# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000243
**Filing Date:** 2026-6
**Character Count:** 462755
**Document Hash:** 4dc1160dd6eee915e118ceb8971d26e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000243.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0000826644-26-000243

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT FUNDS (INVESCO INVESTMENT FUNDS)
- **CENTRAL INDEX KEY:** 0000826644

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 261134809

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 19980529

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T GLOBAL INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19890521

## Series and Classes Contracts Data

### Invesco Global Strategic Income Fund (Series ID: S000064708)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209625 | Class R6     |  |
| C000209626 | Class R5     |  |
| C000209627 | Class A      |  |
| C000209628 | Class R      |  |
| C000209629 | Class C      |  |
| C000209630 | Class Y      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Investment Funds (Invesco Investment Funds)

- **b. Investment Company Act file number:** 811-05426

- **c. CIK number of Registrant:** 0000826644

- **d. LEI of Registrant:** Y5W0BJB7U2X9V6NIC803

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

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco Global Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000064708

- **c. LEI of Series:** 5493008ONMVUBK1SII17

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1938002074.77

**Total Liabilities:** $258149779.64

**Net Assets:** $1679852295.13

**Amount of Assets Invested in Other Investment Companies:** $10390842.57

**Delayed Delivery Securities:** $1339517.50

**Cash Not Reported:** $136120656.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3861.24329402 | **1-Year:** -37086.58510735 | **5-Year:** 14360.46984218 | **10-Year:** -85603.63603675 | **30-Year:** -44794.64542695

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

- **3-Month:** -10943.45257523 | **1-Year:** -12556.31537311 | **5-Year:** -42027.87505398 | **10-Year:** -16363.43515877 | **30-Year:** -1105.21362449

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209627 | 0.76%                | -6.17%               | 2.43%                |
| Class ID C000209630 | 0.48%                | -6.17%               | 2.45%                |
| Class ID C000209625 | 0.79%                | -6.46%               | 2.80%                |
| Class ID C000209629 | 0.70%                | -6.25%               | 2.36%                |
| Class ID C000209626 | 0.49%                | -6.14%               | 2.46%                |
| Class ID C000209628 | 0.74%                | -6.19%               | 2.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $188629.95               | $4140136.43                                |
| Month 2  | $715082.06               | $-40094311.73                              |
| Month 3  | $152109.41               | $20593475.75                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                               | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $380607.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                              | PetSmart LLC / PetSmart Finance Corp.                                                | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |      319000 | PA      | $323259.80    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E          | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1980000 | PA      | $2704258.68   | 0.16%             | 2053-07-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                            | J. M. Smucker Co. (The)                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3489000 | PA      | $3611433.89   | 0.21%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                            | EnerSys                                                                              | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      146000 | PA      | $150428.62    | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91350.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73525000 | NC      | $-651409.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22174 | PA      | $2090.71      | 0.00%             | 2032-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38384XRJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    20737741 | PA      | $539998.32    | 0.03%             | 2054-10-20      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5706.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47070000 | NC      | $3263408.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                   | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                     | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       53000 | PA      | $55509.79     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36760000 | NC      | $-38561.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                                   | Brazil Notas do Tesouro Nacional, Class NTNF                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   523000000 | PA      | $96265691.14  | 5.73%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38385GPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    44477887 | PA      | $517820.46    | 0.03%             | 2055-04-20      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                                | Province of Ontario                                                                  | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    13800000 | PA      | $11496257.96  | 0.68%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48000000 | NC      | $3010800.48   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                 | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      173000 | PA      | $163442.77    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc. (Intertape)                                                     | Iris Holding, Inc. (Intertape), First Lien Term Loan                                 | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |      183525 | PA      | $173823.44    | 0.01%             | 2028-06-28      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                                          | RMAC Securities No. 1 PLC, Series 2006-NS2X, Class A2                                | CUSIP: BCC0QYR40<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |      775838 | PA      | $1041409.90   | 0.06%             | 2044-06-12      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| La Banque Postale                                                                  | La Banque Postale                                                                    | CUSIP: ZQ5981241<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $4463030.86   | 0.27%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                      | VoltaGrid LLC                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      661000 | PA      | $686373.81    | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                              | Kioxia Holdings Corp.                                                                | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      306000 | PA      | $320156.07    | 0.02%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                                | Newgate Funding PLC, Series 2006-2, Class CB                                         | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |     1009106 | PA      | $1111406.02   | 0.07%             | 2050-12-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                | American Axle & Manufacturing, Inc.                                                  | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      327000 | PA      | $319463.51    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Eurosail-UK NC PLC                                                                 | Eurosail-UK NC PLC, Series 2007-1X, Class D1A                                        | CUSIP: BCC0VXRD6<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     2800000 | PA      | $2891872.83   | 0.17%             | 2045-03-13      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73360000 | NC      | $-158921.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                          | RLGH Finance Bermuda Ltd.                                                            | CUSIP: YN6819620<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     3600000 | PA      | $3716737.92   | 0.22%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                     | Aircastle Ltd.                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      333000 | PA      | $334285.55    | 0.02%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                             | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      409000 | PA      | $404436.58    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                         | Allison Transmission, Inc.                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      698000 | PA      | $656184.22    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5480000 | NC      | $115491.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                     | Starz Capital Holdings 1, Inc.                                                       | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      348000 | PA      | $329295.00    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      186700 | PA      | $17424.22     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34973.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                    | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      148510 | PA      | $145986.82    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         788 | PA      | $796.03       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8221478.68  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| ACNR Holdings, Inc.                                                                | ACNR Holdings, Inc., Term Loan                                                       | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       59391 | PA      | $59886.01     | 0.00%             | 2029-12-11      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-470130.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7478.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $31027.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    27560000 | NC      | $231476.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-762783.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2387 | PA      | $2405.84      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9050000 | NC      | $132618.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2708124.58  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                     | United Airlines Holdings, Inc.                                                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      808000 | PA      | $797386.02    | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                              | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4833875.56   | 0.29%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -53780000 | NC      | $-1779631.15  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-HQA1, Class M2                                              | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3719100 | PA      | $3747858.31   | 0.22%             | 2044-03-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                      | Navient Corp.                                                                        | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      104000 | PA      | $107992.77    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                   | UniCredit S.p.A.                                                                     | CUSIP: AX6444902<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    10000000 | PA      | $11787990.75  | 0.70%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                  | Sonic Capital LLC, Series 2020-1A, Class A2I                                         | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2146083 | PA      | $2128149.17   | 0.13%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2, Series 2024-NQM2, Class A3 | CUSIP: 61776HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2329089 | PA      | $2349449.00   | 0.14%             | 2069-05-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108092.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73360000 | NC      | $-123293.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       45660 | PA      | $5905.95      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                                 | APLD ComputeCo LLC                                                                   | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      159000 | PA      | $170990.17    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings L.P.                                                         | Endo Finance Holdings L.P.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      297000 | PA      | $314961.08    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36225A3G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         343 | PA      | $347.39       | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8830000 | NC      | $5458.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31396KV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      265000 | PA      | $12488.00     | 0.00%             | 2036-09-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A2                                    | CUSIP: 67448PAB9<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      786728 | PA      | $789923.21    | 0.05%             | 2064-07-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                   | Argentine Republic Government International Bond                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3265920 | PA      | $2817019.30   | 0.17%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15103511 | PA      | $14641483.35  | 0.87%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       27181 | PA      | $26728.80     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                        | HA Sustainable Infrastructure Capital, Inc.                                          | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      165000 | PA      | $166621.13    | 0.01%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                | Ludgate Funding PLC, Series 2007-1, Class MA                                         | CUSIP: BCC0YN9Q6<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     2002435 | PA      | $2571256.09   | 0.15%             | 2061-01-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1                      | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-MBS          | CORP              | US        |     1944284 | PA      | $1929139.55   | 0.11%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32286.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                         | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      357000 | PA      | $331837.75    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                      | Navient Corp.                                                                        | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61461.02     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A2                               | CUSIP: 46660HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1966927 | PA      | $1953528.14   | 0.12%             | 2066-03-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                                   | IM Pastor 4, FTA, Series B                                                           | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |     2300000 | PA      | $2028805.35   | 0.12%             | 2044-03-22      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36800000 | NC      | $199235.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2025-DNA2, Class A1                                              | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      887125 | PA      | $890463.43    | 0.05%             | 2045-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                               | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $834326.22    | 0.05%             | 2050-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                                 | Aberdeen Group PLC                                                                   | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1786565.54   | 0.11%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                              | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    41648636 | PA      | $995156.66    | 0.06%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36800000 | NC      | $-30433.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                 | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2019000 | PA      | $2070434.59   | 0.12%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Cougar JV Subsidiary, LLC                                                          | Cougar JV Subsidiary, LLC                                                            | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $315648.60    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                            | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     4885000 | PA      | $4925301.25   | 0.29%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                   | WULF Compute LLC                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      157000 | PA      | $165102.80    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                     | Citigroup Inc., Series II, Pfd.                                                      | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       87725 | NS      | $2223828.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -730000 | NC      | $-177582.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                             | BP Capital Markets PLC                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1315000 | PA      | $1304555.61   | 0.08%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| Frontier Mortgage Funding 2025-1 PLC                                               | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class E                         | CUSIP: BCC3PDXJ1<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     2000000 | PA      | $2722914.62   | 0.16%             | 2066-12-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                     | ING Groep N.V.                                                                       | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7000000 | PA      | $7021581.00   | 0.42%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                | Owens-Brockway Glass Container Inc.                                                  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      335000 | PA      | $320566.77    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    55100000 | NC      | $54934.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2005-2, Class 1A3                              | CUSIP: 17307GRB6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      276856 | PA      | $271969.90    | 0.02%             | 2035-05-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-802900.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                               | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class C                       | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      533661 | PA      | $534860.19    | 0.03%             | 2031-04-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                                   | Banco Macro S.A., Class B                                                            | CUSIP: P1047V123<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |      938301 | NS      | $7297537.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Saks Global Enterprises LLC                                                        | Saks Global Enterprises LLC                                                          | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      339720 | PA      | $3397.20      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CMA CGM S.A.                                                                       | CMA CGM S.A.                                                                         | CUSIP: YK5572341<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |      575000 | PA      | $655972.48    | 0.04%             | 2032-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243333333 | NC      | $-3789697.66  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-1                                   | Newday Funding Master Issuer PLC - Series 2025-1, Series 2025-1X, Class E            | CUSIP: BCC3LFVV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     3490000 | PA      | $4798173.59   | 0.29%             | 2033-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                  | Barclays Bank PLC                                                                    | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     9030000 | PA      | $9400681.50   | 0.56%             | N/A             | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73525000 | NC      | $-393196.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5654.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    45960000 | NC      | $527073.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      287455 | PA      | $16693.93     | 0.00%             | 2041-04-16      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                   | Paramount Global                                                                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      372000 | PA      | $346267.11    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       46704 | PA      | $3622.11      | 0.00%             | 2035-03-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -259220000 | NC      | $-4308830.01  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -274840000 | NC      | $-1640358.23  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3653128.80   | 0.22%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delphos Securities S.a.r.l. - Compartment Verdant Rock                             | Delphos Securities S.a.r.l. - Compartment Verdant Rock                               | CUSIP: DC2400489<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      274000 | PA      | $274000.00    | 0.02%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                                                          | Janus Henderson Group PLC, Term Loan                                                 | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153000 | PA      | $153765.00    | 0.01%             | 2033-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      282000 | PA      | $287212.80    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208LPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2167 | PA      | $2193.20      | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $140728.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                              | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                       | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3527443.50   | 0.21%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       47747 | PA      | $1559.28      | 0.00%             | 2035-05-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                             | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70389.69     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60055.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                              | Claire's Holdings LLC, Class S                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         614 | NS      | $33.77        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71680.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -45960000 | NC      | $-59692.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                                        | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      303000 | PA      | $318305.14    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Voyager Parent, LLC                                                                | Voyager Parent, LLC                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      439000 | PA      | $467095.12    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                    | Sinclair Television Group, Inc.                                                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62172.90     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      163235 | PA      | $163604.31    | 0.01%             | 2042-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                                   | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     2217983 | PA      | $3032633.24   | 0.18%             | 2034-11-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      191000 | PA      | $193923.67    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      174352 | PA      | $15531.09     | 0.00%             | 2033-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                             | Sempra                                                                               | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2088000 | PA      | $2113070.62   | 0.13%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                              | Switch ABS Issuer LLC, Series 2025-2A, Class A22                                     | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2880000 | PA      | $2817063.36   | 0.17%             | 2055-10-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-87235.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                           | Studio City Finance Ltd.                                                             | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      376000 | PA      | $358678.10    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73360000 | NC      | $-230400.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     1250886 | PA      | $1265724.71   | 0.08%             | 2043-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-49575.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                                          | Banco BBVA Argentina S.A.                                                            | CUSIP: P1624B102<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |      860393 | NS      | $4417826.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-558089.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3794.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      316000 | PA      | $327362.14    | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                      | Univision Communications Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134628.39    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA3, Class M2                                              | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $7174785.60   | 0.43%             | 2043-11-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -22200000 | NC      | $-734536.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -18335000 | NC      | $-182433.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                      | Mexican Bonos, Series M                                                              | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  1241000000 | PA      | $70995162.24  | 4.23%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14784.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-320196.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -183840000 | NC      | $-1139144.34  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        2776 | PA      | $362.11       | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                              | Claire's Stores, Inc., Term Loan                                                     | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |      196048 | PA      | $14703.64     | 0.00%             | 2026-12-18      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      270096 | PA      | $19911.47     | 0.00%             | 2035-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                  | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $309681.75    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                          | Jupiter Mortgage No.1 PLC, Series 1A, Class ER                                       | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     3070000 | PA      | $4186094.76   | 0.25%             | 2055-07-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -266500000 | NC      | $-5567134.37  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2156530.74   | 0.13%             | 2043-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2828.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                 | Newell Brands Inc.                                                                   | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      147000 | PA      | $146998.97    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Argentum Netherlands BV for Swiss Re Ltd.                                          | Argentum Netherlands BV for Swiss Re Ltd.                                            | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $462912.90    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6A, Class F          | CUSIP: BCC3FJ063<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     2126000 | PA      | $2897082.14   | 0.17%             | 2053-07-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $335443.16    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -93930000 | NC      | $-9015279.29  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18592.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30039.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                   | CMS Energy Corp.                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6859000 | PA      | $7030859.10   | 0.42%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385009.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                                      | Grupo Financiero Galicia S.A., Class B                                               | CUSIP: P49525150<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |     1987552 | NS      | $8877988.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio                                                         | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |    31943850 | NS      | $31943849.92  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36680000 | NC      | $-354732.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                     | Summit Midstream Holdings, LLC                                                       | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      297000 | PA      | $310685.46    | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A3                               | CUSIP: 46660HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1966927 | PA      | $1951758.10   | 0.12%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -85570000 | NC      | $-776708.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                            | Molina Healthcare, Inc.                                                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99952.81     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                | U.S. Treasury Bills                                                                  | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15282000 | PA      | $15070244.06  | 0.90%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       76488 | PA      | $8284.78      | 0.00%             | 2033-10-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      317000 | PA      | $318847.28    | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                                 | Vale Overseas Ltd.                                                                   | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     2520000 | PA      | $2532348.00   | 0.15%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48000000 | NC      | $2168691.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15225 | PA      | $1340.25      | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                          | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1069000 | PA      | $1033151.09   | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -91920000 | NC      | $-751997.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-225740.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                               | GCAT 2024-INV3 Trust, Series 2024-INV3, Class A17                                    | CUSIP: 36830FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      298520 | PA      | $305706.32    | 0.02%             | 2054-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                               | Muthoot Finance Ltd.                                                                 | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3650000 | PA      | $3713417.95   | 0.22%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HL4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    71611500 | PA      | $2050645.42   | 0.12%             | 2055-05-25      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria                       | Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria                         | CUSIP: P3311R127<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |     2008160 | NS      | $2441523.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                           | GMR Hyderabad International Airport Ltd.                                             | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     4650000 | PA      | $4593269.30   | 0.27%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                          | Australia Government Bond                                                            | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    10670000 | PA      | $11955906.36  | 0.71%             | 2030-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36200000 | NC      | $-754806.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                           | Republic of South Africa Government Bond, Series 2048                                | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   361910000 | PA      | $20539476.55  | 1.22%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                   | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      288000 | PA      | $301845.60    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $306759.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class M1                                    | CUSIP: 67448PAD5<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $689211.95    | 0.04%             | 2064-07-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      115474 | PA      | $12325.21     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                | Caturus Energy, LLC                                                                  | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      466000 | PA      | $487461.26    | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | J.P. Morgan Securities LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   361280000 | NC      | $10718704.32  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1475957.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-247836.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-2X, Class E1C                                              | CUSIP: BCC0T5HQ2<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     5550000 | PA      | $6943434.11   | 0.41%             | 2044-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                                          | RMAC Securities No. 1 PLC, Series 2006-NS4X, Class A3                                | CUSIP: BCC0UJFM1<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |      776967 | PA      | $1042400.17   | 0.06%             | 2044-06-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359SVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12384 | PA      | $12682.77     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -184000000 | NC      | $-2233769.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1                               | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7125702 | PA      | $7077093.76   | 0.42%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                     | British Telecommunications PLC                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    10850000 | PA      | $10762400.36  | 0.64%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                                | Iron Mountain Information Management Services, Inc.                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $309152.90    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73360000 | NC      | $-244535.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2636059.77  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                         | Cloud Software Group, Inc.                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      333000 | PA      | $316597.35    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       28890 | PA      | $2578.90      | 0.00%             | 2032-12-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                   | CVS Health Corp.                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1129802.44   | 0.07%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-225855.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-272314.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                    | AES Corp. (The)                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $5239130.04   | 0.31%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $272035.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       28791 | PA      | $3458.61      | 0.00%             | 2033-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Alba PLC                                                                           | Alba PLC, Series 2007-1, Class F                                                     | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     1214248 | PA      | $1534858.15   | 0.09%             | 2039-03-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2                 | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6795000 | PA      | $6912223.26   | 0.41%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U                                                       | Vista Energy Argentina S.A.U                                                         | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     1800000 | PA      | $1856250.00   | 0.11%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38381NB64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    26290399 | PA      | $917019.64    | 0.05%             | 2055-07-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      244590 | PA      | $29483.93     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A3                                    | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      391913 | PA      | $393262.30    | 0.02%             | 2064-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. VIII, LLC                                        | CoreWeave Compute Acquisition Co. VIII, LLC, Delayed Draw Term Loan                  | CUSIP: 21881PAB0<br>LEI: 254900Y3LRCLCT13VW43 | Long             | LON              | CORP              | US        |      332000 | PA      | $332830.00    | 0.02%             | 2032-03-31      | Floating      | 5.90%                 | No            |                  3 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12329 | PA      | $1075.40      | 0.00%             | 2032-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $79050.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                 | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      379264 | PA      | $312051.32    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-472868.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                   | Argentine Republic Government International Bond                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5400000 | PA      | $3734100.00   | 0.22%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                      | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-MBS          | CORP              | US        |     3067789 | PA      | $3062282.10   | 0.18%             | 2055-09-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                       | Viatris Inc.                                                                         | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2254000 | PA      | $1734299.57   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147394.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22816 | PA      | $2248.90      | 0.00%             | 2032-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3462524.90   | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | BNP Paribas                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -691920000 | NC      | $-6110670.72  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36800000 | NC      | $-336572.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-3362.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      108905 | PA      | $16682.30     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1582319.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133109.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1809117.40  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia S.A.                                                                 | Pampa Energia S.A., ADR                                                              | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |       11941 | NS      | $989550.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $91913.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                      | Enbridge Inc.                                                                        | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7381000 | PA      | $7565982.62   | 0.45%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103702.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                   | CVR Energy, Inc.                                                                     | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      332000 | PA      | $333217.11    | 0.02%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -27560000 | NC      | $-40623.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      196000 | PA      | $202221.63    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -45810000 | NC      | $-967499.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1, LLC                                                       | SV RNO Property Owner 1, LLC                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      169000 | PA      | $165923.98    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46610000 | NC      | $-452252.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso Financiero Invernea Proteina 2                                         | Fideicomiso Financiero Invernea Proteina 2, Serie II                                 | CUSIP: BCC37HGV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AR        |   311500000 | PA      | $1905914.20   | 0.11%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       39938 | PA      | $4366.30      | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36500000 | NC      | $714487.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A3 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1420288 | PA      | $1426702.39   | 0.08%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo, Inc.                                                          | Oak-Eagle AcquireCo, Inc.                                                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      153000 | PA      | $157723.27    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                              | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1654695.39   | 0.10%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-430736.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                      | Univision Communications Inc.                                                        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      204000 | PA      | $194778.32    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                         | PacifiCorp                                                                           | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     5984000 | PA      | $5966690.68   | 0.36%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                        | ONEOK, Inc.                                                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3811618.87   | 0.23%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       12414 | PA      | $1026.41      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       19801 | PA      | $20000.37     | 0.00%             | 2032-02-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                               | Clear Channel Outdoor Holdings, Inc., Term Loan B                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      618223 | PA      | $621379.02    | 0.04%             | 2028-08-23      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      297000 | PA      | $305271.75    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $305139.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      334000 | PA      | $355214.01    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10521.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -93930000 | NC      | $-12021978.59 | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36760000 | NC      | $70064.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4246.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       50710 | PA      | $4195.40      | 0.00%             | 2039-12-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                 | Nexstar Media Inc.                                                                   | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100710.60    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Zurich Finance (Ireland) DAC                                                       | Zurich Finance (Ireland) DAC                                                         | CUSIP: BN4784409<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     7200000 | PA      | $6485430.02   | 0.39%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M1                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248621 | PA      | $248900.13    | 0.01%             | 2043-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         497 | PA      | $500.82       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                   | RD Michigan Property Owner I LLC                                                     | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      169000 | PA      | $169051.07    | 0.01%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $280922.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                           | Advance Auto Parts, Inc.                                                             | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      647000 | PA      | $667759.64    | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392BKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       26662 | PA      | $27294.54     | 0.00%             | 2032-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    73350000 | NC      | $2017922.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                    | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      512000 | PA      | $498611.66    | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Alba PLC                                                                           | Alba PLC, Series 2006-2, Class F                                                     | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      816192 | PA      | $1019452.28   | 0.06%             | 2038-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2750000 | NC      | $163204.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                                      | Eurobank S.A.                                                                        | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1825000 | PA      | $2269466.36   | 0.14%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72106.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                         | Lightpath Fiber Issuer LLC, Series 2026-1A, Class B                                  | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4494420.00   | 0.27%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-503956.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -183840000 | NC      | $-1139144.34  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                           | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305045.40    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-DNA1, Class M2                                              | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3482914.38   | 0.21%             | 2044-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209SUB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1032 | PA      | $1034.82      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13929873 | PA      | $13809599.12  | 0.82%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A2                      | CUSIP: 36274TAB5<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     1100246 | PA      | $1102425.86   | 0.07%             | 2065-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -27560000 | NC      | $-308534.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $8225808.31   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                           | William Carter Co. (The)                                                             | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      318000 | PA      | $327288.85    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-97056.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                    | Discovery Global Holdings, Inc.                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      107000 | PA      | $97046.86     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $570896.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                  | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3789897 | PA      | $34382.70     | 0.00%             | 2050-11-13      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                        | International Finance Corp.                                                          | CUSIP: BV9969148<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |  1084680000 | PA      | $5821263.99   | 0.35%             | 2052-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $786257.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -489700000 | NC      | $-1002886.01  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392GCE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       31878 | PA      | $31857.76     | 0.00%             | 2032-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3670000 | NC      | $726614.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $484899.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2205888.99  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Orazul Energy Peru S.A.                                                            | Orazul Energy Peru S.A.                                                              | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1359000 | PA      | $1373237.07   | 0.08%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                | Egypt Government International Bond                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2415000 | PA      | $2555839.11   | 0.15%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        6223 | PA      | $278.39       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       30666 | PA      | $1446.97      | 0.00%             | 2038-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         799 | PA      | $31.41        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                              | AECOM                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      312000 | PA      | $314783.98    | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing, LLC                                                             | Directv Financing, LLC                                                               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $339567.43    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        2364 | NC      | $-1804971.88  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a.r.l.                                          | Telenet Finance Luxembourg Notes S.a.r.l.                                            | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $4163857.45   | 0.25%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5317 | PA      | $5467.37      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | EURO-BTP Future                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         728 | NC      | $-458070.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3680000 | NC      | $313900.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36680000 | NC      | $42988.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-212066.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                                                            | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      308000 | PA      | $304244.19    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      859192 | PA      | $863445.85    | 0.05%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       56674 | PA      | $4892.08      | 0.00%             | 2031-11-18      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                             | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100007.59    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5420000 | NC      | $31083.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      112150 | PA      | $11996.36     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                         | Rogers Communications Inc.                                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2190000 | PA      | $2236559.40   | 0.13%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-142752.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          81 | PA      | $81.40        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6581508.94  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QVK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5353074 | PA      | $5300866.65   | 0.32%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9180000 | NC      | $796704.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                  | Flash Compute LLC                                                                    | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $168517.81    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                        | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2947000 | PA      | $2962478.32   | 0.18%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 Mortgage Loan Trust                                                 | COLT 2024-INV1 Mortgage Loan Trust, Series 2024-INV1, Class A3                       | CUSIP: 12672RAC6<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |      695725 | PA      | $700807.82    | 0.04%             | 2068-12-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror L.P.                                                          | Prairie ECI Acquiror L.P., Term Loan B                                               | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      324876 | PA      | $326906.13    | 0.02%             | 2029-08-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                        | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      487000 | PA      | $503368.07    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       22481 | PA      | $22701.63     | 0.00%             | 2032-03-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                            | CPI Property Group S.A.                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |     4100000 | PA      | $4637466.85   | 0.28%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                                | Murray Energy Corp.                                                                  | CUSIP: N/A<br>LEI: 549300WM5IIFYHZYTT63       | Long             | EC               | CORP              | US        |        1116 | NS      | $148242.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                             | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17896 | PA      | $17364.03     | 0.00%             | 2033-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No. 1 PLC                                                          | RMAC Securities No. 1 PLC, Series 2007-NS1X, Class A2                                | CUSIP: BCC0YPXG6<br>LEI: 213800C48M2JTBGZT736 | Long             | ABS-MBS          | CORP              | GB        |      809968 | PA      | $1084575.66   | 0.06%             | 2044-06-12      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                    | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A1                          | CUSIP: 10569HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1849586 | PA      | $1863495.03   | 0.11%             | 2063-09-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                                | Newgate Funding PLC, Series 2007-3X, Class CB                                        | CUSIP: BCC11HRV2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      626892 | PA      | $709664.11    | 0.04%             | 2050-12-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-23182.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                | Rate Mortgage Trust, Series 2024-J3, Class A2                                        | CUSIP: 75409UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      599711 | PA      | $597373.67    | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-46703.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7123026.40   | 0.42%             | 2042-04-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-473989.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F          | CUSIP: BCC3FHZW2<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1380000 | PA      | $1880514.28   | 0.11%             | 2053-07-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                                      | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class D                               | CUSIP: BCC3PRM86<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     3600000 | PA      | $4889989.10   | 0.29%             | 2036-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SC Germany S.A. Compartment Consumer Trust                                         | SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E                   | CUSIP: BCC32SYK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     7047113 | PA      | $8231083.80   | 0.49%             | 2035-11-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                | Caturus Energy, LLC                                                                  | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180721.42    | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                            | NESCO Holdings II, Inc.                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      318000 | PA      | $316665.35    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentina Treasury Bond BONTE                                                      | Argentina Treasury Bond BONTE                                                        | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        | 10335000000 | PA      | $8858059.74   | 0.53%             | 2027-05-27      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1392000 | PA      | $1409818.74   | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Asurion LLC/ Asurion Co-Issuer Inc.                                                | Asurion LLC/ Asurion Co-Issuer Inc.                                                  | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157986.06    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                                | Banco de Credito e Inversiones S.A.                                                  | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1725000 | PA      | $1853650.50   | 0.11%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-569049.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                    | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     1568000 | PA      | $1591935.16   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-231975.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                    | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1556000 | PA      | $1566830.35   | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                                   | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |    83227881 | PA      | $56780.36     | 0.00%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M1                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      582639 | PA      | $584029.24    | 0.03%             | 2043-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                                      | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class C                               | CUSIP: BCC3PRM78<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     7200000 | PA      | $9809889.66   | 0.58%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                      | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5266772 | PA      | $53921.21     | 0.00%             | 2050-11-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                               | Osaic Holdings, Inc.                                                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      311000 | PA      | $316040.92    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      193571 | PA      | $11381.11     | 0.00%             | 2035-01-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3518728.72   | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                           | Celanese US Holdings LLC                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      212000 | PA      | $229338.00    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11457405 | PA      | $120004.86    | 0.01%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                                | Roller Bearing Co. of America, Inc.                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      500000 | PA      | $489516.90    | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                               | CEMEX S.A.B. de C.V.                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2487000 | PA      | $2484294.89   | 0.15%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                           | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7700000 | PA      | $7730733.24   | 0.46%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                              | Cheniere Energy, Inc.                                                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     2036000 | PA      | $2098071.96   | 0.12%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                 | Iron Mountain Inc.                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      336000 | PA      | $323069.14    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                                      | Auburn 15 PLC, Series F                                                              | CUSIP: BCC3FPT01<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1666000 | PA      | $2241949.52   | 0.13%             | 2045-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                 | Cipher Compute LLC                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      323000 | PA      | $335196.21    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                          | Ivory Coast Government International Bond                                            | CUSIP: AR6697171<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2300000 | PA      | $2711591.79   | 0.16%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources, LLC                                                    | Infinity Natural Resources, LLC                                                      | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      335000 | PA      | $340842.74    | 0.02%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                           | Comstock Resources, Inc.                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      309000 | PA      | $309043.81    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-592317.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6569.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -1295815000 | NC      | $-4075286.34  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36675000 | NC      | $-372104.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                         | Melco Resorts Finance Ltd.                                                           | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      306000 | PA      | $302984.28    | 0.02%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    73525000 | NC      | $1069591.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                          | Versant Media Group, Inc.                                                            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      481000 | PA      | $499640.91    | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| A&K Travel Group Holdings Ltd.                                                     | A&K Travel Group Holdings Ltd.                                                       | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $201235.81    | 0.01%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        7226 | PA      | $7301.12      | 0.00%             | 2032-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                                | Harvest Funding PLC                                                                  | CUSIP: BCC3TQWV2<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     2190000 | PA      | $2970195.38   | 0.18%             | 2069-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                | Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                  | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214519.26    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-258294.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   281570000 | NC      | $2934184.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                               | Sitios Latinoamerica, S.A.B. de C.V.                                                 | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     4745000 | PA      | $4723735.76   | 0.28%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $24378.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                              | Wrangler Holdco Corp.                                                                | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      219000 | PA      | $226097.35    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -143980000 | NC      | $-300736.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                          | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $9814589.28   | 0.58%             | 2026-06-05      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                                   | Brazil Notas do Tesouro Nacional, Series B                                           | CUSIP: EK6971114<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    26010000 | PA      | $22094428.56  | 1.32%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                              | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     2493706 | PA      | $72.32        | 0.00%             | 2026-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -25600000 | NC      | $-2462688.26  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      258792 | PA      | $26115.79     | 0.00%             | 2042-12-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                   | Clarivate Science Holdings Corp.                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      193000 | PA      | $175225.24    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Lightpath Fiber Issuer LLC                                                         | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                                 | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8500000 | PA      | $8540953.00   | 0.51%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3650000 | NC      | $347092.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-541397.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                     | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3879910 | PA      | $41059.92     | 0.00%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TCZR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         181 | PA      | $182.16       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                 | State Street Corp., Series I                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3415000 | PA      | $3521343.10   | 0.21%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9030000 | NC      | $145753.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -18335000 | NC      | $-28144.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8221478.68   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                  | Lamar Media Corp.                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1879221.52   | 0.11%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20231.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                          | Michaels Cos., Inc. (The)                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      342000 | PA      | $338007.12    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3353215.06   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                      | Discovery Communications, LLC                                                        | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      340000 | PA      | $331731.20    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -43980000 | NC      | $-348548.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-77649.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                                | MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3                      | CUSIP: 55291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2744892 | PA      | $932921.68    | 0.06%             | 2036-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38385ES39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    74210804 | PA      | $974565.97    | 0.06%             | 2055-04-20      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class M1                               | CUSIP: 46660BAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1489738.20   | 0.09%             | 2056-06-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1                               | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3515347 | PA      | $3487382.31   | 0.21%             | 2056-06-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                      | Brundage-Bone Concrete Pumping Holdings, Inc.                                        | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $325446.08    | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5057.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    73360000 | NC      | $744804.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristow Group Inc.                                                                 | Bristow Group Inc.                                                                   | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      335000 | PA      | $341083.01    | 0.02%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust                                                           | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 31358S7C9<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     1288014 | PA      | $242.15       | 0.00%             | 2040-11-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    62100000 | NC      | $13434552.01  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                         | EnPro Inc.                                                                           | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      609000 | PA      | $622162.93    | 0.04%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                 | State Street Corp.                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     8733000 | PA      | $8932077.47   | 0.53%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                              | Navoi Mining & Metallurgical Combinat                                                | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     1380000 | PA      | $1419685.56   | 0.08%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      180116 | PA      | $164228.38    | 0.01%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                   | Gray Media, Inc.                                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       88000 | PA      | $89529.44     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                    | CoreWeave, Inc., Conv.                                                               | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      106000 | PA      | $127412.00    | 0.01%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -19250000 | NC      | $-1667160.61  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $818805.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       67211 | PA      | $7982.49      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60892.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                    | FirstCash, Inc.                                                                      | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      139000 | PA      | $138787.23    | 0.01%             | 2034-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5500000 | NC      | $542464.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4520000 | NC      | $158.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-695676.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                        | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1247000 | PA      | $1251809.93   | 0.07%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       85239 | NS      | $2557.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    91530000 | NC      | $59219.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -55100000 | NC      | $-8871.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       76715 | NS      | $2301.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-386357.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      565049 | PA      | $39297.47     | 0.00%             | 2037-06-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-12, Class A3                                   | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      945166 | PA      | $950042.37    | 0.06%             | 2069-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54420.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16637 | PA      | $1639.86      | 0.00%             | 2032-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2372747.73  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TR6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1056 | PA      | $1077.22      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                    | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1089724.92   | 0.06%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HK5T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    47370741 | PA      | $1517976.45   | 0.09%             | 2055-03-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2025-2, Class A10                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370387 | PA      | $1376890.36   | 0.08%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46480000 | NC      | $-1590329.19  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108172.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                              | Chile Electricity Lux MPC II S.a.r.l.                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1461370 | PA      | $1494981.49   | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $193089.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                            | Minerva Luxembourg S.A.                                                              | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1920794.40   | 0.11%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       88531 | PA      | $10850.45     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                         | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1226528.47   | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -17930000 | NC      | $-1072349.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2825.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCI COMPUTE II LLC                                                                 | VCI COMPUTE II LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       85000 | NS      | $89675.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-465948.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc., Term Loan L                                                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      603695 | PA      | $605304.08    | 0.04%             | 2032-01-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145000 | PA      | $1173920.64   | 0.07%             | 2043-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1348074.70  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                | Lithia Motors, Inc.                                                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      332000 | PA      | $315492.40    | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FMC Corp.                                                                          | FMC Corp.                                                                            | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       76000 | PA      | $68820.25     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                           | PMT Loan Trust 2025-INV6, Series 2025-INV6, Class A8                                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      411527 | PA      | $415328.12    | 0.02%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                                 | Uniti Services LLC                                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      591000 | PA      | $622598.41    | 0.04%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HJXV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    23551369 | PA      | $1244981.90   | 0.07%             | 2055-02-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                              | Walker & Dunlop, Inc.                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $294540.22    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36188.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $19279.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                            | Level 3 Financing, Inc.                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      329167 | PA      | $341633.21    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      257000 | PA      | $256208.75    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1421667 | PA      | $1443053.79   | 0.09%             | 2043-05-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       26383 | PA      | $2441.26      | 0.00%             | 2032-03-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       57882 | PA      | $66870.97     | 0.00%             | 2035-08-15      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -294400000 | NC      | $-1649783.40  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                         | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3963000 | PA      | $4133873.82   | 0.25%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         312 | PA      | $314.03       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -33 | NC      | $177572.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA2, Class M1                                              | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3619906.50   | 0.22%             | 2042-07-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-47304.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3499928.79   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                 | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     7515000 | PA      | $7934193.46   | 0.47%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                              | Claire's Holdings LLC, Pfd.                                                          | CUSIP: 179584917<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         195 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208YJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         344 | PA      | $345.31       | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA3, Class M1                                              | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3608068.80   | 0.21%             | 2042-08-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                    | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A2                          | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2602013 | PA      | $2622203.62   | 0.16%             | 2063-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      100243 | PA      | $10554.81     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       76909 | PA      | $9225.33      | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                            | Bath & Body Works, Inc.                                                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      329000 | PA      | $324893.36    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8331725.23  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73000000 | NC      | $-494940.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                     | Bread Financial Holdings, Inc.                                                       | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      153000 | PA      | $160522.55    | 0.01%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -1222470000 | NC      | $-6101091.05  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-422979.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12650733 | PA      | $12784176.50  | 0.76%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -329805000 | NC      | $-1697961.03  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       41573 | PA      | $4921.91      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                   | VB-S1 Issuer LLC, Series 2026-1A, Class C2                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $6853451.50   | 0.41%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                              | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      332000 | PA      | $312626.85    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52670.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2103 | PA      | $78.72        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         220 | PA      | $222.88       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       60129 | PA      | $57343.12     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       44749 | PA      | $2420.72      | 0.00%             | 2035-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       64266 | PA      | $8319.30      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $268569.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -58830000 | NC      | $-1289917.29  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18812504 | PA      | $18269568.33  | 1.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosil Acquisition S.A.                                                            | Prosil Acquisition S.A., Series 2019-1, Class A                                      | CUSIP: N/A<br>LEI: 529900REZH4056FENJ94       | Long             | ABS-MBS          | CORP              | LU        |     2348990 | PA      | $2305312.72   | 0.14%             | 2039-10-31      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA1, Class M1                                              | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |     6498100 | PA      | $6770361.29   | 0.40%             | 2043-05-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                      | Freedom Mortgage Holdings LLC                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      153000 | PA      | $155211.62    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                   | California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                     | CUSIP: 13005HAA8<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      477000 | PA      | $474357.71    | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                        | Prosus N.V.                                                                          | CUSIP: ZP4820434<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1730572.18   | 0.10%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                           | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7918139 | PA      | $63369.66     | 0.00%             | 2051-01-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1375980.46   | 0.08%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TJC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2052 | PA      | $2050.68      | 0.00%             | 2029-02-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13347002 | PA      | $13246164.01  | 0.79%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   163430000 | NC      | $163.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                   | CVR Energy, Inc.                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      164000 | PA      | $166169.39    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1253011.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                 | Iron Mountain Inc.                                                                   | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      198000 | PA      | $202463.12    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38381PV26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   158190560 | PA      | $2118393.07   | 0.13%             | 2055-08-20      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                            | Aeropuertos Dominicanos Siglo XXI, S.A.                                              | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2055000 | PA      | $2134631.25   | 0.13%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       19085 | PA      | $2542.76      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      395904 | PA      | $369566.25    | 0.02%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $357643.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -25675000 | NC      | $-398467.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136BUWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    42645031 | PA      | $1482494.81   | 0.09%             | 2054-09-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56129.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                             | Excelerate Energy L.P.                                                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      295000 | PA      | $313317.73    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                               | Provident Funding Associates L.P./ PFG Finance Corp.                                 | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      432000 | PA      | $450925.92    | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-4X, Class E1C                                              | CUSIP: BCC0UB5E7<br>LEI: 21380013477BR2UW8M54 | Long             | ABS-MBS          | CORP              | GB        |     4135722 | PA      | $5067475.24   | 0.30%             | 2044-12-10      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60301 | PA      | $58669.34     | 0.00%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                       | Mattel, Inc.                                                                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1807000 | PA      | $1793054.51   | 0.11%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -41365000 | NC      | $-685424.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                               | FS KKR Capital Corp.                                                                 | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      141000 | PA      | $136705.31    | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8738.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                                 | Coeur Mining, Inc.                                                                   | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      731000 | PA      | $753905.89    | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                        | PHINIA Inc.                                                                          | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      321000 | PA      | $329130.93    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-298240.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                           | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A3 | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2097155 | PA      | $2120536.63   | 0.13%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                           | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      388000 | PA      | $384014.35    | 0.02%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       11117 | PA      | $1125.23      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                        | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8156 | PA      | $7915.54      | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank - Girozentrale                                             | Norddeutsche Landesbank - Girozentrale                                               | CUSIP: YL7828830<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |     3800000 | PA      | $4462460.71   | 0.27%             | 2035-12-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25543.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                  | Hannover Rueck SE                                                                    | CUSIP: ZN2140640<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4787650.82   | 0.29%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16446 | PA      | $1501.46      | 0.00%             | 2032-04-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     7383000 | PA      | $7596913.57   | 0.45%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                   | Paramount Global                                                                     | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      145000 | PA      | $131470.45    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TLPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2181 | PA      | $60.94        | 0.00%             | 2029-08-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                             | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17418 | PA      | $14070.10     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                  | GGAM Finance Ltd.                                                                    | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      489000 | PA      | $493826.43    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31339MRQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2588 | PA      | $2592.62      | 0.00%             | 2029-07-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                               | Beignet Investor LLC                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      317000 | PA      | $327663.90    | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7017.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298SZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11052 | PA      | $11394.75     | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       24350 | PA      | $24599.98     | 0.00%             | 2032-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $130483.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                                 | Getty Images, Inc.                                                                   | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      110000 | PA      | $97605.45     | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    13940000 | NC      | $212.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-881146.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                                        | Hiscox Ltd.                                                                          | CUSIP: YN0550619<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1894903.69   | 0.11%             | 2036-06-11      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11689.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US), Inc.                                              | GFL Environmental Holdings (US), Inc.                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $265930.75    | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                          | BPCE S.A.                                                                            | CUSIP: ZM4787812<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8700000 | PA      | $10589807.57  | 0.63%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31385XQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4490 | PA      | $4610.93      | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                       | UBS Group AG                                                                         | CUSIP: YR2832081<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3750000 | PA      | $3836343.75   | 0.23%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                          | Banco del Estado de Chile                                                            | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1003000 | PA      | $1064433.75   | 0.06%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      115928 | PA      | $4868.32      | 0.00%             | 2035-07-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                            | Level 3 Financing, Inc.                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      305000 | PA      | $327038.08    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $386133.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HMMH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    44495976 | PA      | $2021456.65   | 0.12%             | 2055-08-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                                  | Northriver Midstream Finance L.P.                                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      294000 | PA      | $301915.95    | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings LLC                                                   | Nationstar Mortgage Holdings LLC                                                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      546000 | PA      | $541905.00    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13362 | PA      | $13592.28     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-8173042.80  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                               | APLD ComputeCo 2 LLC                                                                 | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      171000 | PA      | $169408.89    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36680000 | NC      | $-162345.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16957 | PA      | $1236.03      | 0.00%             | 2032-04-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   127096000 | PA      | $126931807.25 | 7.56%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                     | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     3671000 | PA      | $3827971.48   | 0.23%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: —       |
| GSR Mortgage Loan Trust                                                            | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18985 | PA      | $18285.85     | 0.00%             | 2035-07-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                    | FirstCash, Inc.                                                                      | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      315000 | PA      | $323231.15    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-591293.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                | Erste Group Bank AG                                                                  | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     1800000 | PA      | $2194500.16   | 0.13%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2889315.59   | 0.17%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2012053.11  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                      | Petrobras Global Finance B.V.                                                        | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1870875.00   | 0.11%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-DNA2, Class M2                                              | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      862500 | PA      | $867627.56    | 0.05%             | 2044-05-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2026-R01, Class 2M2                 | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4250000 | PA      | $4249210.35   | 0.25%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209MGF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17051 | PA      | $17222.69     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                | Lithia Motors, Inc.                                                                  | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      177000 | PA      | $176153.94    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5500000 | NC      | $491330.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-29957.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         801 | PA      | $805.88       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                         | Cloud Software Group, Inc.                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      179000 | PA      | $175906.01    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      143000 | PA      | $144079.51    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21015.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-659881.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359VVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         448 | PA      | $451.10       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DB Terra Chile HoldCo S.p.A.                                                       | DB Terra Chile HoldCo S.p.A.                                                         | CUSIP: 23307FAA6<br>LEI: 254900CUZ2G2ZLVIPP64 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $199250.00    | 0.01%             | 2031-04-20      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                 | Greystar Real Estate Partners, LLC                                                   | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125075.16    | 0.01%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      748000 | PA      | $794051.88    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                         | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    34647138 | NS      | $34650602.71  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                 | Ares Capital Corp.                                                                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4596854.13   | 0.27%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                    | Discovery Global Holdings, Inc.                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      223000 | PA      | $159674.69    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         116 | PA      | $116.41       | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A1                      | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     4400982 | PA      | $4405796.65   | 0.26%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7193.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       37042 | PA      | $4144.12      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alhambra SME Funding DAC                                                           | Alhambra SME Funding DAC, Series 2019-1, Class D                                     | CUSIP: BCC2KKGU6<br>LEI: 635400YAJGI5TGJENW90 | Long             | ABS-CBDO         | CORP              | IE        |       59728 | PA      | $67930.81     | 0.00%             | 2028-11-30      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                           | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      603000 | PA      | $647211.96    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $465317.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                      | Entergy Corp.                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     5559000 | PA      | $5726398.17   | 0.34%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                 | General Motors Co.                                                                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8383000 | PA      | $8616363.86   | 0.51%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       11186 | PA      | $629.27       | 0.00%             | 2035-02-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -91920000 | NC      | $-223365.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                              | Westlake Automobile Receivables Trust, Series 2026-1A, Class C                       | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3650000 | PA      | $3622020.20   | 0.22%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                        | DaVita Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149760.50    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-712419.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -294400000 | NC      | $-1705429.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                            | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1400000 | PA      | $1392370.00   | 0.08%             | 2056-04-22      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                                | Harvest Funding PLC                                                                  | CUSIP: BCC3TQWW0<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     1825000 | PA      | $2470524.26   | 0.15%             | 2069-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6400000 | PA      | $6855552.00   | 0.41%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17586 | PA      | $17582.74     | 0.00%             | 2032-10-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                           | YPF S.A.                                                                             | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | AR        |      800000 | PA      | $804726.66    | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2025-6, Class A3                                    | CUSIP: 034937AC6<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     2300828 | PA      | $2311819.46   | 0.14%             | 2070-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      242000 | PA      | $247460.25    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                        | DaVita Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159909.63    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                 | Vodafone Group PLC                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      688000 | PA      | $643263.21    | 0.04%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       16012 | PA      | $807.88       | 0.00%             | 2029-06-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2105062.65  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140XKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13189893 | PA      | $13340808.70  | 0.79%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -2434300000 | NC      | $-13246779.00 | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      119582 | PA      | $13066.25     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $814943.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                  | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     1877000 | PA      | $1886640.70   | 0.11%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                                   | Mexican Udibonos, Series S                                                           | CUSIP: YQ3788144<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   371048454 | PA      | $20963499.74  | 1.25%             | 2029-08-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2026-CES1, Class A1A                                     | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1482449 | PA      | $1471255.61   | 0.09%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                                      | Auburn 15 PLC, Series E                                                              | CUSIP: BCC3FPSY8<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1401000 | PA      | $1884318.87   | 0.11%             | 2045-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   411810000 | NC      | $997917.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1127 | PA      | $105.85       | 0.00%             | 2031-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                          | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1512800 | PA      | $1683401.48   | 0.10%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $457470.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $427408.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       35419 | PA      | $4590.34      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                 | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      319000 | PA      | $317467.21    | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -144510000 | NC      | $-2579632.11  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31403NNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8653 | PA      | $9132.92      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -16 | NC      | $16698.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         131 | PA      | $132.09       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2903 | PA      | $54.98        | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                 | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200042 | PA      | $197883.84    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding 2025-1 PLC                                               | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class F                         | CUSIP: BCC3PDXL6<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     1000000 | PA      | $1361498.13   | 0.08%             | 2066-12-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                             | Sequoia Mortgage Trust, Series 2025-8, Class A4                                      | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2905820 | PA      | $2910584.74   | 0.17%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1, LLC                                                       | PR RNO Property Owner 1, LLC                                                         | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $177523.05    | 0.01%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -876350000 | NC      | $-1794729.75  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -490250000 | NC      | $-1004012.39  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      720000 | PA      | $735267.60    | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                     | Tidewater Inc.                                                                       | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      298000 | PA      | $320987.12    | 0.02%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      114475 | PA      | $6910.76      | 0.00%             | 2033-10-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                       | Diversified Healthcare Trust                                                         | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $332988.30    | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                    | Discovery Global Holdings, Inc.                                                      | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       99000 | PA      | $65216.25     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                               | Muthoot Finance Ltd.                                                                 | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     7200000 | PA      | $7250325.34   | 0.43%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       23416 | PA      | $23652.20     | 0.00%             | 2032-02-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4580000 | NC      | $302448.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      323168 | PA      | $323498.57    | 0.02%             | 2043-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2943196.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      255000 | PA      | $247809.10    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VCI Asset Holdings 2, LLC                                                          | VCI Asset Holdings 2, LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      835000 | PA      | $864225.00    | 0.05%             | 2031-02-06      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -64070000 | NC      | $-4990091.95  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                 | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      723000 | PA      | $735992.31    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $143311.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243430000 | NC      | $-4008844.19  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                              | Freeport-McMoRan Inc.                                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6660000 | PA      | $6644418.26   | 0.40%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                            | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     2960000 | PA      | $2946925.53   | 0.18%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                            | Telefonica Europe, B.V.                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     3600000 | PA      | $4576792.06   | 0.27%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                              | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      342000 | PA      | $342214.30    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -215150000 | NC      | $-1368944.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines 2026-1 Class B Pass Through Trust                                | American Airlines 2026-1 Class B Pass Through Trust, Series B                        | CUSIP: 02380KAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155484.84    | 0.01%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                                  | Global Aircraft Leasing Co., Ltd.                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      943000 | PA      | $957674.02    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-376815.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2914 | PA      | $2911.72      | 0.00%             | 2033-01-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        7484 | PA      | $7561.07      | 0.00%             | 2032-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                                           | Lancashire Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | DBT              | CORP              | BM        |     3700000 | PA      | $3631087.39   | 0.22%             | 2041-09-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    51460000 | NC      | $436830.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7512.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      121000 | PA      | $126915.81    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5400000 | NC      | $11375.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-478495.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Funding PLC                                                                | Harvest Funding PLC                                                                  | CUSIP: BCC3TQWX8<br>LEI: 635400GYAAYKXXRBNI54 | Long             | ABS-MBS          | CORP              | GB        |     1770000 | PA      | $2407328.28   | 0.14%             | 2069-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136BUPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    33352796 | PA      | $1453911.74   | 0.09%             | 2055-01-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $211211.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         325 | NC      | $-587016.95   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1210660.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $273.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                   | Paramount Global                                                                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      225000 | PA      | $165305.15    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-122981.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                               | New Enterprise Stone & Lime Co, Inc.                                                 | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      305000 | PA      | $302602.33    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2022-NQM7, Class A2                                                | CUSIP: 67117DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1154529 | PA      | $1154483.65   | 0.07%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $257125.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class M1                       | CUSIP: 36272NAB0<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $715762.08    | 0.04%             | 2055-10-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171965.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                          | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $166598.40    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                  | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $229601.09    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                              | Dominican Republic International Bond                                                | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      720000 | PA      | $694260.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES5, Class A1A                                     | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |      593422 | PA      | $598144.43    | 0.04%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                  | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      158000 | PA      | $152591.55    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Uniti Services LLC, Wrts.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         399 | NS      | $6184.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Forvia SE                                                                          | Forvia SE                                                                            | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      328000 | PA      | $345152.43    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| India Government Bond                                                              | India Government Bond                                                                | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   675000000 | PA      | $6719871.20   | 0.40%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       17598 | PA      | $1510.02      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-2X, Class D1A                                              | CUSIP: BCC0T5HN9<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     6300000 | PA      | $7015198.76   | 0.42%             | 2044-12-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66322.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      334000 | PA      | $335371.40    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   361280000 | NC      | $13161473.75  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                       | Vistra Corp.                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      151000 | PA      | $152398.71    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Wynn Macau, Ltd.                                                                   | Wynn Macau, Ltd.                                                                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1260000 | PA      | $1263867.31   | 0.08%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Vantage Data Centers Issuer, LLC                                                   | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2520000 | PA      | $2471592.06   | 0.15%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       18079 | PA      | $18276.55     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655000 | PA      | $667532.64    | 0.04%             | 2043-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. /Six Flags Theme Parks Inc./ Canada's Wonderland Co. | Six Flags Entertainment Corp. /Six Flags Theme Parks Inc./ Canada's Wonderland Co.   | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      326000 | PA      | $331979.82    | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -730000 | NC      | $-66992.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       12900 | PA      | $13336.86     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                        | Carvana Co.                                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      292590 | PA      | $323861.07    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                        | International Finance Corp.                                                          | CUSIP: AM4724424<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $90339.06     | 0.01%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $431240.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                            | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     4250000 | PA      | $4246294.85   | 0.25%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-326798.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                            | M&G PLC                                                                              | CUSIP: AU5739902<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      925000 | PA      | $949065.67    | 0.06%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -363490000 | NC      | $-6696688.63  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                                            | Meridian Arc Holdco LLC                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      503000 | PA      | $503119.41    | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                                  | MPT Operating Partnership L.P./ MPT Finance Corp.                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $117471.30    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    14130000 | NC      | $89787.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                  | TransCanada Trust, Series 16-A                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3609000 | PA      | $3625388.47   | 0.22%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                         | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B                 | CUSIP: 46643GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1655000 | PA      | $1555773.81   | 0.09%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1840000 | NC      | $324224.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                            | Global Partners L.P./ GLP Finance Corp.                                              | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      314000 | PA      | $321970.60    | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                             | Sempra                                                                               | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10842000 | PA      | $10691487.02  | 0.64%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                                              | Beazley Insurance DAC                                                                | CUSIP: ZR4409044<br>LEI: 549300WWULDAFCPEU084 | Long             | DBT              | CORP              | IE        |     2880000 | PA      | $2907770.69   | 0.17%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                 | Southern Co. (The), Series 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5367000 | PA      | $5348062.00   | 0.32%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -25675000 | NC      | $-1507896.91  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3670000 | NC      | $465322.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $524907.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-3510925.82  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class B                                   | CUSIP: BCC3H4L95<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     3105176 | PA      | $4244917.53   | 0.25%             | 2034-11-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2025-HE2, Class A1                                                 | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |     3984434 | PA      | $4004622.96   | 0.24%             | 2055-08-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                               | Energy Transfer L.P.                                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10852000 | PA      | $11148064.26  | 0.66%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mcdermott International, Ltd.                                                      | Mcdermott International, Ltd.                                                        | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |         750 | NS      | $19454.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3670000 | NC      | $1162993.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                       | Hilton Grand Vacations Trust, Series 2025-2A, Class A                                | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      982534 | PA      | $980770.24    | 0.06%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5420000 | NC      | $211.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         358 | PA      | $1.24         | 0.00%             | 2026-06-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                           | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      286000 | PA      | $298327.74    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-8, Class A3                                    | CUSIP: 03465QAC8<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     1878494 | PA      | $1883141.78   | 0.11%             | 2069-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                        | BNP Paribas                                                                          | CUSIP: BP5476422<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7300000 | PA      | $9919327.38   | 0.59%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12236 | PA      | $757.10       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       37017 | PA      | $35372.00     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -145380000 | NC      | $-2638738.29  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                                                      | Core Scientific Finance I LLC                                                        | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $504004.75    | 0.03%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                          | BPCE S.A., Series NC5.                                                               | CUSIP: BR7719148<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3490515.84   | 0.21%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      121105 | PA      | $8887.30      | 0.00%             | 2038-05-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                     | Opal Bidco SAS                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      298000 | PA      | $303565.75    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA3, Class M2                                              | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3745000 | PA      | $3934983.10   | 0.23%             | 2042-08-25      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Sabine Oil & Gas Holdings, Inc.                                                    | Sabine Oil & Gas Holdings, Inc.                                                      | CUSIP: 78532M104<br>LEI: 2MNR4Q42DBL85U7RD221 | Long             | EC               | CORP              | US        |        2510 | NS      | $175.70       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       23948 | PA      | $24189.32     | 0.00%             | 2032-02-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                         | Allison Transmission, Inc.                                                           | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      164000 | PA      | $165938.64    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-699784.79   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A2                      | CUSIP: 36272UAB4<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |     1721704 | PA      | $1722810.99   | 0.10%             | 2065-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      160000 | PA      | $165783.36    | 0.01%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                     | Ecopetrol S.A.                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4600000 | PA      | $4882729.80   | 0.29%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5520000 | NC      | $60642.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                           | Republic of South Africa Government Bond, Series 2040                                | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   315000000 | PA      | $18502129.71  | 1.10%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HC5W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    21503302 | PA      | $1126241.90   | 0.07%             | 2054-04-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       82000 | PA      | $83353.33     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      900000 | PA      | $918708.26    | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNP Paribas                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    73350000 | NC      | $5075846.41   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    23230000 | NC      | $27.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $110239.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                               | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class D                       | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $702301.60    | 0.04%             | 2031-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo, Inc.                                                          | Oak-Eagle AcquireCo, Inc.                                                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      330000 | PA      | $343608.18    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                    | South Bow Canadian infrastructure Holdings Ltd.                                      | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3819000 | PA      | $3988006.03   | 0.24%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -122670000 | NC      | $-760111.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                      | Centene Corp.                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      385000 | PA      | $335727.05    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3670000 | NC      | $238524.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   259220000 | NC      | $10230456.88  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                            | Hyundai Capital America                                                              | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7133000 | PA      | $7172046.47   | 0.43%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        5295 | PA      | $5350.37      | 0.00%             | 2032-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2022-NQM7, Class A3                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600355 | PA      | $600102.04    | 0.04%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1830000 | NC      | $-371934.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                          | Santander Consumo 8 Fondo de Titulizacion, Series 8E                                 | CUSIP: BCC3M1R32<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |     4500000 | PA      | $5333667.43   | 0.32%             | 2040-01-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                              | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    17200547 | NS      | $17200547.19  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $46.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                               | Energy Transfer L.P.                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2232429.69   | 0.13%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                             | Credit Suisse Group AG                                                               | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7385000 | PA      | $2102878.75   | 0.13%             | N/A             | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34860000 | NC      | $34.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8331725.23   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20345 | PA      | $20344.98     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12871 | PA      | $13113.45     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                         | ESAB Corp.                                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      387000 | PA      | $392595.25    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -143980000 | NC      | $-1986767.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                       | EZCORP, Inc.                                                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      933000 | PA      | $988662.78    | 0.06%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46346.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                  | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      224000 | PA      | $234955.39    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1, Series 2024-NQM1, Class A2 | CUSIP: 61775UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1389698 | PA      | $1396851.64   | 0.08%             | 2068-12-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36610000 | NC      | $-572983.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      457000 | PA      | $409540.55    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Prairie Acquiror L.P.                                                              | Prairie Acquiror L.P.                                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       88000 | PA      | $91943.90     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      133567 | PA      | $5502.94      | 0.00%             | 2035-05-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                    | Fibercop S.p.A.                                                                      | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      306000 | PA      | $306000.00    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                   | Akbank Turk A.S.                                                                     | CUSIP: YR8399135<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1800000 | PA      | $1823549.06   | 0.11%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: YV7034577<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3700000 | PA      | $5169588.35   | 0.31%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      653000 | PA      | $667998.10    | 0.04%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                       | Vistra Corp., Series C                                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      159000 | PA      | $171987.28    | 0.01%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       71424 | PA      | $4974.93      | 0.00%             | 2041-10-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      189000 | PA      | $185022.50    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       64964 | PA      | $5989.91      | 0.00%             | 2037-12-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      203284 | PA      | $24012.69     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Obx 2024-Nqm18 Trust                                                               | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A3                                    | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     1694829 | PA      | $1701800.10   | 0.10%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -294400000 | NC      | $-2824093.34  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $827557.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                 | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      188000 | PA      | $184244.83    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    70905000 | NC      | $4941567.27   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       36908 | PA      | $2838.23      | 0.00%             | 2038-04-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc.            | KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc.              | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $128632.25    | 0.01%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-775866.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -54770000 | NC      | $-80093.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2479 | PA      | $2570.90      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       22302 | PA      | $3035.65      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $361207.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HMLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    37234652 | PA      | $1299861.70   | 0.08%             | 2055-08-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                | Ludgate Funding PLC, Series 2006-1X, Class A2A                                       | CUSIP: BCC0U5WJ9<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     4344170 | PA      | $5825997.78   | 0.35%             | 2060-12-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class C                                   | CUSIP: BCC3H4LB0<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     1774386 | PA      | $2425355.69   | 0.14%             | 2034-11-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                  | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      209000 | PA      | $210595.51    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                                 | Eurosail-UK NC PLC, Series 2007-1X, Class D1C                                        | CUSIP: BCC0VXRF1<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     1750000 | PA      | $2125030.45   | 0.13%             | 2045-03-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                 | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      181000 | PA      | $169469.45    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36800000 | NC      | $-163870.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      335000 | PA      | $342785.74    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-945331.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36680000 | NC      | $-18853.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                | Rate Mortgage Trust, Series 2025-J2, Class A5                                        | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2993468 | PA      | $2995861.69   | 0.18%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4540.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                      | Navient Corp.                                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      362000 | PA      | $348907.84    | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                    | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    13348975 | NS      | $13348975.43  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37752.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: YK5224596<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $2973779.96   | 0.18%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96260000 | NC      | $2324253.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      377068 | PA      | $26175.09     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                              | Compania de Minas Buenaventura S.A.A.                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1990000 | PA      | $2045083.20   | 0.12%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                          | FMC Corp.                                                                            | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       76000 | PA      | $67232.78     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Bank, N.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -73460000 | NC      | $-401377.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-12, Class A2                                   | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      582168 | PA      | $585367.33    | 0.03%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36670000 | NC      | $-294292.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -22 | NC      | $104117.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $256594.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9050000 | NC      | $149551.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                  | 1261229 B.C. Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      316000 | PA      | $326567.99    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2334000 | PA      | $2722473.29   | 0.16%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| GCAT Trust                                                                         | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1736538 | PA      | $1747691.37   | 0.10%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-669199.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                              | TrueNoord Capital DAC                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      479000 | PA      | $488785.33    | 0.03%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |     4143473 | PA      | $4156884.65   | 0.25%             | 2055-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $230690.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                       | Danaos Corp.                                                                         | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      327000 | PA      | $336116.11    | 0.02%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                     | Citigroup Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      341000 | PA      | $345380.78    | 0.02%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -45960000 | NC      | $-94005.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                              | Bausch and Lomb, Inc., Term Loan B                                                   | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      621875 | PA      | $626249.89    | 0.04%             | 2031-01-30      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $4383658.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       29734 | PA      | $2273.06      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                             | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 2A1A                    | CUSIP: 126686AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16163 | PA      | $14619.26     | 0.00%             | 2036-11-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A3                      | CUSIP: 36272UAC2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |     1721704 | PA      | $1722793.60   | 0.10%             | 2065-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36210APC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3085 | PA      | $3112.60      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1                 | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4083557 | PA      | $4111766.08   | 0.24%             | 2043-04-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No.1 PLC                                                      | Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB                              | CUSIP: BCC0YMFK4<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |     4570000 | PA      | $5244931.34   | 0.31%             | 2039-06-18      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                         | ESAB Corp.                                                                           | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      271000 | PA      | $274173.09    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                              | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5217036 | PA      | $57561.64     | 0.00%             | 2050-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       10698 | PA      | $519.22       | 0.00%             | 2032-12-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                      | Transocean International Ltd.                                                        | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      326000 | PA      | $349473.30    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 7 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 7 PLC, Series 2024-GR7X, Class E          | CUSIP: BCC3JPGS0<br>LEI: 635400RLWW2GUXIMK345 | Long             | ABS-MBS          | CORP              | GB        |     1555000 | PA      | $2119158.81   | 0.13%             | 2051-04-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC                                                                             | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165280 | PA      | $29543.80     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-114026.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                             | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      397000 | PA      | $424707.42    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      262700 | PA      | $20376.76     | 0.00%             | 2035-05-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                     | Ecopetrol S.A.                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1930000 | PA      | $1979099.20   | 0.12%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mortgage Funding 2008-1 PLC                                                        | Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2                                 | CUSIP: BCC1318Z7<br>LEI: 213800AHT9AB4TA6OJ88 | Long             | ABS-MBS          | CORP              | GB        |    14462095 | PA      | $18415783.34  | 1.10%             | 2046-03-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                          | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45540000 | PA      | $47149910.04  | 2.81%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243333333 | NC      | $-1235936.23  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38381NB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    50754196 | PA      | $559590.39    | 0.03%             | 2055-07-20      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $697363.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                           | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $5651738.41   | 0.34%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -43140000 | NC      | $-1930127.46  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1014928.86  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2307049.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                  | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      501000 | PA      | $501705.96    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                    | CoreWeave, Inc.                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128343.33    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       76000 | PA      | $69952.57     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7344000 | NC      | $969283.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2007-2X, Class D1A                                              | CUSIP: BCC0WM139<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |     8400000 | PA      | $8936261.67   | 0.53%             | 2045-03-13      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36675000 | NC      | $-208130.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $3278078.07   | 0.20%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                        | TELUS Corp.                                                                          | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     2178000 | PA      | $2179065.04   | 0.13%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82245.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $3496615.13   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $117.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       85492 | PA      | $98827.72     | 0.01%             | 2036-03-25      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                          | FMC Corp.                                                                            | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       45000 | PA      | $33979.23     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                           | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      705000 | PA      | $686751.08    | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -55100000 | NC      | $-526535.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-6078401.70  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                           | Last Mile Logistics Pan Euro Finance DAC, Series E                                   | CUSIP: BCC316NC8<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |     5324769 | PA      | $6248244.69   | 0.37%             | 2033-08-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                                              | BB Blue Financing DAC, Series A1                                                     | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |     1677083 | PA      | $1628103.43   | 0.10%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                              | Brookfield Infrastructure Finance ULC                                                | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     1112000 | PA      | $1127076.50   | 0.07%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        4372 | PA      | $205.14       | 0.00%             | 2035-03-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -220800000 | NC      | $-1170351.98  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8710000 | NC      | $8.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings LLC                                                   | Nationstar Mortgage Holdings LLC                                                     | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      294000 | PA      | $291060.00    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $340551.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                                | Energuate Trust 2 0                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1440000 | PA      | $1445255.38   | 0.09%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                          | Jupiter Mortgage No.1 PLC, Series 1A, Class FR                                       | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     1897000 | PA      | $2586626.23   | 0.15%             | 2055-07-20      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                   | Teva Pharmaceutical Finance Netherlands III B.V.                                     | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      433000 | PA      | $333954.15    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -105 | NC      | $209020.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HKLF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    49573920 | PA      | $1909988.94   | 0.11%             | 2055-03-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $1998065.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                 | Nexstar Media Inc.                                                                   | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      166000 | PA      | $167384.61    | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      267000 | PA      | $267256.72    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3137HKW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    59745081 | PA      | $3071888.92   | 0.18%             | 2055-04-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-845.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $152026.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      200258 | PA      | $9464.26      | 0.00%             | 2037-04-16      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1061.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1B1                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310000 | PA      | $1372748.48   | 0.08%             | 2043-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                      | Petrobras Global Finance B.V.                                                        | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1875000 | PA      | $1875187.50   | 0.11%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                                   | Fideicomiso Dorrego y Libertador, Series 1A                                          | CUSIP: BCC39CJN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AR        |     7698968 | PA      | $6679624.64   | 0.40%             | 2043-12-31      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| U.S. International Development Finance Corp.                                       | U.S. International Development Finance Corp., Series 4                               | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     1120000 | PA      | $1101162.82   | 0.07%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                                      | Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B                              | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4625082 | PA      | $4175041.99   | 0.25%             | 2036-11-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                     | PMT Loan Trust, Series 2025-INV1, Class A7                                           | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      741971 | PA      | $750357.23    | 0.04%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -489925000 | NC      | $-1003346.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96260000 | NC      | $5932743.49   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                              | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      162000 | PA      | $147081.61    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $174251.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -94130000 | NC      | $-2116428.33  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5500000 | NC      | $289858.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       47274 | PA      | $47783.00     | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      163000 | PA      | $159948.49    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1173786.41  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-380373.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                            | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309906.38    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38736.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                 | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      282695 | PA      | $284911.22    | 0.02%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                  | PennyMac Financial Services, Inc.                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      158000 | PA      | $151059.71    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                        | HA Sustainable Infrastructure Capital, Inc.                                          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      321000 | PA      | $340853.85    | 0.02%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -18260000 | NC      | $-422846.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7335000 | NC      | $882818.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-HQA2, Class M2                                              | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3471970.64   | 0.21%             | 2044-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                 | Greystar Real Estate Partners, LLC, Term Loan B                                      | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |      178558 | PA      | $179227.26    | 0.01%             | 2030-08-21      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -331200000 | NC      | $-2713837.12  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-293137.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    73540000 | NC      | $28741.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12933 | PA      | $1253.77      | 0.00%             | 2032-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte, S.A.                                                    | Banco Mercantil del Norte, S.A.                                                      | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1968686.75   | 0.12%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                           | YPF S.A.                                                                             | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     3276000 | PA      | $3480586.20   | 0.21%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-201035.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      272189 | PA      | $267020.91    | 0.02%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                                | Cushman & Wakefield US Borrower LLC, Term Loan                                       | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      278638 | PA      | $280030.69    | 0.02%             | 2030-01-31      | Floating      | 6.40%                 | No            |                  3 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                   | Marriott Ownership Resorts, Inc.                                                     | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      519000 | PA      | $499436.19    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Asurion LLC/ Asurion Co-Issuer Inc.                                                | Asurion LLC/ Asurion Co-Issuer Inc.                                                  | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      479000 | PA      | $500650.32    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                        | Bell Canada                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2369000 | PA      | $2431825.88   | 0.14%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                  | Brink's Co. (The)                                                                    | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      613000 | PA      | $629360.36    | 0.04%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Grantor Trust                                                           | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 3139216D5<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     7755421 | PA      | $44764.29     | 0.00%             | 2041-12-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9030000 | NC      | $234355.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2024-3                                   | Newday Funding Master Issuer PLC - Series 2024-3, Series 2024-3X, Class E            | CUSIP: BCC3HZWF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2475000 | PA      | $3423556.52   | 0.20%             | 2032-11-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42073.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                   | VB-S1 Issuer LLC, Series 2026-1A, Class D                                            | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3710000 | PA      | $3677810.19   | 0.22%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        9943 | PA      | $10270.41     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2                 | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7070000 | PA      | $7141324.99   | 0.43%             | 2044-03-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $464063.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-1634614.91  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                            | Carriage Services, Inc.                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      521000 | PA      | $504748.86    | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2                 | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3243753.45   | 0.19%             | 2042-07-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Euro-Bund Future                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -319 | NC      | $18300.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-2                                   | Newday Funding Master Issuer PLC - Series 2025-2, Series 2025-2X, Class E            | CUSIP: BCC3MZ770<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     1000000 | PA      | $1361032.75   | 0.08%             | 2033-07-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                                 | Telecomunicaciones Digitales, S.A.                                                   | CUSIP: ZQ3057432<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1683403.75   | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-401880.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                           | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7348975.20   | 0.44%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                            | Cousins Properties L.P.                                                              | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $4108841.59   | 0.24%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                    | Fibercop S.p.A.                                                                      | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      523000 | PA      | $502841.02    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $676.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3370.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-186962.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15836 | PA      | $15797.19     | 0.00%             | 2033-11-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-99372.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         734 | PA      | $33.32        | 0.00%             | 2031-12-18      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Delphos Securities S.a.r.l. - Compartment Verdant Rock                             | Delphos Securities S.a.r.l. - Compartment Verdant Rock                               | CUSIP: DC3616976<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5475000 | PA      | $5201250.00   | 0.31%             | 2056-04-29      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                           | YPF S.A., Class D                                                                    | CUSIP: P9897X131<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       19698 | NS      | $956256.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      776000 | PA      | $681923.66    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                 | Arcos Dorados B.V.                                                                   | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     3145000 | PA      | $3295960.00   | 0.20%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BBVA Bancomer S.A.                                                                 | BBVA Bancomer S.A.                                                                   | CUSIP: YR2963183<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4510944.00   | 0.27%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -22200000 | NC      | $-81924.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A1                                    | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      368688 | PA      | $370412.55    | 0.02%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -17650000 | NC      | $-1764154.36  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       67385 | PA      | $7255.93      | 0.00%             | 2033-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       69888 | PA      | $76700.20     | 0.00%             | 2036-06-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-16606.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                    | CoreWeave, Inc.                                                                      | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      207000 | PA      | $208360.10    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       14272 | PA      | $1139.10      | 0.00%             | 2032-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      142000 | PA      | $144081.58    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                       | Barclays PLC                                                                         | CUSIP: BX3901796<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $4224225.70   | 0.25%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2024-R02, Class 1M2                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $6950616.33   | 0.41%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -220800000 | NC      | $-1604790.33  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                               | Bayer US Finance LLC                                                                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     4573000 | PA      | $4608180.55   | 0.27%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES5, Class A1B                                     | CUSIP: 74942CAB5<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |     1557732 | PA      | $1571010.49   | 0.09%             | 2055-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P.                                                                | EMRLD Borrower L.P., Incremental Term Loan B                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      455813 | PA      | $456964.13    | 0.03%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                              | Dominican Republic International Bond                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1135140.00   | 0.07%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** AIM Investment Funds (Invesco Investment Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer