028-02-03      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       190000 | PA      | $195102.49    | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $35.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1100000 | PA      | $981805.00    | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1013800.00   | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                     | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |         1625 | NS      | $37147.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                           | DTE Energy Co                                                                                                                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |        14775 | NS      | $375137.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Mortgage Trust                                    | Cross 2025-H6 Mortgage Trust                                                                                                               | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       690945 | PA      | $693255.59    | 0.04%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LP                              | Forest City Enterprises LP 2019 Term Loan B                                                                                                | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |       850000 | PA      | $848273.65    | 0.05%             | 2025-12-08      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                                                    | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1590000 | PA      | $1533356.25   | 0.09%             | 2030-02-01      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2003-A                                                                                               | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $49326.67     | 0.00%             | 2032-06-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2025-2                                                                                                   | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2183136.06   | 0.12%             | 2032-06-15      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| SYNLAB BONDCO PLC                                       | Synlab Bondco Plc 2024 EUR Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1179406.01   | 0.07%             | 2031-04-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                            | KKR & Co Inc                                                                                                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |         1677 | NS      | $87790.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2022 USD Incremental Term Loan                                                                              | CUSIP: 04317JAG3<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |       266305 | PA      | $257649.78    | 0.01%             | 2027-11-24      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1100000 | PA      | $1181460.50   | 0.07%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       525000 | PA      | $535507.88    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      3510000 | PA      | $3607156.80   | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACP TARA HOLDINGS INC                                   | ACP TARA HOLDINGS INC 2025 TERM LOAN B                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       787000 | PA      | $788967.50    | 0.04%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                                                                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $244621.14    | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                      | Ahlstrom Holding 3 Oy                                                                                                                      | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       600000 | PA      | $582345.76    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                    | Africell Holding Ltd                                                                                                                       | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      2405000 | PA      | $2394033.18   | 0.14%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      3210000 | PA      | $3327563.04   | 0.19%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      1196899 | PA      | $1196374.98   | 0.07%             | 2029-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                                           | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        30000 | NS      | $331260.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2025-3 Ltd                                                                                                                        | CUSIP: 92891YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252014.75    | 0.01%             | 2038-07-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      1040000 | PA      | $1182238.59   | 0.07%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       330000 | PA      | $372679.99    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       720000 | PA      | $774261.89    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-12802.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       317000 | PA      | $341354.79    | 0.02%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Project Boost Purchaser LLC                             | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                                     | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |       583538 | PA      | $582586.33    | 0.03%             | 2031-07-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE DEC25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -44 | NC      | $-35769.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer Inc 2025 Term Loan                                                                                                          | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      1020000 | PA      | $990675.00    | 0.06%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       600000 | PA      | $590220.00    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |        65000 | PA      | $50484.21     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CAMELOT US ACQUISITION LLC                              | Camelot US Acquisition LLC 2025 Incremental Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      1428000 | PA      | $1428297.02   | 0.08%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      1695464 | PA      | $1432878.59   | 0.08%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                            | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1380000 | PA      | $1476607.58   | 0.08%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXM4 IRS BRL R F 13.29140 SWU02HXM4 CCPNDFPREDISWAP / Short: SWU02HXM4 IRS BRL P V 00MBRCDI SWUV2HXM6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15000000 | OU      | $-1438.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       175000 | PA      | $138433.84    | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1800000 | PA      | $1301468.29   | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $241519.44    | 0.01%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       600000 | PA      | $646083.19    | 0.04%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $13594.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |       150000 | PA      | $157035.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1180.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 29 Ltd                                                                                                                    | CUSIP: 83013CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       380000 | PA      | $384594.20    | 0.02%             | 2038-07-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                                                                              | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |       310000 | PA      | $296810.06    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |       800000 | PA      | $793597.04    | 0.05%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | XX        |            1 | NC      | $924.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       950000 | PA      | $989646.83    | 0.06%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-1637.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED GHS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GH        |            1 | NC      | $-35207.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      1375000 | PA      | $1250658.75   | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                   | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |       375000 | PA      | $426782.96    | 0.02%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                 | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $448693.29    | 0.03%             | 2050-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   3289000000 | PA      | $447644.10    | 0.03%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        34279 | PA      | $30379.76     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: —       |
| Mill City Solar Loan Ltd.                               | Mill City Solar Loan 2019-1 Ltd                                                                                                            | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       325367 | PA      | $303252.97    | 0.02%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2180000 | PA      | $912013.49    | 0.05%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S68178891 IRS CNY R F  1.63700 468178893 CCPNDF / Short: S68178891 IRS CNY P V 00MCNYRR 468178892 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     79430000 | OU      | $-13369.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1700473.60   | 0.10%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       780000 | PA      | $800156.79    | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-27314.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $534723.00    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      1102000 | PA      | $976210.13    | 0.06%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1651425.00   | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       625000 | PA      | $610781.25    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1183898.56   | 0.07%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                               | New Mountain Finance Corp                                                                                                                  | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |        30185 | NS      | $290983.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       900000 | PA      | $816216.57    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHOBANI LLC                                             | Chobani LLC 2025 Repriced Term Loan B                                                                                                      | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      1094486 | PA      | $1098590.54   | 0.06%             | 2027-10-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                               | Avaya Inc 2023 Exit Term Loan                                                                                                              | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |       502640 | PA      | $444836.54    | 0.03%             | 2028-08-01      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Trust                       | JP Morgan Seasoned Mortgage Trust Series 2025-1                                                                                            | CUSIP: 46659PAG6<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |      1059077 | PA      | $997623.98    | 0.06%             | 2063-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3533000 | PA      | $848271.00    | 0.05%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1396593.67   | 0.08%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                                                    | CUSIP: 83012RAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251228.75    | 0.01%             | 2038-07-17      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2018-RPL9 Trust                                                                                                                       | CUSIP: 12654PAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $950903.51    | 0.05%             | 2057-09-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                          | JBT Marel Corp                                                                                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |       500000 | PA      | $487000.00    | 0.03%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     56739600 | PA      | $2695640.07   | 0.15%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-521.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                        | Delta 2 (LUX) Sarl 2024 Term Loan B2                                                                                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |       203333 | PA      | $203682.86    | 0.01%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                       | RAY Financing LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |       750000 | PA      | $900838.28    | 0.05%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       835000 | PA      | $982309.61    | 0.06%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1185000 | PA      | $229916.80    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-230.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Health & Wellness                           | Performance Health & Wellness 2025 Term Loan B                                                                                             | CUSIP: 71377KAD3<br>LEI: 254900ZAQ0N9AHY1Q982 | Long             | LON              | CORP              | US        |       778050 | PA      | $768324.38    | 0.04%             | 2032-03-19      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       900000 | PA      | $775237.50    | 0.04%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2025-R2                                                                                                       | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       840297 | PA      | $843167.80    | 0.05%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                        | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       857006 | PA      | $866411.52    | 0.05%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLVI Ltd                                                                                                              | CUSIP: 55821VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246993.25    | 0.01%             | 2034-10-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     91389232 | NS      | $91389232.03  | 5.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       962000 | PA      | $707467.98    | 0.04%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Student Transportation of America Holdings, Inc         | Student Transportation of America Holdings Inc Term Loan B                                                                                 | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |        93100 | PA      | $93468.49     | 0.01%             | 2032-06-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2400000 | PA      | $2453812.51   | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1250000 | PA      | $1506569.95   | 0.09%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       575000 | PA      | $620323.23    | 0.04%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC 2024 Term Loan B                                                                                                             | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |       318392 | PA      | $308328.55    | 0.02%             | 2031-08-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2025 Term Loan B (2032)                                                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1003958.00   | 0.06%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      1100000 | PA      | $1136612.40   | 0.06%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                | Turkiye Vakiflar Bankasi TAO                                                                                                               | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |       725000 | PA      | $783040.84    | 0.04%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                                    | EVERGREEN ACQCO 1 LP 2025 TERM LOAN B                                                                                                      | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |      2645329 | PA      | $2650288.88   | 0.15%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      1492228 | PA      | $1494093.26   | 0.09%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                | Stonex Escrow Issuer LLC                                                                                                                   | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $200872.70    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     22010000 | PA      | $505789.86    | 0.03%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| MHP LUX SA                                              | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $631788.85    | 0.04%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      1355000 | PA      | $1350799.50   | 0.08%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                               | Ensono LP 2021 Term Loan                                                                                                                   | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |      2684361 | PA      | $2691630.45   | 0.15%             | 2028-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSCS HOLDINGS INC                                       | LSCS Holdings Inc 2025 Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1666999 | PA      | $1643035.95   | 0.09%             | 2032-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-14898.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       905000 | PA      | $933004.86    | 0.05%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1006001.64   | 0.06%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           63 | NC      | $-1786.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $600422.58    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                 | Enova International Inc                                                                                                                    | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       255000 | PA      | $271395.48    | 0.02%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $564345.42    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1079602.65   | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NINE ENERGY SERVICE INC                                 | Nine Energy Service Inc                                                                                                                    | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |        90000 | PA      | $45384.30     | 0.00%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $445.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       700000 | PA      | $617946.20    | 0.04%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2022-24 Ltd                                                                                                                        | CUSIP: 67119NAE6<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $253220.00    | 0.01%             | 2037-10-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                          | Phillips 66 Co                                                                                                                             | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       155000 | PA      | $153911.13    | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1930000 | PA      | $1977478.00   | 0.11%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 21 Ltd                                                                                                                        | CUSIP: 37150CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $806536.80    | 0.05%             | 2038-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                                     | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       484602 | PA      | $485516.62    | 0.03%             | 2033-09-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2272000 | PA      | $2061990.68   | 0.12%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-13347.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1500000 | PA      | $1214794.49   | 0.07%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan M                                                                                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1425000 | PA      | $1425333.45   | 0.08%             | 2032-08-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      1550000 | PA      | $1519162.29   | 0.09%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1110000 | PA      | $1117342.65   | 0.06%             | 2042-07-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                    | MAD Commercial Mortgage Trust 2025-11MD                                                                                                    | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       810000 | PA      | $811856.68    | 0.05%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                                                                                       | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       296832 | PA      | $283827.27    | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                                              | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       280000 | PA      | $279826.37    | 0.02%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6865000 | PA      | $6898252.34   | 0.39%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       270000 | PA      | $227223.66    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                         | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261X102<br>LEI: 549300KM7KWQHVBNH962 | Long             | EC               | CORP              | US        |        30000 | NS      | $782100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       350000 | PA      | $308879.06    | 0.02%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                    | Elmwood CLO XII Ltd                                                                                                                        | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006572.00   | 0.06%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2025-2                                                                                       | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1719413.32   | 0.10%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          107 | NC      | $288430.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       500000 | PA      | $511689.57    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       175000 | PA      | $161946.56    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                        | Teine Energy Ltd                                                                                                                           | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |      2320000 | PA      | $2291113.45   | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       800000 | PA      | $823576.94    | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1190301.20   | 0.07%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORPORATION                           | Champ Acquisition Corporation 2024 Term Loan B                                                                                             | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       150100 | PA      | $151647.83    | 0.01%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02K0M3 IRS GBP R F  3.75000 SWU02K0M3 CCPOIS / Short: SWU02K0M3 IRS GBP P V 12MSONIA SWUV2K0M5 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13600000 | OU      | $-73195.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                        | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |       430000 | PA      | $558677.50    | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D11RX18 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D11RX18 CDS EUR P V 03MEVENT 2 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     15950000 | OU      | $1993968.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2560000 | PA      | $2876712.59   | 0.16%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S68178051 IRS KRW R F  2.39100 468178053 CCPNDF / Short: S68178051 IRS KRW P V 03MKSDA 468178052 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27449100000 | OU      | $-85547.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                                            | CUSIP: 98919WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2663965.25   | 0.15%             | 2055-06-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       680000 | PA      | $674775.83    | 0.04%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1240972.99   | 0.07%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       160000 | PA      | $154428.64    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2025-1 Ltd                                                                                                                        | CUSIP: 92945LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248187.25    | 0.01%             | 2038-04-20      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                    | Heartland Dental LLC 2025 Term Loan                                                                                                        | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      2656599 | PA      | $2655560.70   | 0.15%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      1130000 | PA      | $1090246.63   | 0.06%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $3041.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       500000 | PA      | $516500.23    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      3366800 | PA      | $3355833.29   | 0.19%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200153.73    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       740000 | PA      | $740777.74    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2022-1 Ltd                                                                                                              | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1900839.80   | 0.11%             | 2035-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                                                                              | CUSIP: 35563PPH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       370000 | PA      | $356557.12    | 0.02%             | 2059-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6600000 | PA      | $958961.64    | 0.05%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                          | Option One Mortgage Loan Trust 2005-3                                                                                                      | CUSIP: 68389FHV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $741871.93    | 0.04%             | 2035-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3350000 | PA      | $3368843.75   | 0.19%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MAGNATE WORLDWIDE LLC                                   | MAGNATE WORLDWIDE LLC 2021 TERM LOAN                                                                                                       | CUSIP: 55936RAB9<br>LEI: 25490012RGB0D1L6Q924 | Long             | LON              | CORP              | US        |      1250000 | PA      | $1234375.00   | 0.07%             | 2028-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |            1 | NC      | $-850.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $241992.08    | 0.01%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                            | Primary Products Finance LLC 2024 1st Lien Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |       759527 | PA      | $740538.56    | 0.04%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                              | Quimper AB 2025 EUR Add on Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |            0 | PA      | $0.00         | 0.00%             | 2030-03-29      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                  | Tyler Technologies Inc                                                                                                                     | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |        55000 | PA      | $60500.00     | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                                                                                       | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |       353165 | PA      | $291273.15    | 0.02%             | 2028-10-30      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      1075000 | PA      | $1044216.34   | 0.06%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities Trust                     | Aegis Asset Backed Securities Trust 2005-5                                                                                                 | CUSIP: 00764MHE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       466235 | PA      | $440390.57    | 0.03%             | 2035-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                         | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1897278.60   | 0.11%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                                    | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       230359 | PA      | $210468.75    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9467000 | PA      | $2255614.44   | 0.13%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: B71325754 IRS PLN R V 06MWIBOR 471325755 CCPVANILLA / Short: B71325754 IRS PLN P F  3.95800 471325756 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16730000 | OU      | $2826.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-43 Ltd                                                                                                                        | CUSIP: 67121GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $257077.25    | 0.01%             | 2038-07-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4669.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                 | Albion Financing 3 SARL 2025 EUR Term Loan                                                                                                 | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1183297.61   | 0.07%             | 2031-05-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                                     | Paradigm Parent LLC 1st Lien Term Loan                                                                                                     | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |       500000 | PA      | $450078.00    | 0.03%             | 2032-04-16      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2130000 | PA      | $2086356.30   | 0.12%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       260000 | PA      | $263746.60    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1015000 | PA      | $496426.87    | 0.03%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       161000 | PA      | $159462.67    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                       | Corel Corporation 2019 Term Loan                                                                                                           | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       500000 | PA      | $479375.00    | 0.03%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     31700000 | PA      | $614635.29    | 0.04%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       900000 | PA      | $936358.10    | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Idemia Identity and Security France SAS                 | Idemia Identity and Security France SAS 2024 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 969500UPJVNEV8CBCC98 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1180048.74   | 0.07%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                        | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1504074.00   | 0.09%             | 2031-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                               | OID-OL Intermediate I LLC Term Loan 1                                                                                                      | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       400000 | PA      | $414166.80    | 0.02%             | 2029-02-01      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2024-BNK48                                                                                                                            | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1020000 | PA      | $1039599.91   | 0.06%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GoodRx, Inc.                                            | GoodRx Inc 2024 USD Term Loan B                                                                                                            | CUSIP: 38245HAG2<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |      1492481 | PA      | $1505074.76   | 0.09%             | 2029-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144078.21    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   4614000000 | PA      | $303211.65    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |       398750 | PA      | $386588.13    | 0.02%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                 | Silk Road Group Holding LLC                                                                                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |      1070000 | PA      | $1085437.96   | 0.06%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       290000 | PA      | $282379.89    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       250000 | PA      | $262860.74    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                                               | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2818345.75   | 0.16%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1061858.38   | 0.06%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       660000 | PA      | $659526.12    | 0.04%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                 | Piraeus Financial Holdings SA                                                                                                              | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $246368.36    | 0.01%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       653000 | PA      | $606477.93    | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $608139.62    | 0.03%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                                                                              | CUSIP: 35563PMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       560000 | PA      | $533480.19    | 0.03%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                  | Epic Crude Services LP 2025 Term Loan B                                                                                                    | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |       559900 | PA      | $560949.55    | 0.03%             | 2031-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                              | JD.com Inc                                                                                                                                 | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $323100.00    | 0.02%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                            | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1751930 | PA      | $8252.61      | 0.00%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1416000 | PA      | $251078.34    | 0.01%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C37                                                                                             | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |      1950000 | PA      | $1743039.68   | 0.10%             | 2049-12-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                                                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      2221438 | PA      | $2228777.13   | 0.13%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                      | Elmwood CLO 42 Ltd                                                                                                                         | CUSIP: 29005DAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       755000 | PA      | $763437.88    | 0.04%             | 2038-03-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |            1 | NC      | $-1969.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       105000 | PA      | $114011.84    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                                         | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      1741232 | PA      | $1735323.58   | 0.10%             | 2031-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings Clo Ltd 2023-I                                                                                                                     | CUSIP: 06763EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $257803.75    | 0.01%             | 2038-04-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      2435000 | PA      | $2293526.50   | 0.13%             | 2033-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       750000 | PA      | $737887.20    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |            1 | NC      | $13071.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       400000 | PA      | $398375.50    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $217178.94    | 0.01%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                                                                              | CUSIP: 35563PGR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       401299 | PA      | $389192.83    | 0.02%             | 2057-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2025 Term Loan                                                                           | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      1056352 | PA      | $1061634.26   | 0.06%             | 2031-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $38341.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                                     | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       900000 | PA      | $821925.00    | 0.05%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       600000 | PA      | $622737.71    | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C7                                                                                                      | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       196914 | PA      | $194200.58    | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                | Cheplapharm Arzneimittel GmbH                                                                                                              | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       265000 | PA      | $259030.77    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1219000 | PA      | $1318421.64   | 0.08%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                             | AVID AUTOMOBILE RECEIVABLES                                                                                                                | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3420338 | PA      | $3420338.04   | 0.19%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                  | Planet Financial Group LLC                                                                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1980000 | PA      | $2083579.74   | 0.12%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       265000 | PA      | $298221.67    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                  | US LONG BOND(CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -37 | NC      | $-20367.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMA CGM SA                                              | CMA CGM SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $358991.20    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO CORPORATION                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                                        | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |       451880 | PA      | $455362.64    | 0.03%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      1698000 | PA      | $1649273.12   | 0.09%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       395000 | PA      | $395936.15    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |       851062 | PA      | $853267.90    | 0.05%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TRANSDIGM INC 2025 TERM LOAN K                                                                                                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2294192 | PA      | $2293655.08   | 0.13%             | 2030-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                      | Enphase Energy Inc                                                                                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |       225000 | PA      | $195433.15    | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $257481.51    | 0.01%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3972000 | PA      | $3512691.47   | 0.20%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      3780000 | PA      | $3627114.12   | 0.21%             | 2029-01-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $37991.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       320000 | PA      | $293314.64    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                                      | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1775958 | PA      | $1814108.48   | 0.10%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513979.50    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   5614500000 | PA      | $1388984.91   | 0.08%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                | Credicorp Capital Sociedad Titulizadora SA                                                                                                 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      3212000 | PA      | $998609.25    | 0.06%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-3                                                                                                                                | CUSIP: 74449DAA3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |       931673 | PA      | $934481.44    | 0.05%             | 2030-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                                | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                                                                                       | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       162796 | PA      | $162999.19    | 0.01%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1272070.15   | 0.07%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                                                                                        | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       130000 | PA      | $134160.00    | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                  | VTR Comunicaciones SpA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |       405000 | PA      | $391624.88    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |       900000 | PA      | $925654.50    | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings Inc                                   | Genworth Holdings Inc                                                                                                                      | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |       145000 | PA      | $150566.55    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                                             | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1150000 | PA      | $1176443.10   | 0.07%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                   | Rackspace Finance LLC                                                                                                                      | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |       110000 | PA      | $46633.40     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2025 Term Loan B                                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       727133 | PA      | $727916.54    | 0.04%             | 2028-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       440000 | PA      | $542498.01    | 0.03%             | 2028-11-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                             | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                                                                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      1810000 | PA      | $1821312.50   | 0.10%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $13353.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1016731.36   | 0.06%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G0W0 IRS USD R V 12MSOFR SWUV2G0W2 CCPOIS / Short: BWU02G0W0 IRS USD P F  3.25000 SWU02G0W0 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     32500000 | OU      | $169802.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Point Securitization Trust                              | Point Securitization Trust 2025-1                                                                                                          | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       680000 | PA      | $682357.56    | 0.04%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                                                                                  | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |       290000 | PA      | $284437.95    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO 2019-1, Ltd.                  | Brightwood Capital MM CLO 2019-1 Ltd                                                                                                       | CUSIP: 109487AY4<br>LEI: 2549001FP00M2YWJYD98 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501058.50    | 0.03%             | 2034-10-15      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                              | EW Scripps Company (The) 2025 Term Loan B3                                                                                                 | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |        99500 | PA      | $95395.63     | 0.01%             | 2029-11-30      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2350000 | PA      | $2373728.04   | 0.14%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAB                                                     | CAB SELAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $662979.20    | 0.04%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc USD Term Loan                                                                                                      | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |       406203 | PA      | $400744.67    | 0.02%             | 2027-03-09      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |       915000 | PA      | $956040.57    | 0.05%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1000000 | PA      | $845370.49    | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       650000 | PA      | $674958.70    | 0.04%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| ENSTAR GROUP LTD                                        | Enstar Group Ltd                                                                                                                           | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       139000 | PA      | $145594.72    | 0.01%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                 | International Airport Finance SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |      2515137 | PA      | $2682204.64   | 0.15%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                                       | KREF 2022-FL3 Ltd                                                                                                                          | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |       485363 | PA      | $486286.13    | 0.03%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                             | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                                                                                                    | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.06%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                     | Alarm.com Holdings Inc                                                                                                                     | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |       900000 | PA      | $865350.00    | 0.05%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       500000 | PA      | $500313.94    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                            | DoorDash Inc                                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       556000 | PA      | $633284.00    | 0.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                     | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       236000 | PA      | $91011.04     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       184000 | PA      | $183815.26    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |       193000 | PA      | $190990.14    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-21M                                                                                                      | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       443301 | PA      | $442991.67    | 0.03%             | 2036-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $1991909.04   | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-141.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                      | Iceland Bondco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $658183.88    | 0.04%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       938000 | PA      | $830130.00    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1886531.71   | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                                | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |       800000 | PA      | $881645.41    | 0.05%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                 | Valley National Bancorp                                                                                                                    | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |       305000 | PA      | $284123.69    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $-14084.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       525000 | PA      | $534937.20    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       470000 | PA      | $561154.98    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2025 Term Loan C                                                                                                   | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       638567 | PA      | $639763.89    | 0.04%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1871.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2253172 | PA      | $2223599.44   | 0.13%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      1094486 | PA      | $1096625.95   | 0.06%             | 2028-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       503695 | PA      | $505143.21    | 0.03%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $3702.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGTREE INC                                         | LendingTree Inc 2025 Term Loan                                                                                                             | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |       932000 | PA      | $929670.00    | 0.05%             | 2030-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2083610.54   | 0.12%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-12634.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9617000 | PA      | $3096482.78   | 0.18%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |       204000 | PA      | $214980.30    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                           | Anchorage Credit Funding 18 Ltd                                                                                                            | CUSIP: 03331MAC9<br>LEI: 636700TZS0ICKG81QT91 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600888.60    | 0.03%             | 2040-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                        | CUSIP: 46642NBJ4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      1715000 | PA      | $1673304.06   | 0.10%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                            | CUSIP: 76089MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $500424.05    | 0.03%             | 2026-07-27      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAS6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |       400000 | PA      | $400196.40    | 0.02%             | 2035-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                          | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     14080000 | PA      | $668968.84    | 0.04%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                  | Eskom Holdings                                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      6000000 | PA      | $306887.45    | 0.02%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                                 | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3030000 | PA      | $2064556.04   | 0.12%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |            1 | NC      | $-3481.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Trust 2022-RPL1                                                                                                          | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1544900 | PA      | $1531477.72   | 0.09%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |       724970 | PA      | $726782.08    | 0.04%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                        | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       407000 | PA      | $377120.01    | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     22400000 | PA      | $1304146.83   | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1981577.68   | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $923228.55    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1086116.78   | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9D10Q3P1 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D10Q3P1 CDS EUR P F  5.00000 1 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1070526 | OU      | $-135461.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-2862.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       600000 | PA      | $617873.72    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                        | American Auto Auction Group LLC 2025 Term Loan                                                                                             | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |      2288697 | PA      | $2310869.60   | 0.13%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        67900 | PA      | $67838.79     | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                                                                             | CUSIP: 92925GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       241656 | PA      | $215773.10    | 0.01%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                      | Agiliti Health Inc 2023 Term Loan                                                                                                          | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |       581873 | PA      | $561507.13    | 0.03%             | 2030-05-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       600000 | PA      | $660626.40    | 0.04%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                          | BAWAG Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $501936.40    | 0.03%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25010000 | PA      | $25219939.44  | 1.44%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $-5170.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                        | Essential Properties LP                                                                                                                    | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      1200000 | PA      | $1082151.16   | 0.06%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      1610000 | PA      | $1734496.20   | 0.10%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                           | Urban One Inc                                                                                                                              | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |       125000 | PA      | $65839.38     | 0.00%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150000 | PA      | $137022.32    | 0.01%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      1460000 | PA      | $1415439.78   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $3046.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-32.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   6232400000 | PA      | $373083.84    | 0.02%             | 2025-12-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                                                                                 | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $980414.90    | 0.06%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-11009.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1422596.72   | 0.08%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |       299821 | PA      | $293200.06    | 0.02%             | 2027-11-24      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       235000 | PA      | $234303.23    | 0.01%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Apidos CLO Ltd                                          | Apidos CLO XLV Ltd                                                                                                                         | CUSIP: 037977AG0<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |      1870000 | PA      | $1890803.75   | 0.11%             | 2038-07-26      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-4                                                                                                 | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1004486.80   | 0.06%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                     | Rocket Software Inc 2023 USD Term Loan B                                                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |       646997 | PA      | $648492.40    | 0.04%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                        | Fugue Finance BV 2025 Repriced Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |       460924 | PA      | $461932.19    | 0.03%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                                                                                   | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1986285 | PA      | $2002122.60   | 0.11%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc           | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                             | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |       198990 | PA      | $199636.62    | 0.01%             | 2031-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                                                                                        | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       155000 | PA      | $84513.95     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                                            | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $703561.60    | 0.04%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $294029.48    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       245000 | PA      | $172652.73    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2675000 | PA      | $3203455.86   | 0.18%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                                                                           | CUSIP: 05555YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $300610.80    | 0.02%             | 2037-07-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXVIII Ltd                                                                                                                       | CUSIP: 55955MAC4<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |       280500 | PA      | $203821.40    | 0.01%             | 2035-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1155137.50   | 0.07%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-6356.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |       960000 | PA      | $943652.93    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-5762.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                                          | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1000000 | PA      | $970414.56    | 0.06%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      1994819 | PA      | $1926958.91   | 0.11%             | 2028-06-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       102000 | PA      | $116907.81    | 0.01%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ABU DHABI GOVT INT'L                                    | Abu Dhabi Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      2000000 | PA      | $1453056.08   | 0.08%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       900000 | PA      | $924372.46    | 0.05%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                     | EnergySolutions LLC 2023 Term Loan B                                                                                                       | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |      1491466 | PA      | $1503583.76   | 0.09%             | 2030-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     49800000 | PA      | $1708682.11   | 0.10%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                           | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B                                                                                         | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |       195000 | PA      | $193720.41    | 0.01%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                                                                                 | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       600000 | PA      | $564580.44    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      1448000 | PA      | $1377803.64   | 0.08%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $277310.50    | 0.02%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $297681.65    | 0.02%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       666000 | PA      | $186172.95    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance Inc                                                                                                                          | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       306000 | PA      | $304936.98    | 0.02%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       390000 | PA      | $374535.33    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XVII Ltd                                                                                                              | CUSIP: 55819AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11453250 | PA      | $1615309.11   | 0.09%             | 2045-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                                             | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |       862000 | PA      | $885792.92    | 0.05%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-2                                                                                                                     | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       447884 | PA      | $449784.76    | 0.03%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $1772.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                              | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                                                | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      1724000 | PA      | $1724000.00   | 0.10%             | 2032-08-01      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                                                                           | CUSIP: 36626EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250904.50    | 0.01%             | 2038-10-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       120000 | PA      | $133138.46    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       220000 | PA      | $200837.58    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $1290.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APRO LLC                                                | Apro LLC 2024 Term Loan B                                                                                                                  | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |      1243719 | PA      | $1243718.60   | 0.07%             | 2031-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                        | EP Purchaser LLC 2021 Term Loan B                                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |       696392 | PA      | $660266.44    | 0.04%             | 2028-11-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                  | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $931566.06    | 0.05%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAA4<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |      1847203 | PA      | $1862565.45   | 0.11%             | 2055-05-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $375683.57    | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                   | Worldwide Plaza Trust 2017-WWP                                                                                                             | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1284570.24   | 0.07%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       275000 | PA      | $444292.78    | 0.03%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1037000 | PA      | $1073664.24   | 0.06%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          538 | NC      | $428839.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WeddingWire Inc                                         | WeddingWire Inc 2024 Term Loan B                                                                                                           | CUSIP: 94847DAJ0<br>LEI: 5493008BZQSUX5N9Q439 | Long             | LON              | CORP              | US        |      1741206 | PA      | $1745559.06   | 0.10%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                                | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1537848.50   | 0.09%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       900000 | PA      | $847144.99    | 0.05%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       170000 | PA      | $181492.66    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2018-C                                                                                           | CUSIP: 63940VAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       268148 | PA      | $265394.90    | 0.02%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                          | DEUTSCHE BANK REPO                                                                                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |     37700000 | PA      | $37700000.00  | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                              | Waystar Technologies Inc 2025 Term Loan B                                                                                                  | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |       160695 | PA      | $160996.10    | 0.01%             | 2029-10-22      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       475000 | PA      | $484654.09    | 0.03%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $461269.57    | 0.03%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $78.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $13293.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                                   | ASTRO ACQUISITION LLC 2025 TERM LOAN B                                                                                                     | CUSIP: 000000000<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |      1042000 | PA      | $1047861.25   | 0.06%             | 2032-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4150000 | PA      | $4072351.55   | 0.23%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| PRP Advisors, LLC                                       | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       245000 | PA      | $245186.37    | 0.01%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $1447.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities CLO LLC                   | Fortress Credit Opportunities XXIX CLO Ltd                                                                                                 | CUSIP: 34990EAJ9<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254076.25   | 0.07%             | 2033-04-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                                                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1067720.85   | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                                      | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $457094.95    | 0.03%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 15-R Ltd                                                                                                                | CUSIP: 67121PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252932.25    | 0.01%             | 2038-07-20      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      1195000 | PA      | $1189964.74   | 0.07%             | 2030-01-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                            | Acrisure LLC 2025 Term Loan B                                                                                                              | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |       997500 | PA      | $998746.88    | 0.06%             | 2032-06-21      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       290000 | PA      | $266437.50    | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      2469000 | PA      | $2537327.11   | 0.14%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $785680.75    | 0.04%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4050.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1078518.11   | 0.06%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |       500000 | PA      | $500750.00    | 0.03%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2036231 | PA      | $117668.70    | 0.01%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TSM II LuxCo 21 Sarl                                    | TSM II LuxCo 21 Sarl EUR Term Loan B                                                                                                       | CUSIP: 000000000<br>LEI: 636700H3SPZYYIUIF304 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1184411.51   | 0.07%             | 2031-09-11      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-2                                                                                                       | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1101132 | PA      | $1119332.22   | 0.06%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                      | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |       200000 | PA      | $200312.40    | 0.01%             | 2032-06-16      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       538000 | PA      | $1202933.12   | 0.07%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-253.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc 2024 Term Loan B2                                                                                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       397990 | PA      | $397948.55    | 0.02%             | 2028-03-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     11575000 | PA      | $224051.81    | 0.01%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY DIGITAL INFRA INC                                 | Array Digital Infrastructure Inc                                                                                                           | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |          725 | NS      | $13340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $1979.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1432.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                           | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                                                                                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |       600000 | PA      | $597750.00    | 0.03%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       800000 | PA      | $770163.68    | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1475000 | PA      | $1441714.56   | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       600000 | PA      | $586138.02    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1093081.50   | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      1665000 | PA      | $1742838.75   | 0.10%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CCGSCZUS9 GOLDMAN SACH COC                              | CCGSCZUS9 GOLDMAN SACH COC                                                                                                                 | CUSIP: 000000000<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | STIV             | CORP              | US        |      3718000 | NS      | $3718000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S62178492 IRS CNY R F  1.67765 462178494 CCPNDF / Short: S62178492 IRS CNY P V 00MCNYRR 462178493 CCPNDF                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19085378 | OU      | $1988.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       700000 | PA      | $703901.10    | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1800000 | PA      | $1869388.69   | 0.11%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHAMBERLAIN GROUP INC                                   | CHAMBERLAIN GROUP INC 2025 TERM LOAN B                                                                                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      1335000 | PA      | $1337178.72   | 0.08%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $350787.71    | 0.02%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-4                                                                                                           | CUSIP: 89178BBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590000 | PA      | $458223.03    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |            1 | NC      | $-1048.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-38088.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                       | GREEN INFRASTRUCTURE PARTN INC TERM LOAN B                                                                                                 | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |       700000 | PA      | $701533.00    | 0.04%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1200000 | PA      | $1272523.20   | 0.07%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2360000 | PA      | $2363686.32   | 0.13%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2271623.75   | 0.13%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2210000 | PA      | $1903451.36   | 0.11%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                              | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       285000 | PA      | $287454.19    | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $835083.58    | 0.05%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                                | Secretariat Advisors LLC 2025 Term Loan B                                                                                                  | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1345118 | PA      | $1346799.72   | 0.08%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       499327 | PA      | $502789.50    | 0.03%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                             | GLOBAL MEDICAL RESPONSE INC 2025 TERM LOAN B                                                                                               | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      1585804 | PA      | $1588071.66   | 0.09%             | 2032-10-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      1125000 | PA      | $1172412.30   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       935000 | PA      | $989644.21    | 0.06%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      1074000 | PA      | $1146601.33   | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                       | EURO-SCHATZ FUT DEC25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -117 | NC      | $11565.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |       348246 | PA      | $349170.56    | 0.02%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                      | MVM Energetika Zrt                                                                                                                         | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       625000 | PA      | $665027.18    | 0.04%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIACI SAINT HONORE                                      | Siaci Saint Honore 2025 EUR Unitranche Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 969500NM0252PENX2L59 | Long             | LON              | CORP              | FR        |       823846 | PA      | $973993.64    | 0.06%             | 2032-07-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                           | Darktrace PLC 2nd Lien Term Loan                                                                                                           | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       460000 | PA      | $461245.68    | 0.03%             | 2032-10-09      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| INTL PERSONAL FINANCE PL                                | International Personal Finance PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $281459.44    | 0.02%             | 2029-12-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2023 Incremental Term Loan B                                                                                                 | CUSIP: 62908HAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       341731 | PA      | $341090.64    | 0.02%             | 2026-08-19      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $1076.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                      | PINNACLE BUYER LLC DELAYED DRAW TERM LOAN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       181452 | PA      | $181867.50    | 0.01%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CORP                              | Onex TSG Intermediate Corp 2025 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |      1749000 | PA      | $1760560.89   | 0.10%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       996456 | PA      | $998650.69    | 0.06%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                      | Drake Software LLC 2024 Term Loan B                                                                                                        | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |      1715586 | PA      | $1717730.80   | 0.10%             | 2031-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |       970000 | PA      | $640921.29    | 0.04%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2025-FL4 LLC                                                                                                           | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6000000 | PA      | $6015706.38   | 0.34%             | 2043-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       560000 | PA      | $545700.13    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       550000 | PA      | $682780.90    | 0.04%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                | SLAM 2025-1 Ltd                                                                                                                            | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2645802 | PA      | $2720025.17   | 0.15%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4319.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                            | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |       500000 | PA      | $531663.50    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $602935.26    | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                   | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |      2280000 | PA      | $2290176.12   | 0.13%             | 2030-06-17      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan C                                                                                              | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |        25405 | PA      | $25349.84     | 0.00%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-278.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                              | Penske Truck Leasing Co LP                                                                                                                 | CUSIP: 70962AX27<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |       600000 | PA      | $599856.60    | 0.03%             | 2025-10-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                            | SPECTRIS PLC EUR TERM LOAN B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       541667 | PA      | $639043.89    | 0.04%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                 | TGS ASA                                                                                                                                    | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $618586.84    | 0.04%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                | Merit Medical Systems Inc                                                                                                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       430000 | PA      | $500735.00    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $27807.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      1145000 | PA      | $1341973.69   | 0.08%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                    | Blue Owl Finance LLC                                                                                                                       | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       900000 | PA      | $944467.95    | 0.05%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1100000 | PA      | $282002.60    | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                                          | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251983.25    | 0.01%             | 2038-07-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       264000 | PA      | $276664.87    | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                    | Woodside Finance Ltd                                                                                                                       | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       525000 | PA      | $548292.64    | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       200000 | PA      | $208814.37    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                                       | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |       407865 | PA      | $371156.77    | 0.02%             | 2028-01-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      4200000 | PA      | $2204790.00   | 0.13%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $-10457.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9983.76      | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                             | Datadog Inc                                                                                                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1171150.00   | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                                                                               | CUSIP: 03329GAJ1<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253182.75    | 0.01%             | 2038-07-20      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $4396.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     74641000 | PA      | $4250124.82   | 0.24%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |       493951 | PA      | $492677.58    | 0.03%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $8946.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-24.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $10.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |      1335000 | PA      | $1347142.09   | 0.08%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                                         | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507298.50    | 0.03%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          234 | NC      | $-27226.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Capital BDC Inc                                | Crescent Capital BDC Inc                                                                                                                   | CUSIP: 225655109<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EC               | CORP              | US        |        39542 | NS      | $563868.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pluto Acquisition I Inc                                 | Pluto Acquisition I Inc 2024 First Out Superpriority Term Loan                                                                             | CUSIP: 72941DAH5<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |       450000 | PA      | $452250.00    | 0.03%             | 2028-06-20      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                                                                              | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1968000 | PA      | $1777674.72   | 0.10%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7000000 | PA      | $6938318.80   | 0.40%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1914208.20   | 0.11%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                                      | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |       457688 | PA      | $459212.08    | 0.03%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |            1 | NC      | $16.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                         | NEXUS Buyer LLC 2025 Term Loan B                                                                                                           | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |      2039750 | PA      | $2036945.34   | 0.12%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                | SGH2 LLC 2025 USD Term Loan B                                                                                                              | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2257000 | PA      | $2262642.50   | 0.13%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| OWENS ILLINOIS INC                                      | OWENS ILLINOIS INC 2025 TERM LOAN B                                                                                                        | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |       265000 | PA      | $264834.38    | 0.02%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                                                     | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1110000 | PA      | $1176652.17   | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    495000000 | PA      | $527177.36    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       660000 | PA      | $679488.13    | 0.04%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2025-RPL1                                                                                                | CUSIP: 16160VAB9<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |       981775 | PA      | $891613.96    | 0.05%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $888784.84    | 0.05%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469891.32    | 0.03%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225751.31    | 0.01%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      1647998 | PA      | $657532.93    | 0.04%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       240000 | PA      | $156273.68    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       475000 | PA      | $562162.50    | 0.03%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      1700000 | PA      | $1701256.30   | 0.10%             | 2029-01-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                | Techem Verwaltungsgesellschaft 675 mbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $707402.40    | 0.04%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |         7100 | NS      | $179275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $45692.83     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2171342.83   | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |       960766 | PA      | $966234.63    | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                                                       | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1960617 | PA      | $1965117.14   | 0.11%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |         4404 | PA      | $3211.84      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: OIS364663 IRS BRL R F 13.43000 OIS364663_FIX NDFPREDISWAP / Short: OIS364663 IRS BRL P V 00MBRCDI OIS364663_FLO NDFPREDISWAP         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |     13295061 | OU      | $10451.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     38600000 | PA      | $436105.77    | 0.02%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       694343 | PA      | $694102.40    | 0.04%             | 2038-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                            | Graham Packaging Company Inc 2024 Term Loan B                                                                                              | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |       500000 | PA      | $500500.00    | 0.03%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2396.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                    | Herschend Entertainment Company LLC 2025 Term Loan B                                                                                       | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |        99750 | PA      | $100331.84    | 0.01%             | 2032-05-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2025-4                                                                                                                | CUSIP: 69547DAA4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |       565704 | PA      | $566078.58    | 0.03%             | 2026-06-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| International Entertainment JJCo 3 Ltd                  | International Entertainment JJCo 3 Ltd USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 254900C44ND8RC7Z9K20 | Long             | LON              | CORP              | GB        |      1877175 | PA      | $1888907.34   | 0.11%             | 2032-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5850000 | PA      | $5675039.49   | 0.32%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1050076.59   | 0.06%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                                                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       646037 | PA      | $645498.43    | 0.04%             | 2030-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                                                                                     | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1501031 | PA      | $1471636.23   | 0.08%             | 2031-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1376483.04   | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $2145631.40   | 0.12%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       576000 | PA      | $584455.94    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $628037.38    | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2265000 | PA      | $2242461.82   | 0.13%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1490937.50   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       600000 | PA      | $637681.20    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       716000 | PA      | $853695.39    | 0.05%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                       | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1765471.50   | 0.10%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |            1 | NC      | $-14759.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       811000 | PA      | $922918.00    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | FRONERI LUX FINCO SARL 2025 EUR TERM LOAN                                                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1178671.64   | 0.07%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $214698.20    | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 23 LLC                                                                                                                        | CUSIP: 33883DAY0<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $250718.00    | 0.01%             | 2036-04-17      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      1810000 | PA      | $1747239.16   | 0.10%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                    | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |       100000 | PA      | $117642.28    | 0.01%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                | United Talent Agency LLC 2025 Term Loan B                                                                                                  | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1820000 | PA      | $1831375.00   | 0.10%             | 2032-06-10      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-357.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       400000 | PA      | $399624.84    | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       727000 | PA      | $753885.93    | 0.04%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                                                                          | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |       260000 | PA      | $291429.23    | 0.02%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| SIACI SAINT HONORE                                      | SIACI SAINT HONORE 2025 EUR DELAYED DRAW Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 969500NM0252PENX2L59 | Long             | LON              | CORP              | FR        |       196154 | PA      | $231908.56    | 0.01%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                   | Zest Acquisition Corp 2023 Term Loan                                                                                                       | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1493603 | PA      | $1502937.88   | 0.09%             | 2028-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2522796.90   | 0.14%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 8 Ltd                                                                                                                   | CUSIP: 67707HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       620000 | PA      | $534024.60    | 0.03%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |         6500 | NS      | $322985.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |       590000 | PA      | $596147.80    | 0.03%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $-10687.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $20267.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1225000 | PA      | $1247817.43   | 0.07%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1003879.56   | 0.06%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGSLLC                                         | UFC HOLDINGSLLC 2025 FUNGIBLE Add-On TERM LOAN                                                                                             | CUSIP: 000000000<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       503300 | PA      | $504628.71    | 0.03%             | 2031-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      1910000 | PA      | $2013904.00   | 0.11%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       935000 | PA      | $952578.78    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1680000 | PA      | $1763823.26   | 0.10%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                    | Berlin Packaging LLC 2025 Term Loan B7                                                                                                     | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |      1197995 | PA      | $1203069.65   | 0.07%             | 2031-06-07      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137HLY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       890503 | PA      | $881831.37    | 0.05%             | 2054-07-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       149000 | PA      | $140265.28    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WBHT Commercial Mortgage Trust 2025-WBM                                                                                                    | CUSIP: 92943QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1155000 | PA      | $1150124.14   | 0.07%             | 2042-06-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                        | QUIDELORTHO CORP TERM LOAN                                                                                                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |       750000 | PA      | $747070.50    | 0.04%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                | Telesat Canada / Telesat LLC                                                                                                               | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       588000 | PA      | $473340.00    | 0.03%             | 2026-12-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                                                                                      | CUSIP: 36626BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       325000 | PA      | $332803.25    | 0.02%             | 2037-07-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                                     | Belfor Holdings Inc 2025 USD Term Loan B3                                                                                                  | CUSIP: 07768YAQ5<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                                                                            | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1187516.22   | 0.07%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Beignet                                                 | Beignet                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1300000.00   | 0.07%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $541040.70    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust              | Exeter Select Automobile Receivables Trust 2025-2                                                                                          | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       595000 | PA      | $598182.66    | 0.03%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                       | BILL Holdings Inc                                                                                                                          | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |       450000 | PA      | $401625.00    | 0.02%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                 | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                                | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3720000 | PA      | $3049470.71   | 0.17%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.              | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                                            | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |      1741833 | PA      | $1746730.62   | 0.10%             | 2031-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      2350000 | PA      | $2348676.95   | 0.13%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-4                                                                                                 | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1875000 | PA      | $1876905.38   | 0.11%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       650000 | PA      | $682175.00    | 0.04%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |       700000 | PA      | $835080.79    | 0.05%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       700000 | PA      | $648287.99    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                                                | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       280000 | PA      | $293234.48    | 0.02%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1840000 | PA      | $1948665.98   | 0.11%             | 2042-01-25      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya Ai Debt Grantor Trust 2025-6                                                                                                        | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1699854.14   | 0.10%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |       816000 | PA      | $815651.89    | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1600000 | PA      | $1658199.36   | 0.09%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-636.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                                      | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      1255000 | PA      | $1303437.73   | 0.07%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                             | JetBlue Airways Corporation 2024 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |       596985 | PA      | $574597.99    | 0.03%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        70000 | PA      | $64130.87     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       165000 | PA      | $205952.83    | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |            1 | NC      | $-43.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      3563507 | PA      | $2699891.08   | 0.15%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |       900000 | PA      | $875974.77    | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                              | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |        92150 | PA      | $93455.62     | 0.01%             | 2028-06-30      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1543300.48   | 0.09%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                                                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       646725 | PA      | $646914.28    | 0.04%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      1625000 | PA      | $1406511.50   | 0.08%             | 2047-10-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       750000 | PA      | $491748.75    | 0.03%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| BELRON FINANCE 2019 LLC                                 | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                                                          | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       522873 | PA      | $526140.91    | 0.03%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NF35 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NF35 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       900000 | OU      | $-13910.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                         | Oceanview Mortgage Trust 2025-INV3                                                                                                         | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2092926 | PA      | $2103384.97   | 0.12%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $538572.14    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1031439.30   | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         9916 | NS      | $689856.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | Nidda Healthcare Holding AG 2025 EUR Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |       866667 | PA      | $1023226.22   | 0.06%             | 2030-02-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       368000 | PA      | $488916.34    | 0.03%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Issuer Trust 2025-B                                                                                                           | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1032128 | PA      | $1038954.43   | 0.06%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Crisis Prevention Institute Inc                         | Crisis Prevention Institute Inc 2024 Term Loan B                                                                                           | CUSIP: 22663GAD8<br>LEI: 254900BRN1WN9IDRU529 | Long             | LON              | CORP              | US        |      1741853 | PA      | $1737498.42   | 0.10%             | 2031-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1449000 | PA      | $1560011.99   | 0.09%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |       834000 | PA      | $797297.83    | 0.05%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                                         | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       275000 | PA      | $281084.93    | 0.02%             | 2035-09-23      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                    | Tidal Waste & Recycling Holdings LLC Term Loan B                                                                                           | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |      1243750 | PA      | $1252561.97   | 0.07%             | 2031-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1625000 | PA      | $1084768.75   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $20627.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $30980.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S71267099 IRS INR R F  5.44900 471267101 CCPNDFOIS / Short: S71267099 IRS INR P V 06MMIBOR 471267100 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    987420000 | OU      | $-4332.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                         | DAE Funding LLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |       600000 | PA      | $581332.04    | 0.03%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 15 Ltd                                                                                                                           | CUSIP: 00889CAE9<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252039.00    | 0.01%             | 2038-04-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-1596.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                | Camelot Return Merger Sub Inc                                                                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1210556.50   | 0.07%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                                | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       957000 | PA      | $999591.27    | 0.06%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2005000 | PA      | $1667119.47   | 0.09%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       226000 | PA      | $231070.54    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $7711.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                                       | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       820000 | PA      | $858282.01    | 0.05%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-1 LTD                                                                                                                  | CUSIP: 14318YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253372.75    | 0.01%             | 2037-07-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                | Indofood CBP Sukses Makmur Tbk PT                                                                                                          | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |      1350000 | PA      | $1166570.53   | 0.07%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $611683.72    | 0.03%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       350000 | PA      | $357962.50    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $7346.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1075000 | PA      | $956158.75    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                               | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $210763.58    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SMX Group LLC                                           | SMX Group LLC Term Loan                                                                                                                    | CUSIP: 89617EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1741250 | PA      | $1753221.09   | 0.10%             | 2032-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2024 Term Loan C                                                                                                   | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1391496.40   | 0.08%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                                                                                   | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1094472 | PA      | $1094061.93   | 0.06%             | 2030-09-29      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      2425000 | PA      | $2526762.70   | 0.14%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $22.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      1492500 | PA      | $1490634.38   | 0.08%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4368811 | PA      | $275627.46    | 0.02%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2025-5                                                                                                        | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2521539.25   | 0.14%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                     | Permanent TSB Group Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $237191.92    | 0.01%             | 2025-11-25      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       117000 | PA      | $120702.70    | 0.01%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2021-21 Ltd                                                                                                                        | CUSIP: 670897AC1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |      3360000 | PA      | $2040961.44   | 0.12%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2025 Term Loan B                                                                                                   | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      2123187 | PA      | $2127167.73   | 0.12%             | 2030-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9D10QY69 CDS USD R F  5.00000 1 CCPCDX / Short: S9D10QY69 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       265000 | OU      | $20806.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       115000 | PA      | $86466.49     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Golub Capital BDC Inc                                   | Golub Capital BDC Inc                                                                                                                      | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |        87000 | NS      | $1191030.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Stonepeak                                               | Stonepeak 2021-1 ABS                                                                                                                       | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       299746 | PA      | $289418.11    | 0.02%             | 2033-02-28      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       325000 | PA      | $337460.96    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       270000 | PA      | $265167.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       820740 | PA      | $45214.74     | 0.00%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                                       | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      1400000 | PA      | $1401387.40   | 0.08%             | 2035-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                      | Infinite Bidco LLC 2023 Incremental Term Loan                                                                                              | CUSIP: 45674KAH8<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |      1036804 | PA      | $1010883.45   | 0.06%             | 2028-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       800000 | PA      | $692000.00    | 0.04%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NWZ5 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NWZ5 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      6300000 | OU      | $478039.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORP                                            | SANMINA CORP TERM LOAN B                                                                                                                   | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |       540000 | PA      | $540000.00    | 0.03%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                                                                                      | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       515000 | PA      | $547691.69    | 0.03%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       600000 | PA      | $606631.80    | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $12426.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       641000 | PA      | $688292.83    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       375000 | PA      | $361937.78    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |       597000 | PA      | $598599.36    | 0.03%             | 2032-03-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       170000 | PA      | $189785.79    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZMW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1211.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                                            | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      1330000 | PA      | $1225627.32   | 0.07%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO VIII Mortgage LLC 2025-3                                                                                                               | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $151115.40    | 0.01%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                        | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |        11425 | NS      | $295679.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1421975.53   | 0.08%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1357700.50   | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       595428 | PA      | $315338.67    | 0.02%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $595229.62    | 0.03%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       464000 | PA      | $461130.82    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                                            | Covetrus Inc Term Loan                                                                                                                     | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |      3919898 | PA      | $3514431.16   | 0.20%             | 2029-10-13      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                               | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |       698246 | PA      | $700427.63    | 0.04%             | 2032-01-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                           | Freeport LNG Investments LLLP Term Loan A                                                                                                  | CUSIP: 000000000<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |       911688 | PA      | $913397.25    | 0.05%             | 2026-11-16      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1739693.88   | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       320000 | PA      | $316235.87    | 0.02%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $210656.48    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       500000 | PA      | $512858.00    | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-6 LLC                                                                                                                            | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       952466 | PA      | $954170.50    | 0.05%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                                                                                      | CUSIP: 94983RAD6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       150800 | PA      | $149846.84    | 0.01%             | 2036-04-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NHL3 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NHL3 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     31025000 | OU      | $2439361.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                                                                                    | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1400000 | PA      | $1417640.00   | 0.08%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6651.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       185000 | PA      | $191172.34    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       247000 | PA      | $246084.30    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     10000000 | PA      | $626882.36    | 0.04%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    161200000 | PA      | $28510.82     | 0.00%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-1011.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                               | Digital Room Holdings Inc 2021 Term Loan                                                                                                   | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      1570929 | PA      | $1549328.91   | 0.09%             | 2028-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       165000 | PA      | $136280.10    | 0.01%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |      1750000 | PA      | $1716907.69   | 0.10%             | 2026-08-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                                 | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $352026.15    | 0.02%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Term Loan                                                                                                       | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |       555208 | PA      | $550280.86    | 0.03%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       480000 | PA      | $496644.67    | 0.03%             | 2035-06-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |       965000 | PA      | $945042.72    | 0.05%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $12712.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $5764.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2955000 | PA      | $1549897.50   | 0.09%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                               | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       800000 | PA      | $861665.60    | 0.05%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |            1 | NC      | $34188.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1199707.29   | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1097954.33   | 0.06%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02GFD6 IRS AUD R F  4.00000 SWU02GFD6 CCPVANILLA / Short: SWU02GFD6 IRS AUD P V 06MBBSW SWUV2GFD8 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15900000 | OU      | $53979.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $2731426.77   | 0.16%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |        49380 | NS      | $737243.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-731.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       660000 | PA      | $671231.77    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      1496222 | PA      | $1497040.09   | 0.09%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       726330 | PA      | $729494.40    | 0.04%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                            | CUSIP: 42806MDE6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      1515000 | PA      | $1537178.69   | 0.09%             | 2029-12-26      | Fixed         | 8.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1764240.00   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| AqGen Island Holdings Inc                               | AqGen Island Holdings Inc 2024 Term Loan B                                                                                                 | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8670463 | PA      | $6882548.78   | 0.39%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                        | Proofpoint Inc 2024 Term Loan                                                                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      1999848 | PA      | $2008129.85   | 0.11%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 32 Ltd                                                                                                               | CUSIP: 03329HAA8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251177.00    | 0.01%             | 2037-07-15      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                 | Global Medical Response Inc                                                                                                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1889930.73   | 0.11%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                           | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      2527000 | PA      | $3150753.32   | 0.18%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       450000 | PA      | $451125.00    | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $3877107.47   | 0.22%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                                                                                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |        70171 | PA      | $70534.22     | 0.00%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1830000 | PA      | $394658.69    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2025-2 Ltd                                                                                                                  | CUSIP: 14320DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1028655.00   | 0.06%             | 2038-07-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       594000 | PA      | $611139.59    | 0.03%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $116057.72    | 0.01%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      3938000 | PA      | $3568812.50   | 0.20%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       780000 | PA      | $976560.00    | 0.06%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1549.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       875000 | PA      | $850722.08    | 0.05%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1270000 | PA      | $1148793.23   | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXXVI Ltd                                                                                                                        | CUSIP: 559914AE6<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253132.75    | 0.01%             | 2038-07-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                                                                                       | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |       725000 | PA      | $727040.88    | 0.04%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                               | ACRES 2025-FL3 LLC                                                                                                                         | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3200000 | PA      | $3204866.30   | 0.18%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXE2 IRS BRL R F 13.92550 SWU02HXE2 CCPNDFPREDISWAP / Short: SWU02HXE2 IRS BRL P V 00MBRCDI SWUV2HXE4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2900000 | OU      | $-1951.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       325000 | PA      | $390688.12    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1378000 | PA      | $1344285.17   | 0.08%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NGL Energy Partners LP                                  | NGL Energy Partners LP 2024 Term Loan B                                                                                                    | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |         2527 | PA      | $2533.80      | 0.00%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                     | Immunocore Holdings PLC                                                                                                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |       475000 | PA      | $430492.73    | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     22400000 | PA      | $390353.85    | 0.02%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |       690000 | PA      | $674616.06    | 0.04%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                            | Univision Communications Inc 2022 First Lien Term Loan B                                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |       248715 | PA      | $249336.45    | 0.01%             | 2029-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                         | CMS Energy Corp                                                                                                                            | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       118000 | PA      | $115279.69    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                         | SPDR Blackstone Senior Loan ETF                                                                                                            | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       224800 | NS      | $9347184.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1266801.25   | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $598776.80    | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1850000 | PA      | $1972070.73   | 0.11%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2011-C2                                                                                                    | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        77629 | PA      | $75036.93     | 0.00%             | 2047-12-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       335000 | PA      | $344172.73    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                          | Long Beach Mortgage Loan Trust 2005-1                                                                                                      | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       113621 | PA      | $111903.73    | 0.01%             | 2035-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                        | Blue Owl Technology Finance Corp                                                                                                           | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Long             | EC               | CORP              | US        |        13867 | NS      | $191641.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |      2900000 | PA      | $3075372.28   | 0.18%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $969020.50    | 0.06%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                      | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |       700000 | PA      | $691205.82    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                                                                           | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |       140000 | PA      | $142380.42    | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                                                                                      | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |         1975 | NS      | $32785.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | QNITY ELECTRONICS INC TERM LOAN B                                                                                                          | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      1020000 | PA      | $1021275.00   | 0.06%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2025-3 Ltd                                                                                                                  | CUSIP: 14320FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252725.50    | 0.01%             | 2038-07-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                        | Barnes Group Inc 2025 Term Loan B                                                                                                          | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |       497500 | PA      | $498666.14    | 0.03%             | 2032-01-27      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                                                                              | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |      2297280 | PA      | $2317329.73   | 0.13%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1771234.03   | 0.10%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $974712.90    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SIGMA HOLDCO BV                                         | Sigma Holdco BV                                                                                                                            | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $536977.32    | 0.03%             | 2031-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | EG        |            1 | NC      | $5547.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55891.25     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $18444.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                      | Republic of Poland Government International Bond                                                                                           | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1720000 | PA      | $1761261.05   | 0.10%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                                   | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |       635000 | PA      | $667008.72    | 0.04%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2881538.80   | 0.16%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp                                                                                                            | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |         1975 | NS      | $30889.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRATEGY INC                                            | Strategy Inc                                                                                                                               | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       300000 | PA      | $316500.00    | 0.02%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       750000 | PA      | $744369.53    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 25 Ltd                                                                                                                             | CUSIP: 00120NAU8<br>LEI: 2549006GHWX66A91GS48 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $303798.90    | 0.02%             | 2038-07-21      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $500341.27    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-R1                                                                                                           | CUSIP: 034951AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1882425 | PA      | $1878992.81   | 0.11%             | 2062-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                   | Integer Holdings Corp                                                                                                                      | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |       675000 | PA      | $657450.00    | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1539892.50   | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3798.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXV Ltd                                                                                                               | CUSIP: 55823FAD7<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |       500000 | PA      | $506999.50    | 0.03%             | 2038-07-16      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1240000 | PA      | $838860.00    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     11550000 | PA      | $228972.09    | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                | Brinker International Inc                                                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |       195000 | PA      | $206419.01    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                       | Eagle Parent Corp 2022 Term Loan B                                                                                                         | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       596521 | PA      | $596744.80    | 0.03%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      4030000 | PA      | $3691480.00   | 0.21%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       515000 | PA      | $552075.39    | 0.03%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |       348237 | PA      | $340425.48    | 0.02%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       855000 | PA      | $876687.76    | 0.05%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |       700000 | PA      | $712600.00    | 0.04%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |        40000 | PA      | $43238.28     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1201999.85   | 0.07%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                              | Viant Medical Holdings Inc 2024 Term Loan B                                                                                                | CUSIP: 92556MAB2<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      1741228 | PA      | $1744492.87   | 0.10%             | 2031-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       200000 | PA      | $184928.88    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXIII Ltd                                                                                                             | CUSIP: 55821JAG4<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253717.25    | 0.01%             | 2038-07-21      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                 | Pediatrix Medical Group Inc                                                                                                                | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $218708.19    | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       396000 | PA      | $380819.23    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| PK ALIFT LOAN FUNDING                                   | Pk Alift Loan Funding 6 LP                                                                                                                 | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1546486 | PA      | $1558378.99   | 0.09%             | 2042-11-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |          193 | NS      | $247040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust 2025-MFS                                                                                                                        | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1470000 | PA      | $1494398.62   | 0.09%             | 2033-06-10      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       310000 | PA      | $293226.12    | 0.02%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2021 Term Loan B                                                                                                              | CUSIP: 71677HAL9<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      1496104 | PA      | $1492834.91   | 0.09%             | 2028-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc 2024 Term Loan                                                                                                            | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1337266 | PA      | $1348966.86   | 0.08%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |       885000 | PA      | $1064997.65   | 0.06%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                | Long: S70276046 IRS CZK R F  3.87100 470276048 CCPVANILLA / Short: S70276046 IRS CZK P V 06MPRIBR 470276047 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75270000 | OU      | $-13489.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | Pret 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |      1173725 | PA      | $1178090.62   | 0.07%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5041015.60   | 0.29%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 17 Ltd                                                                                                                        | CUSIP: 37149UAA5<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252880.50    | 0.01%             | 2037-10-22      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1200000 | PA      | $1215425.34   | 0.07%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-23904.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THYME HOLDCO S A R L                                    | Thyme Holdco S A R L 2025 EUR Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5493000JH6PEHFW3QO15 | Long             | LON              | CORP              | LU        |       545455 | PA      | $644114.05    | 0.04%             | 2032-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-30912.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      1492481 | PA      | $1494449.78   | 0.09%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                                          | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       300000 | PA      | $299848.50    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $67456.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                 | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |        55000 | PA      | $90530.00     | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       940000 | PA      | $1091457.50   | 0.06%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      2960000 | PA      | $2757208.03   | 0.16%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $-8557.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean International Ltd                                                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      1128000 | PA      | $956176.13    | 0.05%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                             | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |            1 | NC      | $-16161.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |            1 | NC      | $-4345.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $10273.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       957000 | PA      | $953560.49    | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-75.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1206854.60   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1150000 | PA      | $1097303.67   | 0.06%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       290000 | PA      | $285723.35    | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       550000 | PA      | $525520.00    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $213940.40    | 0.01%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                                                              | CUSIP: 35563PJQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       224956 | PA      | $220381.24    | 0.01%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                                   | Conduent Business Services LLC / Conduent State & Local Solutions Inc                                                                      | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       230000 | PA      | $222534.29    | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COTIVITI CORPORATION                                    | Cotiviti Corporation 2024 Term Loan                                                                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      1094472 | PA      | $1085237.20   | 0.06%             | 2031-05-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                    | Kohler Energy Co LLC USD Term Loan B                                                                                                       | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |      1790000 | PA      | $1795033.48   | 0.10%             | 2031-05-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |            1 | NC      | $502.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XLIII Ltd                                                                                                                        | CUSIP: 559918AN7<br>LEI: 529900MX1PNEO4Y6K172 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $503646.50    | 0.03%             | 2038-07-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                         | Marex Group PLC                                                                                                                            | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $608883.32    | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2025-CES6                                                                                                              | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      2107567 | PA      | $2130245.45   | 0.12%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.             | DG Investment Intermediate Holdings 2 Inc 2025 2nd Lien Term Loan                                                                          | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       970000 | PA      | $966362.50    | 0.06%             | 2033-07-31      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL3 LLC                                                                                                                         | CUSIP: 74143HAB1<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |      1305000 | PA      | $1194587.56   | 0.07%             | 2055-04-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                  | Energizer Gamma Acquisition BV                                                                                                             | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $579899.91    | 0.03%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1203752.75   | 0.07%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-8                                                                                                            | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |      2774421 | PA      | $2796442.86   | 0.16%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $781276.50    | 0.04%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                   | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       253000 | PA      | $611248.00    | 0.03%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| WILSONART LLC                                           | Wilsonart LLC                                                                                                                              | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |       881000 | PA      | $858286.67    | 0.05%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| MOSS CREEK RESOURCES HLD                                | Moss Creek Resources Holdings Inc                                                                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |       987000 | PA      | $967890.10    | 0.06%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       700000 | PA      | $742525.00    | 0.04%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2025-43 Ltd                                                                                                                        | CUSIP: 67121FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       665000 | PA      | $671382.67    | 0.04%             | 2038-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       700000 | PA      | $680730.05    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                  | Helix Energy Solutions Group Inc                                                                                                           | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |       205000 | PA      | $216771.72    | 0.01%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       472000 | PA      | $522504.00    | 0.03%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| FARM CREDIT BK OF TEXAS                                 | Farm Credit Bank of Texas                                                                                                                  | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |       250000 | PA      | $262641.00    | 0.01%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                                              | CUSIP: 35563PLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       603859 | PA      | $593966.02    | 0.03%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-12773.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $599771.27    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1145000 | PA      | $1156908.05   | 0.07%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $413460.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       270000 | PA      | $270526.98    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                       | Kapla Holding SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $833292.61    | 0.05%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                                                                                         | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       630000 | PA      | $670204.08    | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                          | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       500000 | PA      | $589590.95    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $733506.15    | 0.04%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                 | Farm Credit Bank of Texas                                                                                                                  | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |       250000 | PA      | $263036.75    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: S71142939 IRS CZK R F  3.84300 471142941 CCPVANILLA / Short: S71142939 IRS CZK P V 06MPRIBR 471142940 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58000000 | OU      | $-13980.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $413421.09    | 0.02%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                   | Blue Owl Capital Corp                                                                                                                      | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |        88000 | NS      | $1123760.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Specialty Building Products Holdings LLC                | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |      1345619 | PA      | $1298858.31   | 0.07%             | 2028-10-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       485000 | PA      | $492066.83    | 0.03%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1870022.55   | 0.11%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                    | Peace Park CLO Ltd                                                                                                                         | CUSIP: 70470NAJ2<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |       790000 | PA      | $794352.90    | 0.05%             | 2038-10-20      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          242 | NC      | $79130.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1011000 | PA      | $998035.13    | 0.06%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $620770.80    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                 | CPPIB OVM Member US LLC Term Loan B                                                                                                        | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1388502 | PA      | $1393382.65   | 0.08%             | 2031-08-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $100851.79    | 0.01%             | 2042-10-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                       | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |       113000 | PA      | $113490.19    | 0.01%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2025-CES3                                                                                                        | CUSIP: 891949BU2<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-MBS          | CORP              | US        |      1583459 | PA      | $1593620.95   | 0.09%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       374000 | PA      | $378236.67    | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2024 Term Loan                                                                                                            | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       280000 | PA      | $279978.16    | 0.02%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                             | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      1055000 | PA      | $730474.94    | 0.04%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bracket Intermediate Holding Corp                       | Bracket Intermediate Holding Corp 2024 Term Loan                                                                                           | CUSIP: 10378RAM5<br>LEI: 54930011OZELK2VOFB56 | Long             | LON              | CORP              | US        |      1308392 | PA      | $1317387.15   | 0.08%             | 2028-05-08      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       880000 | PA      | $892592.07    | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                        | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      1655000 | PA      | $1498107.18   | 0.09%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                                                                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1171180.70   | 0.07%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |         2327 | NS      | $91637.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                            | Univision Communications Inc 2024 Term Loan B                                                                                              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      1746851 | PA      | $1743576.04   | 0.10%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 29 Ltd                                                                                                                    | CUSIP: 83013CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       940000 | PA      | $863062.88    | 0.05%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENTRIX FINANCE HOLDCO I LLC                          | Cogentrix Finance Holdco I LLC Repriced Term Loan B                                                                                        | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      1246875 | PA      | $1249992.19   | 0.07%             | 2032-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | Playtika Holding Corp                                                                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       160000 | PA      | $147045.60    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                                                   | CUSIP: 17182XBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253792.50    | 0.01%             | 2038-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $379676.60    | 0.02%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       750000 | PA      | $732118.96    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                                    | CUSIP: 83208BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2154382 | PA      | $2180963.46   | 0.12%             | 2053-03-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       775000 | PA      | $837775.00    | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       600000 | PA      | $612540.60    | 0.03%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      1194000 | PA      | $1193813.74   | 0.07%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-53461.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2495928.00   | 0.14%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| SOTHEBY'S                                               | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1002181.90   | 0.06%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $958.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE DEC25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -106 | NC      | $-96848.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        12825 | NS      | $293051.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                                                                                    | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1600000 | PA      | $1598848.08   | 0.09%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                         | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $215663.70    | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-62.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       578000 | PA      | $584398.86    | 0.03%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       113000 | PA      | $119414.90    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                          | Dcli Bidco LLC                                                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |       600000 | PA      | $624433.20    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                                                                             | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      2886476 | PA      | $2898022.23   | 0.17%             | 2028-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $4430.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                                       | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1263680.88   | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-2 Ltd                                                                                                               | CUSIP: 69704DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1020144.00   | 0.06%             | 2038-07-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                | RLGH Finance Bermuda Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |       575000 | PA      | $614073.73    | 0.03%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                         | Barings BDC Inc                                                                                                                            | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |       132455 | NS      | $1160305.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1570000 | PA      | $1431016.36   | 0.08%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                        | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1227453.37   | 0.07%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     88081977 | PA      | $4704693.42   | 0.27%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CoolSys Inc                                             | Coolsys Inc 2021 Term Loan                                                                                                                 | CUSIP: 21651CAF8<br>LEI: 254900H6AUTCJCAHGK17 | Long             | LON              | CORP              | US        |       997409 | PA      | $897668.40    | 0.05%             | 2028-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16140000 | PA      | $16776773.36  | 0.96%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       363000 | PA      | $389905.56    | 0.02%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                                                                              | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       270000 | PA      | $280503.00    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $210416.86    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |       750000 | PA      | $725097.45    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $708821.03    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-525.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2075000 | PA      | $1508361.99   | 0.09%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2035500000 | PA      | $460422.12    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                   | Khazanah Global Sukuk Bhd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |      1175000 | PA      | $1192262.44   | 0.07%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                           | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       225000 | PA      | $217696.79    | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                   | Clearwater Paper Corp                                                                                                                      | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |       225000 | PA      | $211867.88    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-467.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $29828.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $1623.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5700000 | PA      | $5891177.66   | 0.34%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $377610.00    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-805.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     10500000 | PA      | $1713330.46   | 0.10%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                                             | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2980000 | PA      | $2861361.43   | 0.16%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     99380000 | PA      | $258402.49    | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                                                    | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1065888 | PA      | $1079169.26   | 0.06%             | 2056-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                                                                                     | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      2550000 | PA      | $2333250.00   | 0.13%             | 2028-11-24      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                                       | Victory Buyer LLC Term Loan                                                                                                                | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |       746134 | PA      | $748154.55    | 0.04%             | 2028-11-19      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        53000 | PA      | $97493.50     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                                     | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       225000 | PA      | $224250.36    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $-28111.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1027000 | PA      | $789506.25    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HighTower Holdings LLC                                  | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                                           | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |       598500 | PA      | $598500.00    | 0.03%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |            1 | NC      | $-23329.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BWU02G125 IRS USD R V 12MSOFR SWUV2G127 CCPOIS / Short: BWU02G125 IRS USD P F  3.25000 SWU02G125 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4200000 | OU      | $506272.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     27889958 | PA      | $1407961.78   | 0.08%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                                                    | CUSIP: 78449HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1483305 | PA      | $1506918.06   | 0.09%             | 2056-10-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                                                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       335000 | PA      | $340649.92    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1498000 | PA      | $1533201.50   | 0.09%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Oak Hill Credit                                         | OHA Credit Funding 7 Ltd                                                                                                                   | CUSIP: 67111WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       380000 | PA      | $382814.66    | 0.02%             | 2038-07-19      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HXN2 IRS BRL R F 13.92710 SWU02HXN2 CCPNDFPREDISWAP / Short: SWU02HXN2 IRS BRL P V 00MBRCDI SWUV2HXN4 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     22700000 | OU      | $-15100.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       640000 | PA      | $612320.00    | 0.03%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Armorica Lux Sarl                                       | Armorica Lux Sarl EUR Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1139749.77   | 0.06%             | 2028-07-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     36760000 | PA      | $413420.23    | 0.02%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                                                                                                | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       125000 | PA      | $133285.00    | 0.01%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: —       |
| Acrisure, LLC                                           | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      1492481 | PA      | $1492170.76   | 0.09%             | 2030-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                            | Somnigroup International Inc Term Loan B                                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |       292369 | PA      | $294698.74    | 0.02%             | 2031-10-24      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       775000 | PA      | $795231.52    | 0.05%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1245000 | PA      | $1291010.01   | 0.07%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                                        | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       360000 | PA      | $360485.64    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                                      | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $513263.50    | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                                     | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       825000 | PA      | $907335.00    | 0.05%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       700000 | PA      | $697406.23    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2005-9                                                                                                      | CUSIP: 41161PSM6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |       117765 | PA      | $111789.50    | 0.01%             | 2035-06-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        20000 | PA      | $19861.59     | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |       715000 | PA      | $865122.54    | 0.05%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      1045000 | PA      | $1004337.38   | 0.06%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IMC Financing LLC                                       | IMC Financing LLC Term Loan B                                                                                                              | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |      1485278 | PA      | $1501986.87   | 0.09%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1125000 | PA      | $1189728.50   | 0.07%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                                                                          | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      1412828 | PA      | $1417747.77   | 0.08%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                 | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $617106.94    | 0.04%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                            | LAVENDER DUTCH BORROWERCO BV EUR TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       515464 | PA      | $607752.38    | 0.03%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       425000 | PA      | $503060.39    | 0.03%             | 2034-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       320000 | PA      | $330960.00    | 0.02%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1533600.00   | 0.09%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      6202000 | PA      | $194673.25    | 0.01%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      3620000 | PA      | $3913806.44   | 0.22%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2100000 | PA      | $564207.85    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                               | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      1936324 | PA      | $1756911.69   | 0.10%             | 2028-12-29      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4422000 | PA      | $1230934.25   | 0.07%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      3140000 | PA      | $3332629.58   | 0.19%             | 2042-01-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       550000 | PA      | $631254.31    | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   3785000000 | PA      | $514277.13    | 0.03%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3309737 | PA      | $1605387.93   | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 24 Ltd                                                                                                                           | CUSIP: 00092QAE1<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |      1620000 | PA      | $1241495.10   | 0.07%             | 2038-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |       250000 | PA      | $261725.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1183000 | PA      | $1132623.66   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Partners VII Ltd                                                                                                                | CUSIP: 67102UAB5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $542665.00    | 0.03%             | 2038-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                | Invesco CLO 2022-2 Ltd                                                                                                                     | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2202904.00   | 0.13%             | 2035-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       775000 | PA      | $852895.25    | 0.05%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1091302.52   | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                        | FINASTRA USA INC 2025 EUR TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |       476000 | PA      | $564017.58    | 0.03%             | 2032-07-30      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                        | FINASTRA USA INC 2025 1st LIEN TERM LOAN                                                                                                   | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |       500000 | PA      | $498500.00    | 0.03%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       275000 | PA      | $235792.77    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                              | USALCO LLC 2025 Delayed Draw Term Loan                                                                                                     | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       140216 | PA      | $140128.74    | 0.01%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                | Atlanticus Holdings Corp                                                                                                                   | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $159120.18    | 0.01%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513523.02    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                                                                          | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1250000 | PA      | $1315573.69   | 0.07%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $-6867.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                   | Ahead DB Holdings LLC                                                                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |       410000 | PA      | $410572.77    | 0.02%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                 | KBR Inc                                                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |       295000 | PA      | $292010.18    | 0.02%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |       690000 | PA      | $719462.40    | 0.04%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                                       | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $535605.20    | 0.03%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       316000 | PA      | $397923.00    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| JUST GROUP PLC                                          | Just Group PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $488015.68    | 0.03%             | 2031-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                                                   | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |       725000 | PA      | $771957.74    | 0.04%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock Clo 29 Ltd                                                                                                                       | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |      1220000 | PA      | $1090931.32   | 0.06%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       750000 | PA      | $779860.50    | 0.04%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                             | TPG CLO 2025-1 Ltd                                                                                                                         | CUSIP: 87268KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004310.00   | 0.06%             | 2038-07-15      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      1042000 | PA      | $1032331.70   | 0.06%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | VALVOLINE INC TERM LOAN B                                                                                                                  | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |       325000 | PA      | $326340.63    | 0.02%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASSERMAN MEDIA GROUP LLC                               | Wasserman Media Group LLC Term Loan B                                                                                                      | CUSIP: 94105CAL4<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |       145000 | PA      | $145453.13    | 0.01%             | 2032-06-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       643000 | PA      | $657475.86    | 0.04%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1445000 | PA      | $1466858.52   | 0.08%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |         8950 | NS      | $231894.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     11215000 | PA      | $1897115.55   | 0.11%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                               | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       800000 | PA      | $824789.92    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                        | Trucordia Insurance Holdings LLC Term Loan B                                                                                               | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |       100000 | PA      | $100375.00    | 0.01%             | 2032-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | UY        |            1 | NC      | $3203.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2024 1st Lien Term Loan B                                                                                          | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                | BCPE Empire Holdings Inc 2025 Term Loan B                                                                                                  | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      1094486 | PA      | $1092844.49   | 0.06%             | 2030-12-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                                                                                 | CUSIP: 25255KAC8<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $209120.00    | 0.01%             | 2122-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -15 | NC      | $14515.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       835000 | PA      | $810085.10    | 0.05%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ROLLS-ROYCE PLC                                         | Rolls-Royce PLC                                                                                                                            | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      1920000 | PA      | $2264603.73   | 0.13%             | 2026-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $507424.30    | 0.03%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       800000 | PA      | $756080.00    | 0.04%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      1200000 | PA      | $1172348.75   | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                                                                                    | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       245000 | PA      | $236175.84    | 0.01%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                                                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |      1244778 | PA      | $1219363.43   | 0.07%             | 2027-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       650000 | PA      | $660034.70    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                                       | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |       192000 | PA      | $192192.00    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                             | Van Pool Transportation LLC 2025 Term Loan                                                                                                 | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |       492530 | PA      | $495300.60    | 0.03%             | 2030-08-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |            1 | NC      | $-30236.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       426000 | PA      | $403929.07    | 0.02%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SEADRILL FINANCE LTD                                    | Seadrill Finance Ltd                                                                                                                       | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       600000 | PA      | $623408.40    | 0.04%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       650000 | PA      | $625461.60    | 0.04%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                            | Parsons Corp                                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |       755000 | PA      | $862587.50    | 0.05%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       810000 | PA      | $853618.50    | 0.05%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-1118.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $10426.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP                                              | Fluor Corp                                                                                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |       700000 | PA      | $832300.00    | 0.05%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-IV Ltd                                                                                                                   | CUSIP: 17182HAG1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251481.50    | 0.01%             | 2038-01-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                                                                                        | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       400000 | PA      | $370892.88    | 0.02%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 61 Ltd                                                                                                  | CUSIP: 640985AA5<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251423.00    | 0.01%             | 2039-07-17      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC Term Loan B                                                                                            | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |       400000 | PA      | $401126.00    | 0.02%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                     | MKS Instruments Inc 2025 USD Repriced Term Loan                                                                                            | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |       504092 | PA      | $505116.07    | 0.03%             | 2029-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $139.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |            1 | NC      | $-797.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       775000 | PA      | $205427.68    | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                         | Thor Industries Inc                                                                                                                        | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |       315000 | PA      | $298897.92    | 0.02%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                        | CoStar Group Inc                                                                                                                           | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $915850.96    | 0.05%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                                                                              | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2561000 | PA      | $2574830.65   | 0.15%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                | Coral-US Co-Borrower, LLC 2021 Term Loan B6                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1500000 | PA      | $1494375.00   | 0.09%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: S67131151 IRS CLP R F  4.80280 467131153 CCPNDFCAMARAPROMEDIO / Short: S67131151 IRS CLP P V 12MCLICP 467131152 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3229800000 | OU      | $-6610.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                                                                                       | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |       125000 | PA      | $133155.50    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-384.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                      | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106562.40    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |       818072 | PA      | $817867.44    | 0.05%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2302389.82   | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-3484.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |       305000 | PA      | $351922.35    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $34750.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $7186.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $495486.15    | 0.03%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                        | Guara Norte Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |       864326 | PA      | $846290.29    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       114000 | PA      | $119844.32    | 0.01%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       145000 | PA      | $148303.83    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | EG        |            1 | NC      | $1623.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      1515000 | PA      | $1441164.61   | 0.08%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc               | Structured Asset Mortgage Investments II Trust 2005-AR2                                                                                    | CUSIP: 86359LJB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       234354 | PA      | $177204.49    | 0.01%             | 2045-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-4270.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-4841.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conservice Midco, LLC                                   | Conservice Midco LLC 2025 Term Loan                                                                                                        | CUSIP: 20848PAM0<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |       539722 | PA      | $541577.36    | 0.03%             | 2030-05-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       173000 | PA      | $183336.58    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $18214.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | Fluid-Flow Products Inc 2025 Term Loan B                                                                                                   | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |       795845 | PA      | $798581.26    | 0.05%             | 2028-03-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2952300000 | PA      | $583848.10    | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1110739.14   | 0.06%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   5614500000 | PA      | $1442580.09   | 0.08%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RCF4 LLC                                                                                                                         | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       487288 | PA      | $482736.65    | 0.03%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       463000 | PA      | $547208.13    | 0.03%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |       525000 | PA      | $531806.10    | 0.03%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1272004.30   | 0.07%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                              | USALCO LLC 2025 Term Loan                                                                                                                  | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      1352985 | PA      | $1352774.99   | 0.08%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2025000 | PA      | $1962700.07   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1363000 | PA      | $1172795.08   | 0.07%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                        | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |       263000 | PA      | $301626.98    | 0.02%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-3768.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                                                                           | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200252.80    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2025-2                                                                                                        | CUSIP: 91679EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       213855 | PA      | $213925.82    | 0.01%             | 2026-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1144000 | PA      | $1086785.57   | 0.06%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       215000 | PA      | $224381.53    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                   | Jefferies Finance LLC 2024 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |      1741228 | PA      | $1741228.07   | 0.10%             | 2031-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1512157.74   | 0.09%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                 | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |       295000 | PA      | $296804.52    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2022-1 Ltd                                                                                                         | CUSIP: 05766FAE9<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $504442.00    | 0.03%             | 2037-04-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Pre-Paid Legal Services Inc                             | Pre-Paid Legal Services Inc 2021 Term Loan                                                                                                 | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |      1696241 | PA      | $1607187.97   | 0.09%             | 2028-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL5 LLC                                                                                                                         | CUSIP: 74143QAB1<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      1630000 | PA      | $1632725.20   | 0.09%             | 2054-09-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                          | Oaktree Specialty Lending Corp                                                                                                             | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |        43000 | NS      | $561150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       265000 | PA      | $311000.57    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $415100.00    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       760000 | PA      | $723124.35    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc              | Apollo Commercial Real Estate Finance Inc 2025 Term Loan B                                                                                 | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |      1489268 | PA      | $1502298.59   | 0.09%             | 2030-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $1682.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       438000 | PA      | $459012.17    | 0.03%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                            | Aspire Bakeries Holdings LLC 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |       208711 | PA      | $209884.99    | 0.01%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $4483.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2075000 | PA      | $1987435.00   | 0.11%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       984541 | PA      | $986203.10    | 0.06%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       980000 | PA      | $1002739.57   | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $199677.04    | 0.01%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JUMP FINANCIAL LLC                                      | Jump Financial LLC 2025 1st Lien Term Loan B                                                                                               | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1501238 | PA      | $1512496.78   | 0.09%             | 2032-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                                                                              | CUSIP: 35563PTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       590000 | PA      | $567494.98    | 0.03%             | 2060-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                        | Plano HoldCo Inc Term Loan B                                                                                                               | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |       995623 | PA      | $965754.73    | 0.06%             | 2031-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                      | Republic of Poland Government International Bond                                                                                           | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1650000 | PA      | $1699501.20   | 0.10%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2025-1 Ltd                                                                                                                   | CUSIP: 89625AAA3<br>LEI: 254900F7449TAF4K0V04 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252182.25    | 0.01%             | 2038-04-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-2482.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXII Ltd                                                                                                              | CUSIP: 55819VAC0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |      1690000 | PA      | $806138.45    | 0.05%             | 2033-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |            1 | NC      | $-1206.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2300000 | PA      | $2087490.01   | 0.12%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $598766.06    | 0.03%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                    | Flutter Financing BV 2025 Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |       433912 | PA      | $433777.12    | 0.02%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |       305000 | PA      | $296582.00    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      1502448 | PA      | $1347985.53   | 0.08%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      1195000 | PA      | $1123419.34   | 0.06%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                                                                                                           | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |         9525 | NS      | $226695.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIVO ENERGY INVESTMENTS                                 | Vivo Energy Investments BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      1285000 | PA      | $1283496.09   | 0.07%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZMW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $13594.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      1043510 | PA      | $943332.76    | 0.05%             | 2028-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                  | Turkiye Is Bankasi AS                                                                                                                      | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |       750000 | PA      | $790433.17    | 0.05%             | 2030-01-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                 | METRO BANK HOLDINGS PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1303395.89   | 0.07%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                                                                                    | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |       540000 | PA      | $551927.52    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    120000000 | PA      | $132142.82    | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $580108.49    | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       850000 | PA      | $191587.88    | 0.01%             | 2021-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1832000 | PA      | $482121.59    | 0.03%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           48 | NC      | $-30443.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1654429.22   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                         | Cornerstone Building Brands Inc 2024 Term Loan B                                                                                           | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |       249372 | PA      | $228486.97    | 0.01%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                                 | Regatta 33 Funding Ltd                                                                                                                     | CUSIP: 75890CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1031661.00   | 0.06%             | 2038-07-25      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                     | Star Leasing Co LLC                                                                                                                        | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |       750000 | PA      | $729526.28    | 0.04%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                                                     | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       109820 | PA      | $109857.66    | 0.01%             | 2038-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                       | Stepstone Group Midco 2 GmbH/ The EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1157925.84   | 0.07%             | 2032-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4530000 | PA      | $4176009.04   | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                      | Elmwood CLO 42 Ltd                                                                                                                         | CUSIP: 29005EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $258533.25    | 0.01%             | 2038-03-31      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo 41 Ltd                                                                                                         | CUSIP: 08183HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250702.50    | 0.01%             | 2038-07-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                 | SCOR SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121507.11    | 0.01%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZMW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-868.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                      | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |      1055000 | PA      | $1272237.34   | 0.07%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lereta LLC                                              | Lereta LLC Term Loan B                                                                                                                     | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |       830744 | PA      | $744900.43    | 0.04%             | 2028-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 117538000000 | PA      | $7253466.41   | 0.41%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $648603.75    | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      1300000 | PA      | $1354210.00   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2193000 | PA      | $535501.76    | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                     | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1800000 | PA      | $1811440.08   | 0.10%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1458826.20   | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                      | PINNACLE BUYER LLC TERM LOAN                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       943548 | PA      | $945711.00    | 0.05%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       390000 | PA      | $327525.81    | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-632.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3560000 | PA      | $3312306.09   | 0.19%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       170000 | PA      | $165763.50    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $4735.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                         | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |       525000 | PA      | $484237.49    | 0.03%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2420000 | PA      | $2667545.19   | 0.15%             | 2042-03-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       590000 | PA      | $606334.15    | 0.03%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |       220000 | PA      | $223554.76    | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $13160.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       300000 | PA      | $329745.00    | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-16130.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1029000 | PA      | $952078.86    | 0.05%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS USD Term Loan B                                                                                                             | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |       525000 | PA      | $527296.88    | 0.03%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                                | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       687000 | PA      | $716420.91    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                  | GLP China Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |      1350000 | PA      | $1330299.09   | 0.08%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                         | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $849000.00    | 0.05%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                         | Blackhawk Network Holdings Inc 2025 Term Loan B                                                                                            | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |       498747 | PA      | $501284.99    | 0.03%             | 2029-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       130000 | PA      | $130141.02    | 0.01%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| PROJECT CASTLE INC                                      | Project Castle Inc Term Loan B                                                                                                             | CUSIP: 74339YAB8<br>LEI: 254900DCEJ6U69AEM264 | Long             | LON              | CORP              | US        |       994872 | PA      | $829059.50    | 0.05%             | 2029-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                 | Railworks Holdings LP / Railworks Rally Inc                                                                                                | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1518795.00   | 0.09%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $968.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      9900000 | PA      | $1364457.30   | 0.08%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $8645.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                                                                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |       600000 | PA      | $517555.26    | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                     | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                                                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $279508.65    | 0.02%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-37674.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      1108000 | PA      | $1090434.43   | 0.06%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PHRG INTERMEDIATE LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                                                                                     | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       860000 | PA      | $858925.00    | 0.05%             | 2032-02-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       500000 | PA      | $577882.84    | 0.03%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    124360000 | PA      | $2182482.98   | 0.12%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       250000 | PA      | $265086.75    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       800000 | PA      | $808652.00    | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2023 Term Loan B                                                                                                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1003647 | PA      | $998316.11    | 0.06%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $829226.25    | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emerald X, Inc.                                         | Emerald X Inc 2025 Term Loan B1                                                                                                            | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |       649961 | PA      | $654562.66    | 0.04%             | 2032-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |       900000 | PA      | $859871.44    | 0.05%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3294335 | PA      | $2940358.70   | 0.17%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       700000 | PA      | $698060.51    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                     | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                                              | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1840727 | PA      | $1840152.51   | 0.10%             | 2028-02-11      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services LLC           | Midwest Physician Administrative Services LLC 2021 Term Loan                                                                               | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |      1570898 | PA      | $1462244.12   | 0.08%             | 2028-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                   | Jamaica Government International Bond                                                                                                      | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    108000000 | PA      | $704355.16    | 0.04%             | 2030-11-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp Term Loan B                                                                                                                   | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |       234440 | PA      | $234586.51    | 0.01%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBERSWIFT US FINCO, LLC                                | NORD SECURITY INC TERM LOAN B                                                                                                              | CUSIP: 000000000<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |      2681000 | PA      | $2682675.63   | 0.15%             | 2032-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                 | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |      2485000 | PA      | $2433359.17   | 0.14%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $394952.95    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                                  | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1191897.59   | 0.07%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                  | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |       406667 | PA      | $407492.61    | 0.02%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1815941.64   | 0.10%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                | Assemblin Caverion Group AB                                                                                                                | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |       143000 | PA      | $176107.70    | 0.01%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                             | AltaGas Ltd                                                                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       288000 | PA      | $298389.02    | 0.02%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                  | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |      2520000 | PA      | $2465433.08   | 0.14%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $-1705.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      1396482 | PA      | $1398387.21   | 0.08%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1815.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2202792.55   | 0.13%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1294720 | PA      | $1294234.93   | 0.07%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -242 | NC      | $30858.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1460193.60   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1421878.65   | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $613965.48    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       615000 | PA      | $572127.00    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SERVICE LOGIC ACQUISITION INC                           | Service Logic Acquisition Inc 2025 Repriced Term Loan B                                                                                    | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |      1009912 | PA      | $1012437.06   | 0.06%             | 2027-10-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK42                                                                                                                            | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1280000 | PA      | $1257654.91   | 0.07%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2025-3                                                                                                   | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2008594.20   | 0.11%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       285000 | PA      | $330084.73    | 0.02%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     11810000 | PA      | $421863.34    | 0.02%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-III Ltd                                                                                                                  | CUSIP: 12574PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $275047.20    | 0.02%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                                            | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       903193 | PA      | $904209.26    | 0.05%             | 2029-10-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Formulations Parent Corporation                         | Formulations Parent Corporation 2025 Term Loan B                                                                                           | CUSIP: 34641NAF0<br>LEI: 254900TKSKQSTLBC7A74 | Long             | LON              | CORP              | US        |      1646000 | PA      | $1658345.00   | 0.09%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                | BKV Upstream Midstream LLC                                                                                                                 | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |       550000 | PA      | $550022.46    | 0.03%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                    | Africell Holding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |       710000 | PA      | $706832.74    | 0.04%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-2                                                                                                                               | CUSIP: 75975DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       739899 | PA      | $726600.00    | 0.04%             | 2060-11-20      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $521265.00    | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    111300000 | PA      | $1924151.33   | 0.11%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                            | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |       848116 | PA      | $853416.30    | 0.05%             | 2031-06-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2022-2 Ltd                                                                                                         | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1502596.50   | 0.09%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1034977.10   | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                  | Park Avenue Institutional Advisers CLO Ltd 2021-2                                                                                          | CUSIP: 70018QAG0<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |       525000 | PA      | $525790.13    | 0.03%             | 2034-07-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2021 2nd Lien Term Loan                                                                                                       | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      2180000 | PA      | $1918740.08   | 0.11%             | 2029-02-23      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| GOLDMAN CCP USD                                         | GOLDMAN CCP USD                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1338000 | NS      | $1338000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1038000 | PA      | $275782.12    | 0.02%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MSC Income Fund Inc                                     | MSC Income Fund Inc                                                                                                                        | CUSIP: 55374X208<br>LEI: 254900XHQK9DKZDIPC91 | Long             | EC               | CORP              | US        |        14657 | NS      | $192446.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BX Trust                                                | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1991781.40   | 0.11%             | 2036-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        34000 | PA      | $26611.64     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $260980.91    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                                        | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $597050.41    | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B1                                                                                      | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |       772732 | PA      | $776595.24    | 0.04%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 67 Ltd                                          | Octagon 67 Ltd                                                                                                                             | CUSIP: 67577YAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       316635 | PA      | $318368.92    | 0.02%             | 2038-07-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                      | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4565000 | PA      | $4757851.35   | 0.27%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                                                                               | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |       200000 | PA      | $203515.91    | 0.01%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC                                | WideOpenWest Finance LLC 2024 Super Priority 1st Out New Money Term Loan                                                                   | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |       691508 | PA      | $707066.46    | 0.04%             | 2028-12-11      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                                 | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        99000 | PA      | $95123.44     | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| MDVIP INC                                               | MDVIP Inc 2025 Term Loan B                                                                                                                 | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |      1088918 | PA      | $1093227.55   | 0.06%             | 2031-10-14      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                             | Nutanix Inc                                                                                                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       880000 | PA      | $992817.94    | 0.06%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       640000 | PA      | $685750.72    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                  | C&W Senior Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      1108000 | PA      | $1160039.44   | 0.07%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                                  | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1790000 | PA      | $1863659.99   | 0.11%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                   | Emergent BioSolutions Inc                                                                                                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |       130000 | PA      | $108087.59    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                      | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      7346000 | PA      | $202699.11    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       385000 | PA      | $400076.99    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                                                                          | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |       171500 | PA      | $150062.50    | 0.01%             | 2028-06-28      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      1741250 | PA      | $1742555.94   | 0.10%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FUTURES GOLDMAN COC                                     | FUTURES GOLDMAN COC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1094000 | NS      | $1094000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                                | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                                                                           | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       400000 | PA      | $421276.00    | 0.02%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | Consumer Portfolio Services Auto Trust 2025-B                                                                                              | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $503255.20    | 0.03%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ARRAY DIGITAL INFRA INC                                 | Array Digital Infrastructure Inc                                                                                                           | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |         1450 | NS      | $30769.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1857478.55   | 0.11%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                                         | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      1397748 | PA      | $1400078.19   | 0.08%             | 2028-03-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       567000 | PA      | $590110.92    | 0.03%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC                                                                                                                    | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       600000 | PA      | $600213.00    | 0.03%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |        50000 | PA      | $53000.00     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                                                                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       379050 | PA      | $379681.88    | 0.02%             | 2031-12-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C5                                                                                                 | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280000 | PA      | $266332.11    | 0.02%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                                                    | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $973497.50    | 0.06%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239085.07    | 0.01%             | 2035-03-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARRAY DIGITAL INFRA INC                                 | Array Digital Infrastructure Inc                                                                                                           | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |          725 | NS      | $13615.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                   | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       985000 | PA      | $942630.23    | 0.05%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       960000 | PA      | $969624.30    | 0.06%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                                           | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       575000 | PA      | $533094.69    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL3 Trust                                                                                                                       | CUSIP: 69382RAA1<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |       970065 | PA      | $941815.21    | 0.05%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1583762.90   | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                                                                           | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1311059.88   | 0.07%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1157000 | PA      | $1216296.25   | 0.07%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17390000 | PA      | $17768126.76  | 1.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     25865000 | PA      | $448162.18    | 0.03%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1536000 | PA      | $1563686.86   | 0.09%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      2840000 | PA      | $2829587.34   | 0.16%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-825.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $106664.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $-1937.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                        | Sculptor CLO XXX Ltd                                                                                                                       | CUSIP: 81124NAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $456203.70    | 0.03%             | 2038-07-20      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2007-2                                                                                              | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |       409415 | PA      | $404521.65    | 0.02%             | 2033-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198732.46    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                                          | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1203575.04   | 0.07%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-117812.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       600000 | PA      | $583056.96    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bending Spoons US Inc                                   | Bending Spoons US Inc USD Term Loan B                                                                                                      | CUSIP: 08167PAB2<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |       856163 | PA      | $856163.19    | 0.05%             | 2031-03-07      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                 | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |       335000 | PA      | $333115.63    | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1792589.96   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1575000 | PA      | $1638989.73   | 0.09%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       340000 | PA      | $360995.68    | 0.02%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                               | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $621202.97    | 0.04%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       630000 | PA      | $520336.47    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $875493.36    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 7 Ltd                                                                                                                   | CUSIP: 67098WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       456000 | PA      | $460343.40    | 0.03%             | 2038-07-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-1 LTD                                                                                                                  | CUSIP: 14318RAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $705015.50    | 0.04%             | 2037-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Romark Credit Funding Ltd                               | Romark Credit Funding Ltd                                                                                                                  | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2601710.80   | 0.15%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                                                                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       347000 | PA      | $358007.88    | 0.02%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2031)                                                                                           | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       513709 | PA      | $515979.86    | 0.03%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                               | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       383000 | PA      | $385464.61    | 0.02%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1200000 | PA      | $1296725.33   | 0.07%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO LLC                            | M6 ETX Holdings II Midco LLC 2025 Term Loan B                                                                                              | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       698250 | PA      | $699471.94    | 0.04%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                                      | SHARP SERVICES LLC 2025 TERM LOAN B                                                                                                        | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |      1007462 | PA      | $1008721.64   | 0.06%             | 2032-09-12      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1000000 | PA      | $890900.00    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $22361.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       450000 | PA      | $456664.04    | 0.03%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                      | Banc of California                                                                                                                         | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |       225000 | PA      | $209671.88    | 0.01%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                                | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1985000 | PA      | $2007243.91   | 0.11%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                                              | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1373573 | PA      | $1338735.37   | 0.08%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1921214 | PA      | $2223847.47   | 0.13%             | 2042-06-25      | Floating      | 16.36%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $214973.35    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                        | ACCO Brands Corp                                                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |       240000 | PA      | $216992.86    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs BDC Inc                                   | Goldman Sachs BDC Inc                                                                                                                      | CUSIP: 38147U107<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | EC               | CORP              | US        |        58000 | NS      | $589860.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-3241.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2025-2CON                                                                                                         | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1211633.04   | 0.07%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       340000 | PA      | $371875.00    | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                                                                                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       145000 | PA      | $151690.45    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2025-1 Ltd                                                                                                         | CUSIP: 05765KAA7<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $706314.00    | 0.04%             | 2038-07-20      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                                      | SWAP JP MORGAN BOC                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |       -50000 | NS      | $-50000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-2                                                                                                                     | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1613969.92   | 0.09%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21960000 | PA      | $22431491.96  | 1.28%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      2160000 | PA      | $2227636.38   | 0.13%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      1590000 | PA      | $1668171.89   | 0.10%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PushPay USA Inc                                         | PushPay USA Inc 2025 Repriced Term Loan                                                                                                    | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |      1741853 | PA      | $1756005.62   | 0.10%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1550268.58   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1650000 | PA      | $1663633.46   | 0.09%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |         1000 | PA      | $999.88       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                         | CCF Holding SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $258612.28    | 0.01%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc 2025 Term Loan B                                                                                                          | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |       596923 | PA      | $598042.51    | 0.03%             | 2030-05-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL4 LLC                                                                                                                         | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       820000 | PA      | $722745.29    | 0.04%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                      | Elmwood CLO XI Ltd                                                                                                                         | CUSIP: 29002MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       266000 | PA      | $213025.57    | 0.01%             | 2034-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13802100 | PA      | $13849544.72  | 0.79%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     40700000 | PA      | $2329552.85   | 0.13%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc                                                                                                                   | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |       750000 | PA      | $800624.25    | 0.05%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                | HLF Financing Sarl LLC / Herbalife International Inc                                                                                       | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $238745.23    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Rinchem Company Inc                                     | Rinchem Company Inc Term Loan                                                                                                              | CUSIP: 76676UAB2<br>LEI: 54930042IOIOS5JGJ259 | Long             | LON              | CORP              | US        |       496787 | PA      | $268264.78    | 0.02%             | 2029-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |        59000 | PA      | $58748.62     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                           | Uzbekneftegaz JSC                                                                                                                          | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |       808000 | PA      | $865070.91    | 0.05%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                | Pakistan Global Sukuk Programme Co. Ltd.                                                                                                   | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |       900000 | PA      | $915843.85    | 0.05%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        37292 | PA      | $35007.87     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       115000 | PA      | $118717.61    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       800000 | PA      | $886737.20    | 0.05%             | 2042-03-25      | Floating      | 14.21%                | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                       | Upbound Group Inc                                                                                                                          | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |       295000 | PA      | $291552.63    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                                           | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |       900000 | PA      | $765861.39    | 0.04%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $2021636.37   | 0.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       358000 | PA      | $363191.00    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       810000 | PA      | $850124.08    | 0.05%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL10 LLC                                                                                                                        | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       430000 | PA      | $431130.47    | 0.02%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-29.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                      | Elmwood CLO 15 Ltd                                                                                                                         | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       800000 | PA      | $800729.60    | 0.05%             | 2035-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2346604.02   | 0.13%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                      | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139973.30    | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                             | Wayfair LLC                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       625000 | PA      | $657028.40    | 0.04%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BELLRING BRANDS INC                                     | BellRing Brands Inc                                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |       270000 | PA      | $279127.62    | 0.02%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1325000 | PA      | $1265948.06   | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       600000 | PA      | $604319.40    | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                  | Amur Equipment Finance Receivables XV LLC                                                                                                  | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |       510000 | PA      | $518508.74    | 0.03%             | 2034-01-20      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SWU02K0G6 IRS AUD R F  4.25000 SWU02K0G6 CCPVANILLA / Short: SWU02K0G6 IRS AUD P V 06MBBSW SWUV2K0G8 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3400000 | OU      | $-16406.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                   | CyberArk Software Ltd                                                                                                                      | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |       400000 | PA      | $445159.25    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1168056.84   | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1895000 | PA      | $1980741.93   | 0.11%             | 2041-12-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-956.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                    | Heathrow Funding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       545000 | PA      | $751076.95    | 0.04%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3490000 | PA      | $3606594.44   | 0.21%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2809000 | PA      | $1941828.30   | 0.11%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2017-C4                                                                                                | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       270000 | PA      | $265592.82    | 0.02%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XL Ltd                                                                                                         | CUSIP: 08187CAA9<br>LEI: 2549004LEBIHR2BCXR45 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253744.00    | 0.01%             | 2038-07-25      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |            1 | NC      | $139.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2025 Incremental Term Loan B                                                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       666646 | PA      | $666958.45    | 0.04%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $370939.19    | 0.02%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                         | Alera Group Inc 2025 Term Loan                                                                                                             | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |       285000 | PA      | $286326.11    | 0.02%             | 2032-05-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                      | Unity Software Inc                                                                                                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |       850000 | PA      | $1150156.25   | 0.07%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| NEXUS BUYER LLC                                         | NEXUS Buyer LLC 2025 Incremental Term Loan                                                                                                 | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |       342000 | PA      | $342053.35    | 0.02%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       550000 | PA      | $659945.48    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         1282 | NS      | $18666.05     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                                      | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       490000 | PA      | $510711.12    | 0.03%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                                           | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $497931.19    | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                      | AMN Healthcare Inc                                                                                                                         | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |       440000 | PA      | $441634.59    | 0.03%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1551280.77   | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                          | Octagon 64 Ltd                                                                                                                             | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2809259.60   | 0.16%             | 2035-07-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |            1 | NC      | $123.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $44612.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |            1 | NC      | $4.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                      | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       423350 | PA      | $10634.38     | 0.00%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11719000 | PA      | $3534355.65   | 0.20%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1303425.50   | 0.07%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                          | VOC Escrow Ltd                                                                                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       420000 | PA      | $419166.05    | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2018-1 Ltd                                                                                                               | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |       285000 | PA      | $287104.73    | 0.02%             | 2037-04-18      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $212094.23    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       805000 | PA      | $837628.26    | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $-5353.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      5535000 | PA      | $5607886.15   | 0.32%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                       | Transcanada Trust                                                                                                                          | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |       424000 | PA      | $420785.53    | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                                                                               | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |       285000 | PA      | $284297.33    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                 | Prairie ECI Acquiror LP 2025 Repriced Term Loan B                                                                                          | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |       407947 | PA      | $411262.00    | 0.02%             | 2029-08-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       590000 | PA      | $569253.30    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       173000 | PA      | $498564.38    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1070338.50   | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-2                                                                                                            | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       464219 | PA      | $466620.30    | 0.03%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      3470000 | PA      | $3560667.63   | 0.20%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                                                                                         | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       800000 | PA      | $802075.20    | 0.05%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1098486.40   | 0.06%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BEP Intermediate Holdco LLC                             | BEP Intermediate Holdco LLC 2025 Term Loan B                                                                                               | CUSIP: 05554YAE4<br>LEI: 254900510SAMOPG9CQ76 | Long             | LON              | CORP              | US        |       994994 | PA      | $998724.95    | 0.06%             | 2031-07-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-705.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      5239997 | PA      | $3545775.65   | 0.20%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       402939 | PA      | $436074.30    | 0.02%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       555000 | PA      | $596486.25    | 0.03%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                     | Exact Sciences Corp                                                                                                                        | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       625000 | PA      | $651328.40    | 0.04%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1430000 | PA      | $1470667.86   | 0.08%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |       750000 | PA      | $1027733.88   | 0.06%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       850000 | PA      | $193861.20    | 0.01%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |            1 | NC      | $-1242.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                           | CrediaBank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $254848.80    | 0.01%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1565355.00   | 0.09%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       710000 | PA      | $719757.48    | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                    | Townsquare Media Inc 2025 Term Loan                                                                                                        | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |      1639688 | PA      | $1455222.66   | 0.08%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       597000 | PA      | $608084.64    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL9 LLC                                                                                                                         | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |       988030 | PA      | $989518.15    | 0.06%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1055000 | PA      | $1030627.66   | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       625000 | PA      | $704218.75    | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                   | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1138405.40   | 0.06%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   3915000000 | PA      | $534328.35    | 0.03%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                                                                                                     | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      2338000 | PA      | $2312036.09   | 0.13%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                                       | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |       725000 | PA      | $769399.78    | 0.04%             | 2034-08-02      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |            1 | NC      | $1524.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                       | PROG Holdings Inc                                                                                                                          | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |       225000 | PA      | $221155.88    | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       500000 | PA      | $452774.59    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       466578 | PA      | $228205.98    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       108000 | PA      | $113100.31    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       700000 | PA      | $712655.36    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      3615000 | PA      | $2921042.58   | 0.17%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       735000 | PA      | $560171.64    | 0.03%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $733471.96    | 0.04%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      2747000 | PA      | $2790430.07   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |            1 | NC      | $27327.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       700000 | PA      | $740828.45    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1153134.22   | 0.07%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1446226.06   | 0.08%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                      | June Purchaser LLC Delayed Draw Term Loan                                                                                                  | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       214286 | PA      | $215122.71    | 0.01%             | 2031-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                                                                                 | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      1280000 | PA      | $1274090.37   | 0.07%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1391000 | PA      | $1575958.49   | 0.09%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |            1 | NC      | $9590.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-R1                                                                                                         | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |       963119 | PA      | $971959.83    | 0.06%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                                                                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      2836110 | PA      | $2838687.86   | 0.16%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                       | Hanesbrands Inc 2025 Term Loan B                                                                                                           | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |       348250 | PA      | $350426.56    | 0.02%             | 2032-03-07      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                                                                             | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $608641.72    | 0.03%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                                                              | CUSIP: 35563PBH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        31488 | PA      | $31377.71     | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                       | Sunbit Asset Securitization Trust 2025-1                                                                                                   | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $803897.44    | 0.05%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC Term Loan B                                                                                                             | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      1750000 | PA      | $1755773.25   | 0.10%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd                     | Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1268285 | PA      | $1238860.83   | 0.07%             | 2027-12-31      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $27928.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1500000 | PA      | $1519616.75   | 0.09%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                         | Mercer International Inc                                                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $993323.81    | 0.06%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     32733000 | PA      | $1170644.95   | 0.07%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $592634.61    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $65412.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                 | Invesco Senior Loan ETF                                                                                                                    | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |       300000 | NS      | $6279000.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       800000 | PA      | $948846.23    | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                                        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $1007511.20   | 0.06%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| COLOSSUS ACQUIRECO LLC                                  | Colossus Acquireco LLC Term Loan B                                                                                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |       850000 | PA      | $846068.75    | 0.05%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       845000 | PA      | $257593.61    | 0.01%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       295000 | PA      | $282720.22    | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                                      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1200000 | PA      | $1149306.18   | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XVII Ltd                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1190000 | PA      | $167831.65    | 0.01%             | 2030-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                    | LC AHAB US Bidco LLC Term Loan B                                                                                                           | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      1193970 | PA      | $1195089.78   | 0.07%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                  | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                                                                                        | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       194677 | PA      | $195109.59    | 0.01%             | 2029-01-31      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PROMETRIC HOLDINGS INC                                  | Prometric Holdings Inc 2025 Term Loan B                                                                                                    | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |      1461000 | PA      | $1469948.63   | 0.08%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                                                                           | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1208891.40   | 0.07%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      1497487 | PA      | $1480173.49   | 0.08%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      1375000 | PA      | $1181538.33   | 0.07%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       750000 | PA      | $772763.25    | 0.04%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                       | Maravai Intermediate Holdings LLC 2022 Term Loan B                                                                                         | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |       284587 | PA      | $277472.02    | 0.02%             | 2027-10-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1375000 | PA      | $1435287.33   | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2450000 | PA      | $747738.69    | 0.04%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $813390.73    | 0.05%             | 2029-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $738155.27    | 0.04%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: SWPC0NVW3 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0NVW3 CDS USD P V 03MEVENT FLO SOVEREIGN                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      5100000 | OU      | $-355741.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                         | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311587.50    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6881.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       750000 | PA      | $735377.00    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1727361.10   | 0.10%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                       | Engineered Machinery Holdings Inc 2021 USD 2nd Lien Term Loan                                                                              | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      3310000 | PA      | $3326550.00   | 0.19%             | 2029-05-21      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1100000 | PA      | $1103584.16   | 0.06%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXXII Ltd                                                                                                             | CUSIP: 55823EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2030000 | PA      | $2040391.57   | 0.12%             | 2038-07-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                              | Wonder Lake Park CLO Ltd                                                                                                                   | CUSIP: 97816XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253246.75    | 0.01%             | 2038-07-24      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                                       | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      1600000 | PA      | $1603500.80   | 0.09%             | 2033-03-18      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                                                                             | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       586705 | PA      | $540990.81    | 0.03%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                | WAYSTAR TECHNOLOGIES INC 2025 FUNG Add-On TERM LOAN B                                                                                      | CUSIP: 63939WAP8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |       479930 | PA      | $480830.07    | 0.03%             | 2029-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       225000 | PA      | $218446.92    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347780.26    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $506685.27    | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       542713 | PA      | $470238.45    | 0.03%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016273.45   | 0.06%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3613329.61   | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                           | Interface Inc                                                                                                                              | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |       285000 | PA      | $284776.73    | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                                   | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |       135000 | PA      | $143194.50    | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1868.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $1001.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |       258000 | PA      | $270449.79    | 0.02%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| TRAD & DEV BANK MONGOLIA                                | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |      2030000 | PA      | $2004011.11   | 0.11%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-3241.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2012-CCRE3 Mortgage Trust                                                                                                             | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       288435 | PA      | $277906.72    | 0.02%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                           | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       860000 | PA      | $738783.00    | 0.04%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CO        |            1 | NC      | $959.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                                                                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       920000 | PA      | $976707.88    | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL19 LLC                                                                                                                          | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       435000 | PA      | $436259.10    | 0.02%             | 2042-05-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |            1 | NC      | $12806.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |       800000 | PA      | $698914.56    | 0.04%             | 2031-06-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1388039.25   | 0.08%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1300000 | PA      | $1268971.20   | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                       | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1365858.45   | 0.08%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $240489.23    | 0.01%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 40 LTD                                                                                                                                  | CUSIP: 749758AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $559259.80    | 0.03%             | 2038-07-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       575000 | PA      | $683675.00    | 0.04%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     11000000 | PA      | $227029.87    | 0.01%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                                                                                                  | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |      1435000 | PA      | $1434388.69   | 0.08%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                 | Bank of Cyprus Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |       250000 | PA      | $357406.63    | 0.02%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | GRYPHON ACQUIRE NEWCO LLC TERM LOAN B                                                                                                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1060000 | PA      | $1063312.51   | 0.06%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                         | Hamilton Projects Acquiror LLC 2025 Repriced Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |       970894 | PA      | $975242.60    | 0.06%             | 2031-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                                                                                    | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |       500000 | PA      | $507872.00    | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       275000 | PA      | $390372.76    | 0.02%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1143189.93   | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |       500000 | PA      | $504750.00    | 0.03%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |       648367 | PA      | $647317.12    | 0.04%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      4402000 | PA      | $2875702.03   | 0.16%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ASURION LLC                                             | Asurion LLC 2025 Term Loan B13                                                                                                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       935000 | PA      | $930325.00    | 0.05%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite 50 Ltd                                                                                                                           | CUSIP: 55956NAA5<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |       540000 | PA      | $546242.94    | 0.03%             | 2038-07-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                      | Sixth Street Specialty Lending Inc                                                                                                         | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |        30000 | NS      | $685800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CHAMPION MTN LTD                                        | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |      1025000 | PA      | $889017.23    | 0.05%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                | Telesat Canada / Telesat LLC                                                                                                               | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       220000 | PA      | $109450.00    | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000000 | PA      | $5899687.50   | 0.34%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       400000 | PA      | $491600.00    | 0.03%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                         | Dua Capital Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |      1375000 | PA      | $1264845.31   | 0.07%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                                               | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24811 | NS      | $9428.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $280.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                                                   | CUSIP: 125493AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $253123.75    | 0.01%             | 2038-07-15      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                                | Southwick Park CLO LLC                                                                                                                     | CUSIP: 84604YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1805000 | PA      | $1809554.02   | 0.10%             | 2032-07-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $307448.97    | 0.02%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                                                                                  | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       800000 | PA      | $843085.60    | 0.05%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3630000 | PA      | $3559323.90   | 0.20%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE DEC25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -119 | NC      | $-93733.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                                                                                   | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      1820000 | PA      | $660073.34    | 0.04%             | 2027-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                     | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |       600000 | PA      | $600705.60    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       160000 | PA      | $161420.28    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       280000 | PA      | $292959.52    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US Clo 2017-2 Ltd                                                                                                                  | CUSIP: 14315KAG1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2033972.00   | 0.12%             | 2037-07-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                      | June Purchaser LLC Term Loan                                                                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1279286 | PA      | $1284282.60   | 0.07%             | 2031-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2450000 | PA      | $1535246.05   | 0.09%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                                                                                       | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       875000 | PA      | $851143.56    | 0.05%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1029.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL8 LLC                                                                                                                         | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |       475000 | PA      | $477332.06    | 0.03%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                          | BOI Finance BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $544127.63    | 0.03%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                     | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1502000 | PA      | $579231.28    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp                                       | Ares Capital Corp                                                                                                                          | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |        62502 | NS      | $1275665.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1230110.87   | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                           | Snowflake Inc                                                                                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       108000 | PA      | $169276.50    | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL9 LLC                                                                                                                         | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |       755000 | PA      | $755678.67    | 0.04%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                     | Brant Point CLO 2025-7 Ltd                                                                                                                 | CUSIP: 105488AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $454266.00    | 0.03%             | 2038-07-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                                                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |       225000 | PA      | $125075.25    | 0.01%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                                                                                | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |       511175 | PA      | $512224.95    | 0.03%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                  | Victra Holdings LLC / Victra Finance Corp                                                                                                  | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1196860.92   | 0.07%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CLOVER HOLDINGS 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                                                                                    | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1566075 | PA      | $1582229.06   | 0.09%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THERMOSTAT PURCHASER III INC                            | Thermostat Purchaser III Inc 2024 Term Loan B                                                                                              | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |      1492443 | PA      | $1498505.62   | 0.09%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                                | Instructure Holdings Inc 2024 2nd Lien Term Loan                                                                                           | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       259981 | PA      | $263718.23    | 0.02%             | 2032-11-12      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |         3350 | NS      | $83080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       157000 | PA      | $164956.02    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       621000 | PA      | $150083.50    | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       550000 | PA      | $671045.26    | 0.04%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                                                                                   | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1772883.06   | 0.10%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       500000 | PA      | $482746.55    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXV Ltd                                                                                                               | CUSIP: 55823GAC7<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $250910.00    | 0.01%             | 2038-07-16      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                         | Spotify USA Inc                                                                                                                            | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |       114000 | PA      | $156066.00    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |       680000 | PA      | $805784.08    | 0.05%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       740000 | PA      | $757005.94    | 0.04%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $1108.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     57137000 | PA      | $1222828.65   | 0.07%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-776.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199814.32    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Advisor Group Inc                                       | Advisor Group Inc 2025 Term Loan                                                                                                           | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |       285000 | PA      | $285203.78    | 0.02%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                          | Access CIG LLC 2025 Term Loan                                                                                                              | CUSIP: 00435CAV0<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |       912678 | PA      | $915529.78    | 0.05%             | 2030-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       498878 | PA      | $500906.44    | 0.03%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        77000 | PA      | $29694.28     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD UGX                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-33704.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $914.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO PARENT INC                                        | Disco Parent Inc 2025 Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |       612000 | PA      | $615060.00    | 0.04%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                             | Gap Inc/The                                                                                                                                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $955649.74    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $270070.79    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                | Long: B68178075 IRS KRW R V 03MKSDA 468178076 CCPNDF / Short: B68178075 IRS KRW P F  2.62800 468178077 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9752000000 | OU      | $95138.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4975000 | PA      | $4934660.36   | 0.28%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1695000 | PA      | $1821605.82   | 0.10%             | 2042-04-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $362700.29    | 0.02%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 24 Ltd                                                                                                                           | CUSIP: 00092QAA9<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |      1575000 | PA      | $1611858.15   | 0.09%             | 2038-04-19      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |       345000 | PA      | $356064.50    | 0.02%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Imagine Learning LLC                                    | Imagine Learning LLC Term Loan                                                                                                             | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                               | OID-OL Intermediate I LLC Term Loan 2                                                                                                      | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       498750 | PA      | $420094.63    | 0.02%             | 2029-02-01      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $64837.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 26 Ltd                                                                                                               | CUSIP: 03331UAL1<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $254662.25    | 0.01%             | 2038-03-19      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Runway Growth Finance Corp                              | Runway Growth Finance Corp                                                                                                                 | CUSIP: 78163D100<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EC               | CORP              | US        |        26450 | NS      | $268732.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-11754.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |       900000 | PA      | $865578.42    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                              | EZCORP Inc                                                                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       480000 | PA      | $512631.84    | 0.03%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3515000 | PA      | $3056292.50   | 0.17%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              |  | US        |       278000 | PA      | $265761.69    | 0.02%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| ATKORE INC                                              | Atkore Inc                                                                                                                                 | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |       310000 | PA      | $289134.30    | 0.02%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                         | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       532000 | PA      | $524158.68    | 0.03%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                                          | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $503415.55    | 0.03%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $596835.46    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                                                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1517675.04   | 0.09%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      1140969 | PA      | $1143465.56   | 0.07%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SWPC0NUQ7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUQ7 CDS USD P V 03MEVENT 2 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      8100000 | OU      | $182993.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       675000 | PA      | $692133.53    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       550000 | PA      | $574960.40    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $4068.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                      | Canary Wharf Group Investment Holdings PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |       557000 | PA      | $703497.84    | 0.04%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                        | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1211693.64   | 0.07%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enviva Partners LP/Fin C                                | Enviva Partners LP/Fin C 2024 Backstop Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300WH5VXDEFM5KR81 | Long             | LON              | CORP              | US        |       618656 | PA      | $635152.61    | 0.04%             | 2029-12-06      | Floating      | 12.63%                | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -34 | NC      | $-103408.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2003-B                                                                                               | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $49716.61     | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 22 Ltd                                                                                                                  | CUSIP: 67121JAA9<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |       725000 | PA      | $736922.63    | 0.04%             | 2038-07-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-11209.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                            | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       110000 | PA      | $113722.95    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                       | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $754019.51    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CTM CLO Ltd                                             | CTM CLO 2025-1 Ltd                                                                                                                         | CUSIP: 12719QAA7<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1017594.00   | 0.06%             | 2038-07-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-723.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |       680000 | PA      | $746610.82    | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                                                       | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |       700000 | PA      | $840767.65    | 0.05%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                               | ADMI Corp 2021 Incremental Term Loan B3                                                                                                    | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      1293910 | PA      | $1226519.50   | 0.07%             | 2027-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                | Team Health Holdings Inc 2025 Term Loan B                                                                                                  | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      1696748 | PA      | $1696747.50   | 0.10%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Partners VII Ltd                                                                                                                | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |       340000 | PA      | $339614.10    | 0.02%             | 2038-02-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc 2025 Repriced Term Loan                                                                                               | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1002499.83   | 0.06%             | 2028-04-06      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |       520000 | PA      | $738190.61    | 0.04%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                                | Doman Building Materials Group Ltd                                                                                                         | CUSIP: 13874XAE3<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $136894.49    | 0.01%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONTE                                                   | Argentina Treasury Bond BONTE                                                                                                              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2242685000 | PA      | $1433847.79   | 0.08%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                                                                                  | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       320000 | PA      | $293616.80    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                              | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1212289.12   | 0.07%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                             | Epicor Software Corporation 2024 Term Loan F                                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |       760529 | PA      | $762133.18    | 0.04%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       348248 | PA      | $347322.85    | 0.02%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                       | Picard Groupe SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $862948.54    | 0.05%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT DEC25                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          217 | NC      | $423769.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $485236.33    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |       800000 | PA      | $1108500.00   | 0.06%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                                                                          | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000974.00   | 0.11%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       716000 | PA      | $691117.20    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       936463 | PA      | $940510.60    | 0.05%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       709000 | PA      | $1044002.50   | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                                           | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $50433.00     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                                                                                | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       260000 | PA      | $262488.20    | 0.01%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp.                                  | WCG Intermediate Corp 2025 Term Loan B                                                                                                     | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |       698250 | PA      | $695020.59    | 0.04%             | 2032-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6137000 | PA      | $1493960.37   | 0.09%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                                                                                 | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       600000 | PA      | $604839.22    | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     66570000 | PA      | $3535819.91   | 0.20%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143437.61    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | REVERSE REPO BARCLAYS                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |      -313201 | PA      | $-313200.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $617754.27    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FOOD SERVICE PROJECT SL                                 | Food Service Project SA                                                                                                                    | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |       245000 | PA      | $289608.30    | 0.02%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                                                                                         | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       750000 | PA      | $758955.75    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                               | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $975403.40    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       680000 | PA      | $751871.92    | 0.04%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1233415.98   | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       925000 | PA      | $817636.16    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $22181.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $28203.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |       350000 | PA      | $254422.50    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SWU02HWT0 IRS BRL R F 13.32000 SWU02HWT0 CCPNDFPREDISWAP / Short: SWU02HWT0 IRS BRL P V 00MBRCDI SWUV2HWT2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1600000 | OU      | $1083.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       480000 | PA      | $477009.36    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       191000 | PA      | $197059.48    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                                | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2519815.20   | 0.14%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |       750000 | PA      | $779724.00    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3200000 | PA      | $2602992.32   | 0.15%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-441.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                                     | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2937000 | PA      | $2996474.25   | 0.17%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6100000 | PA      | $1964078.71   | 0.11%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                 | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |       605000 | PA      | $626765.86    | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-18

**Name of Applicant:** Mercer Funds

**Signature:** Barry Vallan

**Name of Signer:** Barry Vallan

**Title:** Vice President, Treasurer, Chief Financial Officer