# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-010052
**Filing Date:** 2025-12
**Character Count:** 1314148
**Document Hash:** 37fa067306c7ce40e383a59b0eb6dacf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010052.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002071691-25-010052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251606074

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Income Builder Fund (Series ID: S000015698)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000042871 | Class A      | JNBAX           |
| C000042872 | Class C      | JNBCX           |
| C000042873 | Class I      | JNBSX           |
| C000195048 | Class R6     | JNBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Income Builder Fund

- **b. EDGAR series identifier (if any):** S000015698

- **c. LEI of Series:** 64EDD3UF2MK5YCUN2U63

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8588132994.10

**Total Liabilities:** $117744612.35

**Net Assets:** $8470388381.75

**Cash Not Reported:** $65471931.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1502.66996000 | **1-Year:** 40096.81678000 | **5-Year:** 120276.07643000 | **10-Year:** 91180.45343000 | **30-Year:** 17297.62077000

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

- **3-Month:** 4930.03278000 | **1-Year:** 175495.79649000 | **5-Year:** 629119.47375000 | **10-Year:** 177029.78770000 | **30-Year:** 130334.67510000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000042873 | 2.06%                | 1.34%                | 0.96%                |
| Class ID C000042871 | 1.95%                | 1.43%                | 0.95%                |
| Class ID C000042872 | 1.91%                | 1.39%                | 0.82%                |
| Class ID C000195048 | 2.06%                | 1.44%                | 0.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3924403.70             | $104802252.66                              |
| Month 2  | $15967769.39             | $77395708.42                               |
| Month 3  | $50591928.65             | $-19580009.01                              |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Interactive LLC                                                     | Liberty Interactive LLC                                                                                | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     1702000 | PA      | $106375.00    | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4448000 | PA      | $4721196.16   | 0.06%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP, 1st Lien Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2738316 | PA      | $2740560.95   | 0.03%             | 2028-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| New Mexican Pesos                                                           | New Mexican Pesos                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |          89 | OU      | $4.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2019-L2, Class D                                                | CUSIP: 61768HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7075000 | PA      | $5520738.53   | 0.07%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1010000 | PA      | $1050400.00   | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                         | NuStar Logistics LP                                                                                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     3036000 | PA      | $3046352.76   | 0.04%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                      | SKF AB, Class B                                                                                        | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |       60053 | NS      | $1539280.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     5141000 | PA      | $4934439.25   | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43284 | PA      | $35334.64     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2850000 | PA      | $2827676.52   | 0.03%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                      | Sonic Automotive, Inc.                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     3836000 | PA      | $3730227.29   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc.                                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     2204000 | PA      | $1677588.18   | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Telecom Plus plc                                                            | Telecom Plus plc                                                                                       | CUSIP: N/A<br>LEI: 549300QGHDX5UKE58G86       | Long             | EC               | CORP              | GB        |       72876 | NS      | $1699855.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Option One Mortgage Acceptance Corp. Asset-Backed Certificates              | Option One Mortgage Accept Corp. Asset-Backed Certificates, Series 2003-5, Class A2                    | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      196336 | PA      | $204343.38    | 0.00%             | 2033-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      522000 | PA      | $492272.01    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                       | Diebold Nixdorf, Inc.                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     1924000 | PA      | $2037425.57   | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 14.00%, 11/07/2025                                                           | CUSIP: 95004P472<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       50788 | PA      | $18703486.40  | 0.22%             | 2025-11-07      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                     | American Home Mortgage Investment Trust, Series 2007-2, Class 12A1                                     | CUSIP: 02660CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3944673 | PA      | $1485822.11   | 0.02%             | 2037-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                               | Connecticut Avenue Securities, Series 2025-R01, Class 1B1                                              | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1594518.24   | 0.02%             | 2045-01-25      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      142000 | PA      | $142567.29    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                | Nutrien Ltd.                                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       75504 | NS      | $4112331.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NovaStar Mortgage Funding Trust                                             | NovaStar Mortgage Funding Trust, Series 2003-2, Class M2                                               | CUSIP: 66987WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      509604 | PA      | $516388.98    | 0.01%             | 2033-09-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                 | Ciena Corp.                                                                                            | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     2329000 | PA      | $2238094.01   | 0.03%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                     | Sensata Technologies BV                                                                                | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     1870000 | PA      | $1888139.00   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund                               | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares                                  | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    72131462 | NS      | $72131462.18  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                                         | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2976874 | PA      | $3017764.26   | 0.04%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       58426 | NS      | $15343251.86  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp, Series J                                                                                   | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1216117.95   | 0.01%             | 2027-04-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                       | Kraft Heinz Co. (The)                                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      150218 | NS      | $3714891.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2060576.00   | 0.02%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $406413.90    | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      470000 | PA      | $417125.00    | 0.00%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NMG, Inc.                                                                   | NMG, Inc.                                                                                              | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4386 | NS      | $546057.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Logista Integral SA                                                         | Logista Integral SA                                                                                    | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |       50067 | NS      | $1668594.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 06.10%, 11/21/2025                                                          | CUSIP: C79865595<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       39164 | PA      | $4524776.70   | 0.05%             | 2025-11-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                                                | China Yangtze Power Co. Ltd., Class A                                                                  | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      624700 | NS      | $2464472.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                   | Orange SA                                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      252940 | NS      | $4046123.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       28561 | NS      | $10897735.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      471000 | PA      | $515793.51    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2R3                                  | CUSIP: 14311NBG8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1399619.20   | 0.02%             | 2032-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $197713.59    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Blackfin Pipeline, LLC                                                      | Blackfin Pipeline LLC, 1st Lien Term Loan                                                              | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $549312.50    | 0.01%             | 2032-10-01      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                   | Mirion Technologies, Inc., 1st Lien Term Loan                                                          | CUSIP: 60470HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      271631 | PA      | $272989.63    | 0.00%             | 2032-06-04      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Asset-Backed Securities Corp. Home Equity Loan Trust                        | Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE2, Class M2                        | CUSIP: 04541GHX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15020 | PA      | $51070.61     | 0.00%             | 2034-04-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                 | Targa Resources Partners LP                                                                            | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1906000 | PA      | $1936339.84   | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     2624000 | PA      | $2563248.36   | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     9939000 | PA      | $9934919.05   | 0.12%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      618000 | PA      | $639079.36    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                             | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                                                  | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |      610711 | PA      | $609458.91    | 0.01%             | 2030-08-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     6556000 | PA      | $6722845.48   | 0.08%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     3066000 | PA      | $3138299.35   | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                       | Gulfport Energy Corp.                                                                                  | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       10612 | NS      | $1973938.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      389000 | PA      | $386831.52    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                  | Archer-Daniels-Midland Co.                                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       76422 | NS      | $4625823.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F                                           | CUSIP: 759950BV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      581123 | PA      | $377326.37    | 0.00%             | 2034-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2854000 | PA      | $3076697.62   | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $781760.63    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247741.41    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1350000 | PA      | $1392255.18   | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18006000 | PA      | $17825282.78  | 0.21%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                   | Telecom Italia Capital SA                                                                              | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      144000 | PA      | $151714.66    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    11991000 | PA      | $12088917.07  | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      619500 | PA      | $612096.98    | 0.01%             | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Blackrock, Inc.                                                             | Blackrock, Inc.                                                                                        | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        6973 | NS      | $7550434.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp.                                                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      745000 | PA      | $778525.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                  | Warnermedia Holdings, Inc.                                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      685000 | PA      | $549870.05    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                | Pacific Gas and Electric Co.                                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1111794.02   | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                          | BMW US Capital LLC                                                                                     | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240252.00    | 0.00%             | 2026-04-02      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62017 | PA      | $55071.75     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                | Ardagh Packaging Finance plc                                                                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4481000 | PA      | $1120250.00   | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Norwegian Krone                                                             | Norwegian Krone                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       11446 | OU      | $1129.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp, Series H                                                                          | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      625000 | PA      | $626268.75    | 0.01%             | 2025-11-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                           | Exxon Mobil Corp.                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      151813 | NS      | $17361334.68  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp., 1st Lien Term Loan B                                                                    | CUSIP: 39843GAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      429966 | PA      | $431578.66    | 0.01%             | 2029-01-24      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                             | BRAVO Residential Funding Trust, Series 2023-NQM5, Class B1                                            | CUSIP: 10569UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1263000 | PA      | $1265663.54   | 0.01%             | 2063-06-25      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                                  | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class BR                                     | CUSIP: 64134VAS5<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |     1200000 | PA      | $1199929.20   | 0.01%             | 2036-07-23      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2747000 | PA      | $2813688.92   | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-1F, Class 2A9                                                     | CUSIP: 3623417H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      759018 | PA      | $312431.11    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2380000 | PA      | $2510640.58   | 0.03%             | 2034-03-11      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     2100000 | PA      | $1623319.32   | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Toyota Credit de Puerto Rico Corp.                                          | Toyota Credit de Puerto Rico Corp.                                                                     | CUSIP: 8923A1F89<br>LEI: 549300C3PZBB11ZOEC65 | Long             | STIV             | CORP              | PR        |      129000 | PA      | $125879.08    | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                           | Hanesbrands, Inc.                                                                                      | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1750214.34   | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157992.10    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A8, Class 1A1                                                     | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56219 | PA      | $43709.76     | 0.00%             | 2035-11-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |        3398 | PA      | $494.49       | 0.00%             | 2164-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      772000 | PA      | $787895.48    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     7327000 | PA      | $7145630.37   | 0.08%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     2419000 | PA      | $1052265.00   | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $877950.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                     | Idemitsu Kosan Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      283200 | NS      | $1969303.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2033000 | PA      | $2126735.53   | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 10.00%, 11/07/2025                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       13500 | PA      | $4375542.98   | 0.05%             | 2025-11-07      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CME Group, Inc.                                                             | CME Group, Inc.                                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       69885 | NS      | $18553768.65  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-D, Class MF2                                                | CUSIP: 152314LN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223365 | PA      | $222741.63    | 0.00%             | 2034-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                                   | Haier Smart Home Co. Ltd., Class H                                                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |     1675400 | NS      | $5448209.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-20CB, Class 1A1                                                    | CUSIP: 12667GPT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75098 | PA      | $59689.63     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3028000 | PA      | $2579856.00   | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                        | Evonik Industries AG                                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       93168 | NS      | $1561313.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                       | Quanta Computer, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |      799036 | NS      | $7749235.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc.                                                                                     | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     2037000 | PA      | $1996000.28   | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $267680.00    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp., Series B                                                                               | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     1399871 | PA      | $0.01         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| COLEM Mortgage Trust                                                        | COLEM Mortgage Trust, Series 2022-HLNE, Class A                                                        | CUSIP: 12659JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2361275.75   | 0.03%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1093067.85   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                                         | Valero Energy Corp.                                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       23947 | NS      | $4060453.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                          | Citicorp Mortgage Securities Trust, Series 2007-4, Class 1A9                                           | CUSIP: 17312XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293166 | PA      | $257818.15    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2023-4, Class A1                                                    | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      245533 | PA      | $246071.64    | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                             | NCR Voyix Corp.                                                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108932.87    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC, 2nd Lien Term Loan                                                             | CUSIP: 82568TAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3215964 | PA      | $3117073.15   | 0.04%             | 2027-10-01      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                       | Kioxia Holdings Corp.                                                                                  | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     3822000 | PA      | $3946146.20   | 0.05%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                             | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M2                             | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2510000 | PA      | $2548002.15   | 0.03%             | 2055-05-25      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                   | Trinidad Generation UnLtd                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      836000 | PA      | $876128.00    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                              | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      730964 | PA      | $729363.66    | 0.01%             | 2029-12-13      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                                   | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                                                   | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      799458 | PA      | $806403.11    | 0.01%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp., 1st Lien Term Loan                                                         | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      910835 | PA      | $910079.10    | 0.01%             | 2029-02-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 06.30%, 11/21/2025                                                    | CUSIP: 61778Q583<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       10762 | PA      | $3606215.06   | 0.04%             | 2025-11-21      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1343396.47   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                             | Canadian Natural Resources Ltd.                                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      120284 | NS      | $3848093.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      880000 | PA      | $820154.98    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2019-6, Class B3                                                      | CUSIP: 03464VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1284815 | PA      | $1159379.28   | 0.01%             | 2059-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1908000 | PA      | $1941258.35   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        9860 | NS      | $615461.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $602673.00    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1                                                    | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301735 | PA      | $262828.96    | 0.00%             | 2035-11-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                              | BAWAG Group AG                                                                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |       10215 | NS      | $1320097.68   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $547242.50    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     7615000 | PA      | $7617474.88   | 0.09%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                         | Post Holdings, Inc.                                                                                    | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     6798000 | PA      | $6801412.60   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                   | Insight Enterprises, Inc.                                                                              | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      897000 | PA      | $918045.41    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54431.98     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                             | JH North America Holdings, Inc.                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1621465.70   | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                                        | Tourmaline Oil Corp.                                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       81761 | NS      | $3596189.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1218848.88   | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Warner Music Group Corp.                                                    | Warner Music Group Corp., Class A                                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      168330 | NS      | $5379826.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                               | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       40536 | NS      | $25079376.58  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Other                                                                                            | CUSIP: 3140NX4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1172057 | PA      | $1210433.94   | 0.01%             | 2035-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     4259000 | PA      | $4136792.68   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      410000 | PA      | $437289.60    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAC1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $880800.00    | 0.01%             | 2026-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), 1st Lien Term Loan C                                                                | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      528503 | PA      | $437288.73    | 0.01%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1063872.84   | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BR3                                   | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1399266.40   | 0.02%             | 2032-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                             | Goat Holdco LLC, 1st Lien Term Loan B                                                                  | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      388050 | PA      | $387564.94    | 0.00%             | 2032-01-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                 | Creative Artists Agency LLC, 1st Lien Term Loan                                                        | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      641664 | PA      | $642286.71    | 0.01%             | 2031-10-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1620000 | PA      | $1562797.80   | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                                  | Baxter International, Inc.                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      171696 | NS      | $3171225.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2006-2, Class 1A                                            | CUSIP: 61748HVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191756 | PA      | $175673.04    | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1                                          | CUSIP: 45670BAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3731745 | PA      | $2307900.80   | 0.03%             | 2037-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2006-2, Class 2A20                                               | CUSIP: 05949QBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129877 | PA      | $115252.03    | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                           | Uzbekneftegaz JSC                                                                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     1350000 | PA      | $1280812.50   | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1259883.13   | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                              | Rio Tinto Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       70096 | NS      | $6086178.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2514000 | PA      | $2679999.42   | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Certificates                 | Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A3                 | CUSIP: 86358RXZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           3 | PA      | $0.50         | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2006-S4, Class A5                                                 | CUSIP: 16162YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      812357 | PA      | $322925.97    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 25.80%, 11/07/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      130958 | PA      | $3560452.79   | 0.04%             | 2025-11-07      | Fixed         | 25.80%                | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                 | Telenor ASA                                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      335120 | NS      | $4983750.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | Goldman Sachs Bank USA                                                                                 | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320501.12    | 0.00%             | 2027-03-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 16.00%, 11/07/2025                                                           | CUSIP: 95004P464<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       24956 | PA      | $3852080.84   | 0.05%             | 2025-11-07      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5758000 | PA      | $5487706.24   | 0.06%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     1252000 | PA      | $1295674.91   | 0.02%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3144587.58   | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $5949606.64   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                           | BAT Capital Corp.                                                                                      | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      835000 | PA      | $883271.63    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Umicore SA                                                                  | Umicore SA                                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |       82810 | NS      | $1576914.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                                              | Mister Car Wash Holdings, Inc., 1st Lien Term Loan                                                     | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      321499 | PA      | $322360.72    | 0.00%             | 2031-03-27      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc., 1st Lien Term Loan B-2                                                       | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      115889 | PA      | $115166.18    | 0.00%             | 2030-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2004000 | PA      | $1960052.28   | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                      | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                                         | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      574000 | PA      | $577887.87    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     8169000 | PA      | $8237782.98   | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1149550.14   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                                                  | Mead Johnson Nutrition Co.                                                                             | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |      111000 | PA      | $110967.82    | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                      | Ardagh Metal Packaging Finance USA LLC                                                                 | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      687000 | PA      | $688771.09    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2401390.44   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      750100 | PA      | $646961.25    | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                            | Proofpoint, Inc., 1st Lien Term Loan                                                                   | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      647330 | PA      | $649666.76    | 0.01%             | 2028-08-31      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     5261000 | PA      | $5458571.59   | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2890000 | PA      | $2210316.51   | 0.03%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1093886.13   | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                          | Vodacom Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      192753 | NS      | $1560385.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                  | Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class B1                                   | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1068137.88   | 0.01%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS3, Class A2                                                 | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3070688 | PA      | $3067714.47   | 0.04%             | 2061-07-25      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    10417000 | PA      | $7164618.95   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      464000 | PA      | $413482.30    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                       | Wrangler Holdco Corp.                                                                                  | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1130620.59   | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-6CB, Class 1A4                                                     | CUSIP: 12667F5F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1654367 | PA      | $1417954.76   | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1090000 | PA      | $1044047.45   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                           | Alumina Pty. Ltd.                                                                                      | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1414000 | PA      | $1463286.38   | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                                       | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $480201.98    | 0.01%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      495000 | PA      | $436890.56    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                                                    | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      323000 | PA      | $323400.60    | 0.00%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                   | Saudi National Bank (The)                                                                              | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |      545367 | NS      | $5803009.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     3404000 | PA      | $3233753.37   | 0.04%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                          | General Motors Financial Co., Inc.                                                                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      490000 | PA      | $488339.52    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     6320000 | PA      | $6313680.00   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                  | National Bank of Greece SA                                                                             | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |      486979 | NS      | $7157871.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-23CB, Class A15                                                    | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      823386 | PA      | $668634.94    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, 1st Lien Term Loan                                                                  | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      425708 | PA      | $425444.12    | 0.01%             | 2030-05-06      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1450000 | PA      | $1241562.50   | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                                         | NASDAQ 100 E-Mini Index                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         220 | NC      | $4029757.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-1F, Class 2A3                                                     | CUSIP: 36242DVF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121164 | PA      | $84990.33     | 0.00%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7158000 | PA      | $7308958.64   | 0.09%             | 2040-01-25      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                  | Bear Stearns Asset-Backed Securities Trust, Series 2004-SD4, Class A1                                  | CUSIP: 073879MC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      461482 | PA      | $459568.35    | 0.01%             | 2044-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                               | Hologic, Inc.                                                                                          | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     4372000 | PA      | $4315600.76   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1154109.84   | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, REMIC, Series 5516, Class BZ                                                                    | CUSIP: 3137HKAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2281973 | PA      | $2276656.08   | 0.03%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                            | Republic of Iraq                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     1554688 | PA      | $1549836.88   | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                       | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                                          | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      711396 | PA      | $712975.55    | 0.01%             | 2031-02-03      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       36851 | NS      | $1057623.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                             | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                               | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2300473.80   | 0.03%             | 2032-08-08      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                              | Ubiquiti, Inc.                                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1736 | NS      | $1366544.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                                     | GCI LLC                                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     8852000 | PA      | $8638420.71   | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| South African Rand                                                          | South African Rand                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         422 | OU      | $24.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                            | Turkiye Varlik Fonu Yonetimi A/S                                                                       | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     1600000 | PA      | $1701600.00   | 0.02%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6975000 | PA      | $6960449.45   | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                                                | Exelon Corp.                                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2827389.06   | 0.03%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      410000 | PA      | $400742.08    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                   | Magna International, Inc.                                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       96221 | NS      | $4545722.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX                                                                          | BX, Series 2021-MFM1, Class G                                                                          | CUSIP: 05608VAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $523888.58    | 0.01%             | 2034-01-15      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2006-A, Class 1A1                                                | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      217310 | PA      | $207506.17    | 0.00%             | 2036-02-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 6A1                                                    | CUSIP: 12667FYV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282402 | PA      | $264522.68    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                      | Pembina Pipeline Corp.                                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      104139 | NS      | $3939692.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 08.20%, 11/07/2025                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       19052 | PA      | $4044889.53   | 0.05%             | 2025-11-07      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $361780.72    | 0.00%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co.                                                                 | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    14574000 | PA      | $14612285.90  | 0.17%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 22.50%, 11/07/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       38601 | PA      | $4406132.63   | 0.05%             | 2025-11-07      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175662.09    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     7416000 | PA      | $7407740.06   | 0.09%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5576000 | PA      | $5581119.38   | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp., 1st Lien Term Loan                                                                        | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      671754 | PA      | $673433.29    | 0.01%             | 2031-10-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                        | Ryanair Holdings plc                                                                                   | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      272481 | NS      | $8249529.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1201000 | PA      | $1092836.74   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      127313 | NS      | $3178964.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc.                                                                    | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4510000.00   | 0.05%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2228493.23   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2022-41                                                                                   | CUSIP: 38381EXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12579179 | PA      | $666115.34    | 0.01%             | 2063-04-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                 | NN Group NV                                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       27139 | NS      | $1857253.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | Allianz SE                                                                                             | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2267881.00   | 0.03%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 11.70%, 12/01/2025                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       48957 | PA      | $7669684.43   | 0.09%             | 2025-12-01      | Fixed         | 11.70%                | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1468390.00   | 0.02%             | 2030-10-09      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                | Ardagh Packaging Finance plc                                                                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4434000 | PA      | $1108500.00   | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                                      | RWE AG                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       49680 | NS      | $2445772.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                               | Yinson Bergenia Production BV                                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     1356000 | PA      | $1429088.40   | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                              | Vista Management Holding, Inc., 1st Lien Term Loan                                                     | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      152384 | PA      | $153336.54    | 0.00%             | 2031-04-01      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                        | ENEOS Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       58400 | NS      | $368429.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF Energia Electrica SA                                                    | YPF Energia Electrica SA                                                                               | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |      400000 | PA      | $394508.00    | 0.00%             | 2032-10-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Mid-America Apartment Communities, Inc.                                     | Mid-America Apartment Communities, Inc.                                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         906 | NS      | $116176.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12776040 | PA      | $8956004.04   | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      469000 | PA      | $443708.31    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                              | Hughes Satellite Systems Corp.                                                                         | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3046000 | PA      | $2882604.95   | 0.03%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7377033.57   | 0.09%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                | Yinson Boronia Production BV                                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     1410807 | PA      | $1539190.90   | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2018-KF50, Class B                                                        | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |      292590 | PA      | $281607.19    | 0.00%             | 2028-07-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC                                                         | Big River Steel LLC                                                                                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3188350.62   | 0.04%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lixil Corp.                                                                 | Lixil Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |       41300 | NS      | $457751.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                            | Sony Group Corp.                                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      577000 | NS      | $16069212.16  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                                  | Freenet AG                                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       53975 | NS      | $1678507.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-21                                                                                   | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25139671 | PA      | $1736590.63   | 0.02%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                    | Bristol-Myers Squibb Co.                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      263704 | NS      | $12148843.28  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC, 1st Lien Term Loan B-9                                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      603830 | PA      | $602731.39    | 0.01%             | 2031-06-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 13.60%, 11/21/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       27104 | PA      | $3219540.32   | 0.04%             | 2025-11-21      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Societe Generale de Gestion SA                                              | Societe Generale, ELN, 15.90%, 11/07/2025                                                              | CUSIP: 83371Q240<br>LEI: 96950035YGNIE3C1D663 | Long             | SN               | CORP              | FR        |       11213 | PA      | $6577009.14   | 0.08%             | 2025-11-07      | Fixed         | 15.90%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-21CB, Class A4                                                     | CUSIP: 12667GKD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      361271 | PA      | $271539.98    | 0.00%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The)                                                                                   | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2669000 | PA      | $2817044.09   | 0.03%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                  | Alibaba Group Holding Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      343107 | NS      | $7300887.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4552000 | PA      | $3725812.00   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-CR19, Class D                                                   | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12359 | PA      | $12049.50     | 0.00%             | 2047-08-10      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 15.10%, 11/21/2025                                                          | CUSIP: C79865587<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       64258 | PA      | $5896386.72   | 0.07%             | 2025-11-21      | Fixed         | 15.10%                | Yes           |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                    | Sierra Pacific Power Co.                                                                               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1763307.19   | 0.02%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                | Zimmer Biomet Holdings, Inc.                                                                           | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      720000 | PA      | $649283.67    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                         | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5207948 | PA      | $5235601.70   | 0.06%             | 2031-12-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       90000 | PA      | $90365.40     | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                  | Primo Water Holdings, Inc.                                                                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2623000 | PA      | $2624613.15   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                                | Wells Fargo Mortgage-Backed Securities Trust, Series 2007-15, Class A1                                 | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52068 | PA      | $51028.31     | 0.00%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2264000 | PA      | $2467069.48   | 0.03%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 10.40%, 11/07/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       16475 | PA      | $2885096.80   | 0.03%             | 2025-11-07      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| VARSITY BRANDS, Inc.                                                        | Varsity Brands, Inc., 1st Lien Term Loan                                                               | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5283425 | PA      | $5292671.00   | 0.06%             | 2031-08-26      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK5, Class D                                                                        | CUSIP: 06541WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $7537313.80   | 0.09%             | 2060-06-15      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                             | M/I Homes, Inc.                                                                                        | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129586.50    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2005-1, Class 1A1                                                              | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127062 | PA      | $123748.93    | 0.00%             | 2035-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 11A1                             | CUSIP: 225470FQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571963 | PA      | $69286.36     | 0.00%             | 2020-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1092374.83   | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $3247436.40   | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2                                       | CUSIP: 59020UVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83091 | PA      | $74988.66     | 0.00%             | 2035-04-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                          | Telstra Group Ltd.                                                                                     | CUSIP: 8796VQZJ5<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |      250000 | PA      | $248658.00    | 0.00%             | 2025-12-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      620000 | PA      | $563232.80    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                                 | Crosby US Acquisition Corp., 1st Lien Term Loan                                                        | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      250553 | PA      | $252029.20    | 0.00%             | 2029-08-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                      | State of Mongolia                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |      800000 | PA      | $732000.00    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Bifm CA Buyer, Inc.                                                         | BIFM CA Buyer, Inc., 1st Lien Term Loan                                                                | CUSIP: G0757GAH5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      251822 | PA      | $252373.56    | 0.00%             | 2028-05-31      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D                                        | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4730691.00   | 0.06%             | 2048-07-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1393000 | PA      | $1390988.23   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | Braskem Netherlands Finance BV                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $400968.75    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3718238.94   | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-PJ9, Class A1                                         | CUSIP: 36273FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6075937.20   | 0.07%             | 2056-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33168.18     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                       | Utz Quality Foods LLC, 1st Lien Term Loan B                                                            | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      323894 | PA      | $323450.20    | 0.00%             | 2032-01-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 10.70%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       12922 | PA      | $4663026.87   | 0.06%             | 2025-11-14      | Fixed         | 10.70%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                         | Post Holdings, Inc.                                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2502000 | PA      | $2571782.41   | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | Sotera Health Holdings LLC                                                                             | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     2502000 | PA      | $2629356.80   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B                                          | CUSIP: 126694D21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350977 | PA      | $322308.88    | 0.00%             | 2036-04-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                      | Aramark Services, Inc.                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $5172835.02   | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                         | PetroChina Co. Ltd., Class H                                                                           | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     6358198 | NS      | $6572587.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1123485.51   | 0.01%             | 2036-04-01      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       19195 | NS      | $550896.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-94                                                                                   | CUSIP: 38380PNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3679583 | PA      | $251814.44    | 0.00%             | 2062-03-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                             | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                                              | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2198742 | PA      | $2200885.77   | 0.03%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    10347000 | PA      | $9385246.35   | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class C                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1718919.98   | 0.02%             | 2047-03-14      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                 | McGraw-Hill Education, Inc.                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2008000 | PA      | $2003958.96   | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                               | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                                 | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |     1113406 | NS      | $4286317.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1646000 | PA      | $1765845.26   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EPIC Crude Services LP                                                      | EPIC Crude Services LP, 1st Lien Term Loan                                                             | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2400189 | PA      | $2409621.39   | 0.03%             | 2031-10-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 17.20%, 12/01/2025                                                           | CUSIP: 95004P399<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       38702 | PA      | $3110995.68   | 0.04%             | 2025-12-01      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                            | Modena Buyer LLC, 1st Lien Term Loan                                                                   | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      311850 | PA      | $304365.60    | 0.00%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      380000 | PA      | $381542.80    | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                         | First Horizon Alternative Mortgage Securities Trust, Series 2006-FA6, Class 3A1                        | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4453 | PA      | $0.04         | 0.00%             | 2021-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2025-NPL3, Class A1                                                                   | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      962720 | PA      | $970086.65    | 0.01%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      792000 | PA      | $818531.21    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3313000 | PA      | $3397136.95   | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2023-NQM3, Class A1                                                                  | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259360 | PA      | $259756.48    | 0.00%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10065000 | PA      | $9903097.43   | 0.12%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                                               | Cummins, Inc.                                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       10816 | NS      | $4733946.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A2                                              | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279531 | PA      | $122945.14    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-138, Class A                                                                         | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      768558 | PA      | $762620.54    | 0.01%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3259000 | PA      | $3352608.26   | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                     | National Bank of Canada                                                                                | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $252538.66    | 0.00%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3262000 | PA      | $2197968.22   | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                            | WULF Compute LLC                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4586632.86   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                             | Boyne USA, Inc.                                                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3530212.56   | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| News Corp.                                                                  | News Corp.                                                                                             | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2464774.66   | 0.03%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1330000 | PA      | $1430907.10   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $408545.24    | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                          | New Century Home Equity Loan Trust, Series 2004-2, Class M2                                            | CUSIP: 64352VGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15855 | PA      | $21906.47     | 0.00%             | 2034-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                       | International Business Machines Corp.                                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       15062 | NS      | $4630209.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc.                                                                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     4851000 | PA      | $5044857.80   | 0.06%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      430000 | PA      | $435063.32    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33521000 | PA      | $31873949.02  | 0.38%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                       | TC Ziraat Bankasi A/S                                                                                  | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2095000 | PA      | $2155231.25   | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN21, Class F                                                                        | CUSIP: 06540BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1112001.60   | 0.01%             | 2052-10-17      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Ayvens SA                                                                   | Ayvens SA                                                                                              | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |       21041 | NS      | $280714.21    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-4, Class B2                                          | CUSIP: 24381JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6508000 | PA      | $5303604.79   | 0.06%             | 2066-11-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     4750000 | PA      | $3743000.00   | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2003-4, Class 1A5                                                          | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375269 | PA      | $369064.78    | 0.00%             | 2033-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      722000 | PA      | $752794.02    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                           | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                                  | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      618603 | PA      | $616283.32    | 0.01%             | 2031-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                                    | Wuliangye Yibin Co. Ltd., Class A                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      111000 | NS      | $1854182.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                             | Osmose Utilities Services, Inc., 1st Lien Term Loan                                                    | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |      716383 | PA      | $685936.50    | 0.01%             | 2028-06-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                         | EUSHI Finance, Inc.                                                                                    | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2802477.47   | 0.03%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A6, Class 1A2                                                     | CUSIP: 466247TM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78529 | PA      | $74591.85     | 0.00%             | 2035-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                            | Transportadora de Gas del Sur SA                                                                       | CUSIP: N/A<br>LEI: 5299002TRC7IFQYSW596       | Long             | DBT              | CORP              | AR        |      365000 | PA      | $380330.00    | 0.00%             | 2031-07-24      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     8062000 | PA      | $5476310.21   | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1640496.00   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Series 2025-MN11, Class M2                                                                      | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     3771831 | PA      | $3750379.47   | 0.04%             | 2045-07-25      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                  | Constellation Brands, Inc., Class A                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       29038 | NS      | $3815012.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                 | Phillips 66                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       25429 | NS      | $3461904.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 12.00%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       93316 | PA      | $3852763.94   | 0.05%             | 2025-11-14      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $399925.00    | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      350000 | PA      | $337724.80    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M2                                   | CUSIP: 61746RHT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130619 | PA      | $129392.24    | 0.00%             | 2034-07-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       64782 | NS      | $4275612.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $766273.36    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B11, Class D                                                     | CUSIP: 08162BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2098986.00   | 0.02%             | 2052-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 14.00%, 12/01/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       74931 | PA      | $7578715.30   | 0.09%             | 2025-12-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                              | BHP Group Ltd.                                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       33900 | NS      | $965244.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Telecom Italia Capital SA                                                   | Telecom Italia Capital SA                                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $279594.04    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SASCO Mortgage Loan Trust                                                   | SASCO Mortgage Loan Trust, Series 2004-GEL3, Class M1                                                  | CUSIP: 80382UAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157892 | PA      | $158662.32    | 0.00%             | 2034-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      915000 | PA      | $807558.06    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                                              | Japan Metropolitan Fund Invest                                                                         | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        2890 | NS      | $2235624.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                   | Danone SA                                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       46650 | NS      | $4119971.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                   | Sanofi SA                                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       52395 | NS      | $5300427.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      486000 | PA      | $441056.97    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                      | Morgan Stanley Bank NA                                                                                 | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      455000 | PA      | $459022.55    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10                            | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5194386.00   | 0.06%             | 2054-07-25      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1945000 | PA      | $1334270.00   | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                        | Frontier Communications Parent, Inc.                                                                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       71225 | NS      | $2689456.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2895000 | PA      | $2889942.55   | 0.03%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                            | Paramount Global                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2248000 | PA      | $2203040.00   | 0.03%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc.                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2333994.88   | 0.03%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-85CB, Class 3A2                                                    | CUSIP: 12668BEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8713 | PA      | $8151.32      | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                    | Next plc                                                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       11791 | NS      | $2215413.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 12.50%, 11/07/2025                                                      | CUSIP: 60701B101<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       22084 | PA      | $3401977.23   | 0.04%             | 2025-11-07      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       93000 | PA      | $103695.00    | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    10261000 | PA      | $10348782.86  | 0.12%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan                                                          | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     6193790 | PA      | $6198435.45   | 0.07%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                              | Fortescue Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       31716 | NS      | $441081.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KF33, Class B                                                        | CUSIP: 30303CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566071 | PA      | $545284.54    | 0.01%             | 2027-06-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Government of Mongolia                                                      | State of Mongolia                                                                                      | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      340000 | PA      | $360825.00    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| GSK plc                                                                     | GSK plc                                                                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      356808 | NS      | $8354107.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 09.70%, 12/01/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20053 | PA      | $6850908.34   | 0.08%             | 2025-12-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                      | Dycom Industries, Inc.                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     5847000 | PA      | $5728821.84   | 0.07%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                        | Prime Security Services Borrower LLC                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1836707.88   | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2018-BN14, Class F                                                                        | CUSIP: 06035RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534000 | PA      | $836180.49    | 0.01%             | 2060-09-15      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2479000 | PA      | $2545695.02   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1362000 | PA      | $1402803.00   | 0.02%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2019-M11, Class X1                                                                   | CUSIP: 3136B4C71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4083552 | PA      | $110166.06    | 0.00%             | 2029-06-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $413681.76    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                 | Apple, Inc.                                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       60716 | NS      | $16415784.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-1F, Class 2A16                                                    | CUSIP: 362334AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      468647 | PA      | $192907.33    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                  | Edgewell Personal Care Co.                                                                             | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2570995.99   | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     8509000 | PA      | $8481674.20   | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust, Series 2025-7, Class CERT                                                | CUSIP: 17292DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301334 | PA      | $312242.54    | 0.00%             | 2031-10-20      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series I                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     8012000 | PA      | $8328361.83   | 0.10%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-P3, Class CERT                                  | CUSIP: 52604XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $402837.02    | 0.00%             | 2037-05-15      | Fixed         | 11.88%                | Yes           |                  3 | On Loan: No      |
| Cinemark USA, Inc.                                                          | Cinemark USA, Inc.                                                                                     | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      945000 | PA      | $979318.62    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                            | Clarivate Science Holdings Corp.                                                                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2416000 | PA      | $2326741.85   | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                   | Axalta Coating Systems Dutch Holding B BV                                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      832000 | PA      | $872319.55    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| British American Tobacco plc                                                | British American Tobacco plc                                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       85764 | NS      | $4392450.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2291127.70   | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale Fund Group                                                 | Societe Generale, ELN, 21.70%, 12/01/2025                                                              | CUSIP: 83371Q315<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       26970 | PA      | $4597634.71   | 0.05%             | 2025-12-01      | Fixed         | 21.70%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      464000 | PA      | $447506.15    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal, Series f2f                                                                           | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $351016.19    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1918000 | PA      | $2048707.86   | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                                     | Caixa Economica Federal                                                                                | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | NUSS              | BR        |     1570000 | PA      | $1589384.32   | 0.02%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2468000 | PA      | $2330985.67   | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2016-CR28, Class D                                                   | CUSIP: 12593YBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1158138.68   | 0.01%             | 2049-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 24.80%, 11/07/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      100453 | PA      | $3788815.98   | 0.04%             | 2025-11-07      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1959852 | PA      | $1678123.28   | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp                                                                                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      398000 | PA      | $416549.98    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                                             | Toyo Tire Corp.                                                                                        | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |       28800 | NS      | $787106.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc.                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     5884000 | PA      | $6102955.41   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      913000 | PA      | $868318.55    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                       | Incora Top Holdco LLC                                                                                  | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1672 | NS      | $48956.16     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1395000 | PA      | $1511803.35   | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FirstRand Ltd.                                                              | FirstRand Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      490346 | NS      | $2327131.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2                                  | CUSIP: 456606FB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132927 | PA      | $130465.80    | 0.00%             | 2034-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                  | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2522022 | PA      | $2524040.04   | 0.03%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB, Class A                                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       54753 | NS      | $1662345.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $3005503.82   | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series U                                                              | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1793738.55   | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Drax Group plc                                                              | Drax Group plc                                                                                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |      225370 | NS      | $2135986.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2005-2, Class 1A2                                                              | CUSIP: 45254NMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155523 | PA      | $154161.66    | 0.00%             | 2035-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3832000 | PA      | $3806293.79   | 0.04%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| TK Elevator Midco GmbH                                                      | TK Elevator Midco GmbH, 1st Lien Term Loan B-1                                                         | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      523310 | PA      | $526256.70    | 0.01%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                                          | DexKo Global, Inc., 1st Lien Term Loan                                                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3933843 | PA      | $3867676.19   | 0.05%             | 2028-10-04      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1049846.61   | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2493975.08   | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1093000 | PA      | $1092821.83   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                          | Devon Energy Corp.                                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       97100 | NS      | $3154779.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                        | NextEra Energy, Inc.                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      329740 | NS      | $26840836.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      604000 | PA      | $606008.04    | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      900000 | PA      | $767250.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     2600000 | PA      | $1881750.00   | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                     | Kirin Holdings Co. Ltd.                                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       83500 | NS      | $1174237.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                  | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      641471 | PA      | $640630.26    | 0.01%             | 2031-09-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1325250.00   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series GG                                                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1154018.88   | 0.01%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $2304471.37   | 0.03%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                               | Dornoch Debt Merger Sub, Inc.                                                                          | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2736000 | PA      | $2330766.22   | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     1200000 | PA      | $757500.00    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     2238000 | PA      | $2079681.87   | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1181133.95   | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6205000 | PA      | $6203262.23   | 0.07%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp.                                                                                         | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     1026880 | PA      | $0.01         | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| Sun Communities, Inc.                                                       | Sun Communities, Inc.                                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       27854 | NS      | $3526316.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E-Capital Trust II                                                     | ILFC E-Capital Trust II                                                                                | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     3358000 | PA      | $2869970.44   | 0.03%             | 2065-12-21      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                              | Somnigroup International, Inc.                                                                         | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2628692.66   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ICITII                                                                      | ICITII                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      865465 | PA      | $405833.81    | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                | Dai-ichi Life Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      106900 | NS      | $750330.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1350000 | PA      | $1329750.00   | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-12CB, Class 2A1                                                    | CUSIP: 12667FJP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13207 | PA      | $13227.06     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc., 1st Lien Term Loan                                                         | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      282654 | PA      | $282436.35    | 0.00%             | 2027-08-02      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| St. George's University Scholastic Services LLC                             | St. George's University Scholastic Services LLC, 1st Lien Term Loan                                    | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      487276 | PA      | $476799.34    | 0.01%             | 2029-02-12      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                                                       | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1218000 | PA      | $1260620.02   | 0.01%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                               | JB Hi-Fi Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |        2900 | NS      | $198378.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                   | Madison Safety & Flow LLC, 1st Lien Term Loan                                                          | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      467477 | PA      | $469230.45    | 0.01%             | 2031-09-26      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                          | DISH Network Corp.                                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $13075564.86  | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-13, Class A4                                              | CUSIP: 17025JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206076 | PA      | $92842.05     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2237745.67   | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2                                        | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100718 | PA      | $96074.39     | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                       | Sonic Healthcare Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       96544 | NS      | $1336227.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8357000 | PA      | $8385639.44   | 0.10%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                                    | Rite Aid                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        9684 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $801000.00    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 07.00%, 11/21/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       55571 | PA      | $5262762.83   | 0.06%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2005-QS17, Class A3                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378773 | PA      | $330465.40    | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                          | Vodafone Group plc                                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     3900108 | NS      | $4721373.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1877000 | PA      | $1770222.35   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B1                                        | CUSIP: 64828EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2199021.75   | 0.03%             | 2059-09-25      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      190000 | PA      | $144780.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      363000 | PA      | $354686.89    | 0.00%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                        | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      609615 | PA      | $607334.56    | 0.01%             | 2031-06-02      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust, Series 16-A                                                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     2598000 | PA      | $2598137.69   | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust, Series 2003-HE1, Class M1                                                                 | CUSIP: 36228FSU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435864 | PA      | $461707.67    | 0.01%             | 2033-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                             | MYT Holding LLC                                                                                        | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1342068 | NS      | $335517.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D                           | CUSIP: 61765LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5895660.00   | 0.07%             | 2048-05-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-153, Class SA                                                                        | CUSIP: 38381DR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15704996 | PA      | $575831.55    | 0.01%             | 2061-08-16      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc., 1st Lien Term Loan B-2                                                                   | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      610071 | PA      | $610717.96    | 0.01%             | 2031-05-09      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      955000 | PA      | $978228.56    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5452000 | PA      | $5189310.10   | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1459476.00   | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 3CB4                                      | CUSIP: 05950AAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308193 | PA      | $287493.07    | 0.00%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     4756000 | PA      | $4726583.19   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-48, Class FT                                                                         | CUSIP: 38380RZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1173360 | PA      | $1064188.28   | 0.01%             | 2062-12-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                          | New Zealand Dollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         352 | OU      | $201.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-2                                                                                    | CUSIP: 38380NW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6131527 | PA      | $265377.40    | 0.00%             | 2062-03-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 13.50%, 12/01/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       58517 | PA      | $5031764.25   | 0.06%             | 2025-12-01      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      868000 | PA      | $878398.64    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1206545.34   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR22, Class E                                                   | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1461800.00   | 0.02%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                      | Mercedes-Benz Group AG                                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       65864 | NS      | $4273557.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series N                                                                        | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247672.86    | 0.00%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 07.30%, 11/14/2025                                                          | CUSIP: C79865496<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       64896 | PA      | $4342301.83   | 0.05%             | 2025-11-14      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Cheil Worldwide, Inc.                                                       | Cheil Worldwide, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        8846 | NS      | $126238.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1406000 | PA      | $1383131.80   | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-10, Class 1A16                                            | CUSIP: 1266942N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      952870 | PA      | $372524.06    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3169000 | PA      | $3156712.52   | 0.04%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      727000 | PA      | $674709.94    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      464000 | PA      | $412633.05    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                             | NCR Voyix Corp.                                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     5206000 | PA      | $5152012.74   | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                       | Iridium Satellite LLC, 1st Lien Term Loan B                                                            | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      568570 | PA      | $532164.52    | 0.01%             | 2030-09-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                             | Adecco Group AG (Registered)                                                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       23618 | NS      | $658526.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                  | Carpenter Technology Corp.                                                                             | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      870000 | PA      | $896296.19    | 0.01%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1365850 | PA      | $1189655.35   | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                                    | Buttermilk Park CLO Ltd., Series 2018-1A, Class CR                                                     | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      931190 | PA      | $932413.58    | 0.01%             | 2031-10-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X                         | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18444445 | PA      | $2791135.19   | 0.03%             | 2035-09-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                              | CITI Asset Receivables Trust I, Series 2025-1, Class CERT                                              | CUSIP: 17302EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1077297 | PA      | $1070725.81   | 0.01%             | 2031-03-15      | Fixed         | 27.07%                | Yes           |                  3 | On Loan: No      |
| Yancoal Australia Ltd.                                                      | Yancoal Australia Ltd.                                                                                 | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |       78258 | NS      | $284744.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      481000 | PA      | $470418.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      515000 | PA      | $512827.34    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                                        | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7048237.00   | 0.08%             | 2044-02-25      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2624000 | PA      | $2575733.67   | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10004.83     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3952000 | PA      | $4450963.71   | 0.05%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-32CB, Class 2A5                                                    | CUSIP: 12667FP74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964533 | PA      | $956454.08    | 0.01%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                                  | Embarq LLC                                                                                             | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $1813320.00   | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.70%, 11/07/2025                                                    | CUSIP: 61778Q294<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       27496 | PA      | $4094139.49   | 0.05%             | 2025-11-07      | Fixed         | 13.70%                | No            |                  2 | On Loan: No      |
| Vend Marketplaces ASA                                                       | Vend Marketplaces ASA, Class B                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |       18071 | NS      | $622630.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB, Class A                                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      135009 | NS      | $1761777.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     4887000 | PA      | $4918271.91   | 0.06%             | 2026-03-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                  | Digital Realty Trust, Inc.                                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       18892 | NS      | $3219385.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R3, Class B1                                                   | CUSIP: 92538EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2147466.25   | 0.03%             | 2064-04-25      | Variable      | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Navoiyuran State Enterprise                                                 | Navoiyuran State Enterprise                                                                            | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | NUSS              | UZ        |     1400000 | PA      | $1414000.00   | 0.02%             | 2030-07-02      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                                          | Primo Brands Corp., 1st Lien Term Loan                                                                 | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     2491332 | PA      | $2497435.36   | 0.03%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                        | Edison International                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       72941 | NS      | $4039472.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2003-5, Class 1M2                                                          | CUSIP: 161546GN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98226 | PA      | $90363.57     | 0.00%             | 2032-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D                                        | CUSIP: 95001LAC6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1026331.13   | 0.01%             | 2051-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      657000 | PA      | $703811.25    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                                       | Global Payments, Inc.                                                                                  | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17009.78     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Man Group plc                                                               | Man Group plc                                                                                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |      187920 | NS      | $519187.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc.                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2366497.60   | 0.03%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1711000 | PA      | $1776757.15   | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                           | Johnson & Johnson                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      140052 | NS      | $26451621.24  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                                       | Vend Marketplaces ASA                                                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             |  | CORP              | NO        |       18071 | NS      | $40226.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2007-4, Class 8A1                                                | CUSIP: 05953YBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49640 | PA      | $40216.46     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR15, Class A1A1                            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18870 | PA      | $17816.83     | 0.00%             | 2045-11-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd.                                                        | Endeavour Group Ltd.                                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      166808 | NS      | $399080.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                                 | Emera, Inc., Series 16-A                                                                               | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     7618000 | PA      | $7654315.01   | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                           | Merck & Co., Inc.                                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      151007 | NS      | $12983581.86  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd.                                          | Digicel International Finance Ltd.                                                                     | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1345627.50   | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1442000 | PA      | $1481669.22   | 0.02%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3521000 | PA      | $3542928.79   | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      586385 | NS      | $3145148.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     2978977 | NS      | $3492819.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                              | DTE Energy Co.                                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       28424 | NS      | $3852588.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2372000 | PA      | $2416676.05   | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                  | AT&T, Inc.                                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      543094 | NS      | $13441576.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 4A1                                                    | CUSIP: 12667FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5448 | PA      | $4112.75      | 0.00%             | 2020-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     4097000 | PA      | $4101178.94   | 0.05%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                          | Hormel Foods Corp.                                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      157998 | NS      | $3411176.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                               | Swedish Krona                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |        6524 | OU      | $686.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2387000 | PA      | $2639664.26   | 0.03%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                   | Bank of Ireland Group plc                                                                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       95807 | NS      | $1568645.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                              | JELD-WEN, Inc.                                                                                         | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1398371.44   | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Midcontinent Communications                                                 | Midcontinent Communications                                                                            | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     3668000 | PA      | $3736191.79   | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 4A1                             | CUSIP: 22541SFB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614965 | PA      | $626097.67    | 0.01%             | 2034-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1500000 | PA      | $1497000.00   | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                                | PetSmart LLC                                                                                           | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4092000 | PA      | $4081565.40   | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                     | NESCO Holdings II, Inc.                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1187000 | PA      | $1160456.19   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                | Pfizer, Inc.                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      156229 | NS      | $3851044.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                         | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class D                          | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3290768.55   | 0.04%             | 2049-08-15      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      790000 | PA      | $772620.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1034659.02   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-195, Class IX                                                                        | CUSIP: 38380RLL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1697937 | PA      | $137245.12    | 0.00%             | 2062-12-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2612000 | PA      | $2669897.59   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2431000 | PA      | $2405395.25   | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2018-CD7, Class D                                                            | CUSIP: 12512JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1647827.20   | 0.02%             | 2051-08-15      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                       | DIRECTV Financing LLC, 1st Lien Term Loan                                                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      198269 | PA      | $198244.98    | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      620000 | PA      | $671912.60    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2015-GC28, Class D                                                | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     1053213 | PA      | $1005713.30   | 0.01%             | 2048-02-10      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      900000 | PA      | $1020843.00   | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $270865.55    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2461000 | PA      | $2518050.98   | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $2170000.00   | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                 | Taiwan Semiconductor Manufacturing Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     1838876 | NS      | $88927465.51  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                                  | Strabag SE                                                                                             | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |        7560 | NS      | $591682.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2502000 | PA      | $2877300.00   | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.30%, 11/14/2025                                                    | CUSIP: 61778Q435<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       10856 | PA      | $4878524.91   | 0.06%             | 2025-11-14      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4875517.54   | 0.06%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                 | QXO Building Products, Inc.                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3592327.91   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series Q                                                                       | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6957000 | PA      | $6976549.17   | 0.08%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      287095 | NS      | $519641.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                                  | Snap, Inc.                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      969000 | PA      | $990943.01    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                              | BE Semiconductor Industries NV                                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       11664 | NS      | $1988667.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 22.60%, 11/07/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       21994 | PA      | $4091810.62   | 0.05%             | 2025-11-07      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      177000 | PA      | $178537.78    | 0.00%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc., Series 20-A                                                                            | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    10157000 | PA      | $10225823.83  | 0.12%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                   | Kia Corp.                                                                                              | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       71106 | NS      | $5964273.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1787662.74   | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21491.21     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc.                                                                                     | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      619000 | PA      | $603086.31    | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      930000 | PA      | $922318.89    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $981843.92    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NCC AB                                                                      | NCC AB, Class B                                                                                        | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |       80975 | NS      | $1845897.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1158255.95   | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-3, Class D                                   | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $942912.12    | 0.01%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      990000 | PA      | $1039587.12   | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.40%, 11/07/2025                                                    | CUSIP: 61778Q302<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       46140 | PA      | $4989071.89   | 0.06%             | 2025-11-07      | Fixed         | 13.40%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2193288.24   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc., 1st Lien Term Loan                                                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      226975 | PA      | $227227.11    | 0.00%             | 2027-12-06      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                              | VT Topco, Inc., 1st Lien Term Loan                                                                     | CUSIP: 91838LAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      609204 | PA      | $598847.71    | 0.01%             | 2030-08-09      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Dexus                                                                       | Dexus                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       57176 | NS      | $272602.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     8889000 | PA      | $8332347.71   | 0.10%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                                               | Stryker Corp.                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1030776.96   | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      800000 | PA      | $845000.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1320000 | PA      | $1230490.80   | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc., 1st Lien Term Loan                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      955618 | PA      | $892757.27    | 0.01%             | 2029-08-23      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     3762000 | PA      | $3664210.57   | 0.04%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                        | GNMA, Series 2021-33                                                                                   | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7916423 | PA      | $510096.32    | 0.01%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                              | Structured Asset Mortgage Investments II Trust, Series 2005-AR3, Class 1A1                             | CUSIP: 86359LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1419551 | PA      | $1374054.91   | 0.02%             | 2035-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2593538.88   | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                              | SPX FLOW, Inc., 1st Lien Term Loan                                                                     | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2115374 | PA      | $2126056.65   | 0.03%             | 2029-04-05      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp., Series A                                                                               | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     2975149 | PA      | $0.03         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 2A1A                                         | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571698 | PA      | $461843.96    | 0.01%             | 2035-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                        | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2177000 | PA      | $2281197.75   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                    | Azule Energy Finance plc                                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $703500.00    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2006-AR5, Class 1A5A                                             | CUSIP: 17309FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282707 | PA      | $275844.83    | 0.00%             | 2036-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN19, Class C                                                                        | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $5442024.00   | 0.06%             | 2061-08-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                                              | Hydro One Ltd.                                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       10704 | NS      | $394793.71    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     7567000 | PA      | $7682321.08   | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                    | Spirit AeroSystems, Inc.                                                                               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     2416000 | PA      | $2537220.48   | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp.                                                     | Regions Financial Corp.                                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      335145 | NS      | $8110509.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1141356 | PA      | $1095581.97   | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1425000 | PA      | $1438116.54   | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4290000 | PA      | $4394191.23   | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                         | Banca Monte dei Paschi di Siena SpA                                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      276184 | NS      | $2422268.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A                                             | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83123 | PA      | $79532.16     | 0.00%             | 2045-08-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                      | Republic of Costa Rica                                                                                 | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1090000 | PA      | $1172840.00   | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                             | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |      288000 | PA      | $304776.00    | 0.00%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: —       |
| Maire SpA                                                                   | Maire SpA                                                                                              | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |      130706 | NS      | $1984514.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     2183627 | PA      | $2154922.76   | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class E                                         | CUSIP: 17328RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $2374476.30   | 0.03%             | 2053-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The), Series F                                                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6537000 | PA      | $6499051.41   | 0.08%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4755000 | PA      | $4836881.10   | 0.06%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2278370.60   | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61692700 | PA      | $61741299.04  | 0.73%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class B                                           | CUSIP: 17325HBS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $862980.39    | 0.01%             | 2050-04-14      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                           | Symphony CLO Ltd., Series 2018-19A, Class B                                                            | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400775.60   | 0.02%             | 2031-04-16      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      242000 | PA      | $236803.00    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                        | DBJPM Mortgage Trust, Series 2016-C3, Class D                                                          | CUSIP: 23312VAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3570000 | PA      | $2291904.66   | 0.03%             | 2049-08-10      | Variable      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Endo GUC Trust                                                              | Endo GUC Trust                                                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             |  | PF                | US        |      377311 | NS      | $216953.83    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                              | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                                                 | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      253561 | PA      | $249696.14    | 0.00%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-B, Class M2                                                       | CUSIP: 35729PDR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      219110 | PA      | $225379.63    | 0.00%             | 2034-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Temenos AG                                                                  | Temenos AG (Registered)                                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        8845 | NS      | $835128.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1                                             | CUSIP: 12669GKF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1434076 | PA      | $1349395.47   | 0.02%             | 2035-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Turkish Lira                                                                | Turkish Lira                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |          71 | OU      | $1.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA, 1st Lien Term Loan B-14                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      154784 | PA      | $154341.16    | 0.00%             | 2031-05-30      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                                | Dai Nippon Printing Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       77900 | NS      | $1300181.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                                                    | Ageas SA                                                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       24357 | NS      | $1611937.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       34152 | NS      | $3551808.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     9852000 | PA      | $9569310.65   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Orion OYJ                                                                   | Orion OYJ, Class B                                                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       45822 | NS      | $3199885.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 14.40%, 11/14/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       38037 | PA      | $10040241.72  | 0.12%             | 2025-11-14      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                       | DB Insurance Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       25354 | NS      | $2253557.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16476000 | PA      | $14912732.74  | 0.18%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-5, Class B1                                                    | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3826000 | PA      | $2838245.02   | 0.03%             | 2066-09-25      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                              | Synopsys, Inc.                                                                                         | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      875000 | PA      | $890580.85    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      395000 | PA      | $404313.67    | 0.00%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1072861.89   | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN3, Class M1                                                            | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     1350449 | PA      | $1352534.99   | 0.02%             | 2051-11-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      264000 | PA      | $259000.01    | 0.00%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1653636.88   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1349153.00   | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Intelsat SA                                                                 | Intelsat SA                                                                                            | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |      270380 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VASA Trust                                                                  | VASA Trust, Series 2021-VASA, Class G                                                                  | CUSIP: 92230AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $967119.39    | 0.01%             | 2039-07-15      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                                          | Atlas Arteria Ltd.                                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |      161081 | NS      | $511721.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5231000 | PA      | $5267695.47   | 0.06%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                                     | Federal Democratic Republic of Ethiopia                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |     1350000 | PA      | $1417500.00   | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                 | United Parcel Service, Inc., Class B                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       46918 | NS      | $4523833.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GQG Partners, Inc.                                                          | GQG Partners, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900I3AQSQQQA75U50       | Long             | EC               | CORP              | US        |      111798 | NS      | $114437.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                                          | Balfour Beatty plc                                                                                     | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |      277547 | NS      | $2452981.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      839000 | PA      | $828564.01    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                       | Athene Global Funding                                                                                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      335000 | PA      | $337347.35    | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                          | Saavi Energia Sarl                                                                                     | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1729000 | PA      | $1850030.00   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.60%, 12/01/2025                                                    | CUSIP: 61778Q708<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       75189 | PA      | $6064274.96   | 0.07%             | 2025-12-01      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     4575000 | PA      | $4869456.15   | 0.06%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp., 1st Lien Term Loan B-3                                                                 | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      322143 | PA      | $322242.58    | 0.00%             | 2029-07-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG (Registered)                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       53512 | NS      | $2047654.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                  | Simon Property Group, Inc.                                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       23959 | NS      | $4211033.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2735257.36   | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series FF                                                                       | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4378000 | PA      | $4425028.48   | 0.05%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1675172.60   | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chariot Buyer LLC, 1st Lien Term Loan                                                                  | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      534956 | PA      | $536292.96    | 0.01%             | 2032-09-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                              | Hewlett Packard Enterprise Co.                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      185785 | NS      | $4536869.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                     | SSAB AB, Class B                                                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      269851 | NS      | $1670888.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     6555000 | PA      | $6544650.97   | 0.08%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                  | Pike Corp., 1st Lien Term Loan                                                                         | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |      752884 | PA      | $757446.27    | 0.01%             | 2028-01-21      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3866000 | PA      | $3999261.02   | 0.05%             | 2027-08-15      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2022-KF132, Class CS                                                      | CUSIP: 30325VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7695845 | PA      | $7133145.86   | 0.08%             | 2032-02-25      | Floating      | 10.71%                | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3463000 | PA      | $3658191.30   | 0.04%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                               | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     3735230 | PA      | $3742252.42   | 0.04%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     1050000 | PA      | $1052299.50   | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil SA                                                          | Banco do Brasil SA                                                                                     | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      505901 | NS      | $2064997.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp.                                                    | Precision Drilling Corp.                                                                               | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      168000 | PA      | $168961.63    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     1482764 | PA      | $1484172.94   | 0.02%             | 2028-08-23      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                     | Eni SpA                                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      248771 | NS      | $4587208.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2006-S3, Class 1A2                                                | CUSIP: 16162XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1044571 | PA      | $440125.05    | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    17960000 | PA      | $4005080.00   | 0.05%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vinci SA                                                                    | Vinci SA                                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       90502 | NS      | $12101593.39  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      618000 | PA      | $641509.96    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     1330000 | PA      | $1370698.00   | 0.02%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      476000 | PA      | $482953.30    | 0.01%             | 2027-03-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets CMN Owner Trust                                        | Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A4                                          | CUSIP: 45254TMV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134200 | PA      | $90481.69     | 0.00%             | 2033-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-5, Class CERT                                              | CUSIP: 17302HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271713 | PA      | $274185.68    | 0.00%             | 2031-08-20      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                                         | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1109564 | PA      | $1086454.34   | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                                    | Axalta Coating Systems US Holdings, Inc., 1st Lien Term Loan B-7                                       | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      440824 | PA      | $441247.42    | 0.01%             | 2029-12-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Series 2025-MN11, Class M1                                                                      | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     2728144 | PA      | $2716752.22   | 0.03%             | 2045-07-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     9330000 | PA      | $6342681.41   | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-13CB, Class A4                                                     | CUSIP: 12667GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      666815 | PA      | $577062.27    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                            | Virgin Media Secured Finance plc                                                                       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     4295000 | PA      | $4216103.43   | 0.05%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      880000 | PA      | $799427.20    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1143681.42   | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-13                                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2024094 | PA      | $2014823.40   | 0.02%             | 2030-09-19      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                         | LVMH Moet Hennessy Louis Vuitton SE                                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       17308 | NS      | $12233695.76  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                      | SES SA                                                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      270380 | NS      | $3920510.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS US Finance LLC                                                        | INEOS US Finance LLC, 1st Lien Term Loan                                                               | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     4951234 | PA      | $4242613.06   | 0.05%             | 2030-02-18      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series X                                                                              | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5615000 | PA      | $5578496.89   | 0.07%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                       | Kingston Airport Revenue Finance Ltd.                                                                  | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1299000 | PA      | $1318485.00   | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class G                                                    | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2148000.00   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB                                                                                            | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $357854.89    | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources SA                                                            | CSN Resources SA                                                                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $704610.00    | 0.01%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1092506.97   | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RELX plc                                                                    | RELX plc                                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      603176 | NS      | $26658205.51  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2024-32                                                                                   | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    50029978 | PA      | $2532522.51   | 0.03%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR24, Class D                                                   | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2134000 | PA      | $1963173.30   | 0.02%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                              | Prudential plc                                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      182492 | NS      | $2538115.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 19.30%, 11/14/2025                                                          | CUSIP: C79865504<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       25894 | PA      | $5001120.14   | 0.06%             | 2025-11-14      | Fixed         | 19.30%                | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      515000 | PA      | $432711.60    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1459575.00   | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1900000 | PA      | $1852500.00   | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                | MPT Operating Partnership LP                                                                           | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1682578.90   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1426948.81   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                      | Suriname Government International Bond                                                                 | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1975000 | PA      | $1986850.00   | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $2967884.56   | 0.04%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A8, Class 4A1                                                     | CUSIP: 466247YZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      928679 | PA      | $759825.50    | 0.01%             | 2035-11-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2023-6, Class B1                                                    | CUSIP: 92539XAE4<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3530663.15   | 0.04%             | 2068-09-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Orion Advisor Solutions, Inc.                                               | Orion Advisor Solutions, Inc., 1st Lien Term Loan                                                      | CUSIP: 68627BAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530650 | PA      | $532061.58    | 0.01%             | 2030-09-24      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1049798.36   | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore plc                                                                | Glencore plc                                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      502090 | NS      | $2405297.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                   | Mapfre SA                                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      279722 | NS      | $1235347.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class C                                   | CUSIP: 46643TBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1926232 | PA      | $1815685.55   | 0.02%             | 2048-01-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200012.77    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $636738.16    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2                                                    | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1419734.28   | 0.02%             | 2033-12-25      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $334301.21    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                                      | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |     1683867 | PA      | $1694039.26   | 0.02%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50572.65     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2022-3, Class F                                   | CUSIP: 02528GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505115.45    | 0.01%             | 2029-05-14      | Fixed         | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                          | Koninklijke KPN NV                                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     2085658 | NS      | $9651306.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp. of India Ltd.                                              | Power Grid Corp. of India Ltd.                                                                         | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |     1415952 | NS      | $4594034.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-169                                                                                  | CUSIP: 38381DY87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10606093 | PA      | $871985.25    | 0.01%             | 2061-06-16      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1661000 | PA      | $1630697.88   | 0.02%             | 2027-02-12      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      880000 | PA      | $877360.00    | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Luxco Finance SPV SARL                                              | Trinseo Luxco Finance SPV Sarl                                                                         | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2848103 | PA      | $939873.99    | 0.01%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                                         | General Mills, Inc.                                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       77604 | NS      | $3617122.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Holdings LLC                                                | First Advantage Holdings LLC, 1st Lien Term Loan B-3                                                   | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3543734 | PA      | $3441851.33   | 0.04%             | 2031-10-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        1700 | NS      | $156722.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                      | Guardian US Holdco LLC, 1st Lien Term Loan                                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |      441649 | PA      | $441742.04    | 0.01%             | 2030-01-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                              | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                     | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2930163 | PA      | $2929899.63   | 0.03%             | 2031-11-19      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                          | TriNet Group, Inc.                                                                                     | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2173663.06   | 0.03%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     2100000 | PA      | $1950637.50   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                   | Airbus SE                                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       10206 | NS      | $2516505.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                                    | Lancashire Holdings Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |      153139 | NS      | $1344748.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2005-6, Class 1A2                                                | CUSIP: 05946XM26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      967649 | PA      | $800773.78    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                  | Dryden Senior Loan Fund, Series 2015-37A, Class AR                                                     | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |      267311 | PA      | $267478.70    | 0.00%             | 2031-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                         | NuStar Logistics LP                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1999603.20   | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 20.20%, 12/01/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      169953 | PA      | $3972339.30   | 0.05%             | 2025-12-01      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2004-A6, Class 1A1                                                     | CUSIP: 466247GR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18382 | PA      | $16467.21     | 0.00%             | 2034-12-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                      | AXA SA                                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       82649 | NS      | $3586008.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whatabrands LLC, 1st Lien Term Loan B                                                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530151 | PA      | $531105.51    | 0.01%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      132000 | PA      | $122100.00    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHEC Loan Trust                                                             | CHEC Loan Trust, Series 2004-1, Class M1                                                               | CUSIP: 162765AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373178 | PA      | $374465.28    | 0.00%             | 2034-07-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J2, Class 1A5                                                      | CUSIP: 12667F6A8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825602 | PA      | $2186016.29   | 0.03%             | 2035-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2331000 | PA      | $2348421.89   | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480000 | PA      | $1497972.68   | 0.02%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series T                                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4682000 | PA      | $4720902.74   | 0.06%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                                | Infosys Ltd.                                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       63635 | NS      | $1054431.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                            | Powszechny Zaklad Ubezpieczen SA                                                                       | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       87694 | NS      | $1402154.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7740000 | PA      | $7427482.02   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3                        | CUSIP: 3137FJZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $365887.20    | 0.00%             | 2028-11-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                        | Prime Security Services Borrower LLC                                                                   | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2129000 | PA      | $2134239.47   | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                                           | Knife River Corp.                                                                                      | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3104000 | PA      | $3251651.07   | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-50CB, Class 4A1                                                    | CUSIP: 12668ALL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         919 | PA      | $895.24       | 0.00%             | 2020-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd.                                                          | H World Group Ltd.                                                                                     | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      128670 | NS      | $4966662.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3516000 | PA      | $3493031.38   | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2016-CR28, Class C                                                   | CUSIP: 12593YBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1860761.00   | 0.02%             | 2049-02-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A14, Class A1                                      | CUSIP: 45660LS83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122395 | PA      | $52955.80     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                        | Barrick Mining Corp.                                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      107747 | NS      | $3536894.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      247000 | PA      | $247252.62    | 0.00%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                                                        | Magnetite Ltd., Series 2023-39A, Class BR                                                              | CUSIP: 559924AL9<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249997.75    | 0.00%             | 2037-01-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                                                      | OMV AG                                                                                                 | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       58477 | NS      | $3201391.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1345000 | PA      | $1374809.24   | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1155000 | PA      | $1171170.00   | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A3             | CUSIP: 9393362F9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      334105 | PA      | $325181.95    | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $571608.16    | 0.01%             | 2030-03-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| M&G plc                                                                     | M&G plc                                                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |      530052 | NS      | $1835130.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2479000 | PA      | $2526324.11   | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                                | Rivers Enterprise Lender LLC                                                                           | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      656000 | PA      | $661346.73    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $644788.13    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                       | United Airlines, Inc.                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3298100.93   | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                 | HOCHTIEF AG                                                                                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |        5691 | NS      | $1633538.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust, Series 2004-3, Class M2                                                | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      252195 | PA      | $269810.73    | 0.00%             | 2034-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8905000 | PA      | $10427924.20  | 0.12%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies plc                                                      | Trane Technologies plc                                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       38596 | NS      | $17316095.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9970000 | PA      | $10092441.57  | 0.12%             | 2034-09-23      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                  | Lamb Weston Holdings, Inc.                                                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     6455000 | PA      | $6234500.43   | 0.07%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5814000 | PA      | $6217346.25   | 0.07%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      570000 | PA      | $505875.00    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                  | ROCK Trust, Series 2024-CNTR, Class E                                                                  | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8925000 | PA      | $9418472.18   | 0.11%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2078000 | PA      | $2128701.12   | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-1, Class 1A7             | CUSIP: 93935PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2182106 | PA      | $1668880.48   | 0.02%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2006-A7, Class 2A4                                                     | CUSIP: 46629DAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265972 | PA      | $213237.59    | 0.00%             | 2037-01-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                        | BBCMS Mortgage Trust, Series 2017-C1, Class D                                                          | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2887000 | PA      | $1992143.17   | 0.02%             | 2050-02-15      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2667000 | PA      | $2669973.71   | 0.03%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     4810363 | PA      | $3467726.71   | 0.04%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: —       |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2006-A8, Class 3A1                                      | CUSIP: 761119AP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2567654 | PA      | $1076021.00   | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       70060 | NS      | $4054372.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN16, Class D                                                                        | CUSIP: 065405AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1998648.25   | 0.02%             | 2052-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Transnet                                                                    | Transnet                                                                                               | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |     1000000 | PA      | $1055940.00   | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      480399 | PA      | $392375.07    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1497000 | PA      | $1614517.49   | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos LLC                                                              | NCR Atleos LLC, 1st Lien Term Loan B                                                                   | CUSIP: 63001PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      157867 | PA      | $157932.97    | 0.00%             | 2029-04-16      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      910000 | PA      | $890617.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $4309475.00   | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1                             | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251586 | PA      | $230594.01    | 0.00%             | 2035-12-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), 1st Lien Term Loan B-2                                                           | CUSIP: 26928BAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      739707 | PA      | $747872.93    | 0.01%             | 2028-06-30      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2020-B21, Class E                                                     | CUSIP: 08163LBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1325736.50   | 0.02%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2921240.14   | 0.03%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      997000 | PA      | $1042356.52   | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                               | China Merchants Bank Co. Ltd., Class H                                                                 | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      903000 | NS      | $5660488.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     2567000 | PA      | $2445118.84   | 0.03%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                         | Haidilao International Holding Ltd.                                                                    | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |     1164156 | NS      | $1918426.28   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $3021713.74   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     4450000 | PA      | $4436650.00   | 0.05%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Great-West Lifeco, Inc.                                                     | Great-West Lifeco, Inc.                                                                                | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      109356 | NS      | $4636061.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                                                 | Intesa Sanpaolo Funding LLC                                                                            | CUSIP: 4611K1BP9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      478000 | PA      | $471352.69    | 0.01%             | 2026-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Nasdaq Equity Premium Income ETF                                   | JPMorgan Nasdaq Equity Premium Income ETF                                                              | CUSIP: 46654Q203<br>LEI: 549300QY7QH8W9EILZ23 | Long             |  | RF                | US        |    14246711 | NS      | $841980620.10 | 9.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group plc                                                           | TP ICAP Group plc                                                                                      | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |      335513 | NS      | $1157173.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD3, Class A4                                                           | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3690607.50   | 0.04%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                                                     | Incora Intermediate II LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       39990 | NS      | $468282.90    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Leslie's Poolmart, Inc.                                                     | Leslie's Poolmart, Inc., 1st Lien Term Loan B                                                          | CUSIP: 52706YAJ2<br>LEI: 549300MZRH1GJYUMRM83 | Long             | LON              | CORP              | US        |      553716 | PA      | $206259.16    | 0.00%             | 2028-03-09      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $524125.00    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A8CB, Class A11                                    | CUSIP: 45660LSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1252661 | PA      | $695985.07    | 0.01%             | 2035-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                            | Weyerhaeuser Co.                                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      107451 | NS      | $2471373.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RealPage, Inc.                                                              | RealPage, Inc., 1st Lien Term Loan                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      423014 | PA      | $421999.24    | 0.00%             | 2028-04-24      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                   | PPL Capital Funding, Inc., Series A                                                                    | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     4388000 | PA      | $4314938.79   | 0.05%             | 2067-03-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC, 1st Lien Term Loan B                                                          | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      232500 | PA      | $232307.03    | 0.00%             | 2032-10-12      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                          | SBA Small Business Investment Cos., Series 2023-10A, Class 1                                           | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1128519 | PA      | $1151457.01   | 0.01%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                       | Claire's Stores, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |        4186 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Forvia SE                                                                   | Forvia SE                                                                                              | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      766000 | PA      | $777008.95    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC                                                                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198000 | PA      | $189443.37    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     9774000 | PA      | $2223585.00   | 0.03%             | 2026-11-27      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                                         | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                                         | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2183741 | PA      | $2221286.94   | 0.03%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.80%, 12/01/2025                                                    | CUSIP: 61778Q690<br>LEI: N/A                  | Long             | SN               | CORP              | US        |       26523 | PA      | $4560843.87   | 0.05%             | 2025-12-01      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                                                   | Bank Central Asia Tbk. PT                                                                              | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     6328600 | NS      | $3240192.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-78                                                                                   | CUSIP: 38381MPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    75399334 | PA      | $5415315.89   | 0.06%             | 2063-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                                   | Amundi SA                                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       14890 | NS      | $1103830.95   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2250000 | PA      | $2486250.00   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                         | Fuyao Glass Industry Group Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      589287 | NS      | $5247794.47   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eskom Holdings                                                              | Eskom Holdings                                                                                         | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     2200000 | PA      | $2350735.42   | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15751.85     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                            | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     3692008 | PA      | $3746636.90   | 0.04%             | 2049-10-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc., 1st Lien Term Loan                                                                         | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     3888211 | PA      | $2918919.05   | 0.03%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       70704 | NS      | $4637311.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                                              | HDFC Bank Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      800608 | NS      | $8901839.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3729000 | PA      | $3739907.33   | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      590131 | NS      | $6013546.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5404000 | PA      | $5734908.54   | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                    | Enel SpA                                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      776712 | NS      | $7857032.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Venator Materials plc                                                       | Venator Materials plc                                                                                  | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |        4415 | NS      | $827812.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                 | Endo Finance Holdings, Inc., 1st Lien Term Loan                                                        | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      595244 | PA      | $591374.63    | 0.01%             | 2031-04-23      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2900000 | PA      | $2388150.00   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1020036.88   | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                  | Eiffage SA                                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       12265 | NS      | $1509206.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP, 1st Lien Term Loan                                                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     3031562 | PA      | $3018738.59   | 0.04%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP5, Class CERT                                 | CUSIP: 52608RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $1490995.65   | 0.02%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      441191 | PA      | $441676.77    | 0.01%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                                 | Realtek Semiconductor Corp.                                                                            | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |      381986 | NS      | $6378656.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                            | Novo Nordisk A/S, Class B                                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       66518 | NS      | $3274795.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                          | Vodafone Group plc                                                                                     | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6106000 | PA      | $5732228.54   | 0.07%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                        | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-WF1, Class 2A5                       | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         713 | PA      | $717.19       | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3376000 | PA      | $3715710.00   | 0.04%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                  | Upstart Pass-Through Trust, Series 2022-PT3, Class A                                                   | CUSIP: 91681DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287073 | PA      | $285052.25    | 0.00%             | 2030-04-20      | Variable      | 19.15%                | Yes           |                  3 | On Loan: No      |
| Enpro, Inc.                                                                 | Enpro, Inc.                                                                                            | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      926000 | PA      | $947266.52    | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp.                                                                                  | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1780293.64   | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Regency Centers Corp.                                                       | Regency Centers Corp.                                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       52558 | NS      | $3623874.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3751076.84   | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1367000 | PA      | $1199382.56   | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1                                             | CUSIP: 126694UL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425661 | PA      | $382738.42    | 0.00%             | 2036-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                         | Imperial Brands plc                                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        6084 | NS      | $241743.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     4485000 | PA      | $1020337.50   | 0.01%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien PIK Term Loan                                                                | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5450663 | PA      | $3720622.87   | 0.04%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Republic of Montenegro                                                      | Republic of Montenegro                                                                                 | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      700000 | PA      | $751450.00    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       69313 | NS      | $3907866.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     5949000 | PA      | $5838552.06   | 0.07%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                             | Synaptics, Inc.                                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     2089000 | PA      | $2005193.71   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BX Mortgage Trust                                                           | BX Mortgage Trust, Series 2025-BIO3, Class D                                                           | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475000 | PA      | $472396.62    | 0.01%             | 2042-02-10      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2006-AR3, Class 1A1A                                             | CUSIP: 17306SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      749083 | PA      | $707950.36    | 0.01%             | 2036-06-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-3, Class 1A1                                                 | CUSIP: 576434L93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65006 | PA      | $59529.31     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-9                                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      336054 | PA      | $336118.01    | 0.00%             | 2027-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class CR3                                   | CUSIP: 14312HBL9<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |      899000 | PA      | $897388.99    | 0.01%             | 2034-04-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2022-1A, Class BR                                                                | CUSIP: 92918UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1179912.68   | 0.01%             | 2035-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Konecranes OYJ                                                              | Konecranes OYJ                                                                                         | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       24212 | NS      | $2389909.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     1119000 | PA      | $1192294.50   | 0.01%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Corp. Ltd.                                                          | Venture Corp. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |       42200 | NS      | $482928.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                  | CSMC Mortgage-Backed Trust, Series 2006-8, Class 5A1                                                   | CUSIP: 22942MBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23152 | PA      | $21491.99     | 0.00%             | 2026-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2450000 | PA      | $1359750.00   | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1600000 | PA      | $1548496.00   | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                                                    | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     3351211 | PA      | $3360812.81   | 0.04%             | 2044-05-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                                                  | Power Assets Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |      281500 | NS      | $1788298.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1156146.41   | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                       | Rocket Software, Inc., 1st Lien Term Loan                                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     2834757 | PA      | $2821348.60   | 0.03%             | 2028-11-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3781000 | PA      | $3858869.70   | 0.05%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $209000.00    | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                        | Banco de Sabadell SA                                                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      333440 | NS      | $1250032.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1547000 | PA      | $1582981.67   | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     4515000 | PA      | $4404515.69   | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                   | Toyota Motor Credit Corp.                                                                              | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78198.63     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                   | Gjensidige Forsikring ASA                                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       37828 | NS      | $1018037.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MASTR Asset-Backed Securities Trust                                         | MASTR Asset-Backed Securities Trust, Series 2004-OPT2, Class M2                                        | CUSIP: 57643LEX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42746 | PA      | $44512.82     | 0.00%             | 2034-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                            | Shinhan Financial Group Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |       99571 | NS      | $5114218.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                                            | Delek Group Ltd.                                                                                       | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |        3115 | NS      | $818986.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3980000 | PA      | $3980000.00   | 0.05%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                      | Crown Finance US, Inc., 1st Lien Term Loan                                                             | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2819109 | PA      | $2811553.41   | 0.03%             | 2031-12-02      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3320000 | PA      | $3471534.76   | 0.04%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4788600.00   | 0.06%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                      | General Dynamics Corp.                                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2942 | NS      | $1014695.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                          | Imola Merger Corp.                                                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10299000 | PA      | $10151779.50  | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      589212 | PA      | $587474.19    | 0.01%             | 2031-01-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      556000 | PA      | $572093.60    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A                               | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300820 | PA      | $294060.30    | 0.00%             | 2034-10-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2605482.16   | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $12900.69     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series B                                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1249595.78   | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       74000 | PA      | $69808.47     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      673000 | PA      | $710252.58    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, 15.70%, 12/01/2025                                                    | CUSIP: 65543G614<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       55038 | PA      | $4027524.10   | 0.05%             | 2025-12-01      | Fixed         | 15.70%                | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                | Wal-Mart de Mexico SAB de CV                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     2326005 | NS      | $7699723.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     3023000 | PA      | $3190226.31   | 0.04%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                     | Volkswagen Group of America Finance LLC                                                                | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200178.00    | 0.00%             | 2026-03-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $426250.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KC03, Class B                                                        | CUSIP: 30297UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2304000 | PA      | $2287353.60   | 0.03%             | 2026-01-25      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CommScope, Inc.                                                             | CommScope, Inc., 1st Lien Term Loan                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2445000 | PA      | $2464266.60   | 0.03%             | 2029-12-18      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      891000 | PA      | $858530.71    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                                | Valaris Ltd.                                                                                           | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      848000 | PA      | $884385.14    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Mori Hills REIT Investment Corp.                                            | Mori Hills REIT Investment Corp.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |          84 | NS      | $79679.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      267000 | PA      | $276757.70    | 0.00%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2207000 | PA      | $2205851.26   | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                       | TransDigm Group, Inc.                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2975 | NS      | $3892817.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                             | CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C                                               | CUSIP: 12635RBD9<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     2156562 | PA      | $2150150.32   | 0.03%             | 2048-11-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Wistron Corp.                                                               | Wistron Corp.                                                                                          | CUSIP: N/A<br>LEI: 254900DIEONKUALBFM06       | Long             | EC               | CORP              | TW        |      662827 | NS      | $3212273.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                      | Amkor Technology, Inc.                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1463000 | PA      | $1488282.10   | 0.02%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                                       | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3325000 | PA      | $3345950.49   | 0.04%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                                        | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2073503 | PA      | $2129028.05   | 0.03%             | 2039-06-25      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                        | Owens-Brockway Glass Container, Inc.                                                                   | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     2113000 | PA      | $2113459.83   | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                                              | Cosmo Energy Holdings Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |       25700 | NS      | $586869.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                                | Ventas, Inc.                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       62369 | NS      | $4602208.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                                                | CUSIP: 05571BY64<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |      250000 | PA      | $249835.83    | 0.00%             | 2025-11-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1950000 | PA      | $1977300.00   | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      402000 | PA      | $398694.88    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp.                                                                                         | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     3803000 | PA      | $0.04         | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Acushnet Co.                                                                | Acushnet Co.                                                                                           | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1066452.84   | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                       | Claire's Stores, Inc., 1st Lien Term Loan B                                                            | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1869799 | PA      | $0.02         | 0.00%             | 2026-12-18      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 15.90%, 11/14/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       40814 | PA      | $18628476.65  | 0.22%             | 2025-11-14      | Fixed         | 15.90%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     3513000 | PA      | $3673417.63   | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2990680.20   | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tesco plc                                                                   | Tesco plc                                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     1011206 | NS      | $6102298.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, 1st Lien Term Loan                                                                  | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      225000 | PA      | $225492.75    | 0.00%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                         | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      562247 | PA      | $562618.06    | 0.01%             | 2030-07-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                                 | FANUC Corp.                                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       46900 | NS      | $1565120.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                | Iberdrola SA                                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       92520 | NS      | $1875033.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R1, Class B1                                                   | CUSIP: 92538BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1841439.00   | 0.02%             | 2063-10-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Randstad NV                                                                 | Randstad NV                                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       14218 | NS      | $557215.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3022000 | PA      | $3035093.39   | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 18.90%, 11/21/2025                                                      | CUSIP: 60701B234<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        8981 | PA      | $4371613.22   | 0.05%             | 2025-11-21      | Fixed         | 18.90%                | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV5, Class A2                                                             | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      817129 | PA      | $828843.05    | 0.01%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    22457000 | PA      | $21826433.49  | 0.26%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2539988.17   | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                   | Consolidated Edison, Inc.                                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       37541 | NS      | $3656868.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8601000 | PA      | $8353842.52   | 0.10%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1883000 | PA      | $1842585.55   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      457000 | PA      | $458124.22    | 0.01%             | 2026-08-03      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp.                                                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $9002648.20   | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-4, Class M1                                            | CUSIP: 759950BT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1057852 | PA      | $969079.52    | 0.01%             | 2034-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2257902.48   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      948000 | PA      | $847563.53    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      274000 | PA      | $284870.45    | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1881416.61   | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                            | Societe Generale, ELN, 13.30%, 11/21/2025                                                              | CUSIP: 83371Q299<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       15116 | PA      | $2801580.06   | 0.03%             | 2025-11-21      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2A5                               | CUSIP: 225458PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1783350 | PA      | $1161093.17   | 0.01%             | 2035-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3                        | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11615000 | PA      | $89342.58     | 0.00%             | 2026-07-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      261000 | PA      | $256728.64    | 0.00%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The)                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      229391 | NS      | $21571929.64  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1269004.23   | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2671000 | PA      | $2444071.04   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3738000 | PA      | $3709454.76   | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Boise Cascade Co.                                                           | Boise Cascade Co.                                                                                      | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |      852000 | PA      | $840578.17    | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kyushu Railway Co.                                                          | Kyushu Railway Co.                                                                                     | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |       74700 | NS      | $1894454.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS5, Class D                                                 | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $426098.45    | 0.01%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class E                                       | CUSIP: 94989HBR0<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1339380.00   | 0.02%             | 2048-05-15      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                           | DCert Buyer, Inc., 2nd Lien Term Loan                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      145000 | PA      | $130137.50    | 0.00%             | 2029-02-16      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                          | Kimco Realty Corp.                                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      178958 | NS      | $3697272.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      575000 | PA      | $661098.20    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3461432.38   | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series W                                                     | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1701000 | PA      | $1745333.16   | 0.02%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2136553.69   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KG01, Class B                                                        | CUSIP: 30298CAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4765000 | PA      | $4355950.00   | 0.05%             | 2029-04-25      | Variable      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       59099 | NS      | $2154921.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2023-KF149, Class CS                                                      | CUSIP: 35709HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7828585 | PA      | $7984267.02   | 0.09%             | 2032-12-25      | Floating      | 10.46%                | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                              | Madison Park Funding Ltd., Series 2021-49A, Class B1R                                                  | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $898425.00    | 0.01%             | 2034-10-19      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Snam SpA                                                                    | Snam SpA                                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      261671 | NS      | $1613886.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8291160 | PA      | $6085711.44   | 0.07%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      301000 | PA      | $312922.97    | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     4547000 | PA      | $4203454.14   | 0.05%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-86CB, Class A4                                                     | CUSIP: 12668BFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259557 | PA      | $146349.86    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                    | Diamondback Energy, Inc.                                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       22045 | NS      | $3156623.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co. Ltd.                                         | Electric Power Development Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |       97700 | NS      | $1856860.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                 | ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1, Class M2                                 | CUSIP: 004421EX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      546080 | PA      | $502079.64    | 0.01%             | 2034-04-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1                                            | CUSIP: 126694M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1363354 | PA      | $1207284.84   | 0.01%             | 2046-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2025-MN11, Class B1                                                           | CUSIP: 35563YAC4<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     1660000 | PA      | $1688529.42   | 0.02%             | 2045-07-25      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| NOS SGPS SA                                                                 | NOS SGPS SA                                                                                            | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |      360433 | NS      | $1561807.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                                      | BP plc                                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     1155397 | NS      | $6769252.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                                 | Swiss Franc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |           0 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     4657000 | PA      | $5048979.69   | 0.06%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Income ETF                                                         | JPMorgan Income ETF                                                                                    | CUSIP: 46641Q159<br>LEI: 549300CYQ8KHPO2GR356 | Long             |  | RF                | US        |      514265 | NS      | $23867038.65  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                   | Orkla ASA                                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       64900 | NS      | $659144.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18271.66     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                | Vistra Corp.                                                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1486590.46   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Chugoku Electric Power Co., Inc. (The)                                      | Chugoku Electric Power Co., Inc. (The)                                                                 | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | EC               | CORP              | JP        |      137300 | NS      | $763841.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                    | Itau Unibanco Holding SA (Preference)                                                                  | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |      430943 | NS      | $3166419.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series C                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3334224.67   | 0.04%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class D                                        | CUSIP: 94989JBH8<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |     5823502 | PA      | $5474208.78   | 0.06%             | 2048-05-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     6221000 | PA      | $5711632.30   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $2926630.74   | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                           | Singapore Telecommunications Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      835500 | NS      | $2727114.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jscb Agrobank                                                               | Jscb Agrobank                                                                                          | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      700000 | PA      | $762125.00    | 0.01%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| RXO, Inc.                                                                   | RXO, Inc.                                                                                              | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     2956000 | PA      | $3011425.00   | 0.04%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      266000 | PA      | $275582.49    | 0.00%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      856000 | PA      | $885127.00    | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1                                        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $5303741.56   | 0.06%             | 2041-10-25      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD6, Class C                                                            | CUSIP: 125039AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370690 | PA      | $1280270.10   | 0.02%             | 2050-11-13      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13578 | PA      | $12062.55     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1472416.42   | 0.02%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2435231.65   | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                | LyondellBasell Industries NV, Class A                                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       52273 | NS      | $2426512.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                                   | Enagas SA                                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       27592 | NS      | $437780.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36586.84     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                             | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class D                                               | CUSIP: 12532AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $826714.00    | 0.01%             | 2049-11-10      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133695.21    | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                                                    | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $421348.20    | 0.00%             | 2041-10-25      | Floating      | 11.68%                | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     1808000 | PA      | $1833662.75   | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co., Series BB                                                                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8146000 | PA      | $8085513.51   | 0.10%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      535000 | PA      | $569434.21    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1618000 | PA      | $1884468.42   | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Conservice Midco LLC                                                        | Conservice Midco LLC, 1st Lien Term Loan                                                               | CUSIP: 20848PAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      924875 | PA      | $924486.08    | 0.01%             | 2030-05-13      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                      | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6250000 | PA      | $5887225.00   | 0.07%             | 2049-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2005-AR3, Class 3A1                                           | CUSIP: 45660LFK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123686 | PA      | $115643.48    | 0.00%             | 2035-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     8398000 | PA      | $6047777.71   | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 15.60%, 11/14/2025                                                    | CUSIP: 61778Q427<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       78508 | PA      | $4210380.39   | 0.05%             | 2025-11-14      | Fixed         | 15.60%                | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                  | Impac Secured Assets Trust, Series 2007-3, Class A1B                                                   | CUSIP: 45257VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1187347 | PA      | $1046765.64   | 0.01%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6604000 | PA      | $6917379.61   | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN24, Class C                                                                        | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5313724.80   | 0.06%             | 2062-11-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      392000 | PA      | $409710.56    | 0.00%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series W                                                              | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4001000 | PA      | $4244932.97   | 0.05%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2430520.02   | 0.03%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1628000 | PA      | $1830474.36   | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: —       |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6156.95      | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     7245000 | PA      | $7292193.93   | 0.09%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255382.59    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                          | Dryden CLO Ltd., Series 2019-68A, Class BRR                                                            | CUSIP: 26252QAU6<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $650214.50    | 0.01%             | 2035-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     6083000 | PA      | $6133653.14   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Telia Co. AB                                                                | Telia Co. AB                                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      548633 | NS      | $2159787.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinese Renminbi (Yuan)                                                     | Chinese Renminbi (Yuan)                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |         216 | OU      | $30.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1760020.00   | 0.02%             | 2048-04-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                             | Santander UK Group Holdings plc                                                                        | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1127000 | PA      | $1128233.40   | 0.01%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                             | Plains All American Pipeline LP                                                                        | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $200437.33    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOF Group ASA                                                               | DOF Group ASA                                                                                          | CUSIP: N/A<br>LEI: 213800GIV9N2A714T434       | Long             | EC               | CORP              | NO        |      167766 | NS      | $1503977.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings, Inc.                                                   | Pola Orbis Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |       36900 | NS      | $317925.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2585175.76   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      141000 | PA      | $141106.97    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust, Series 2005-2, Class 3A1                                               | CUSIP: 007036GT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234894 | PA      | $234248.67    | 0.00%             | 2035-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                                       | Bank Rakyat Indonesia Persero Tbk. PT                                                                  | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |    23957843 | NS      | $5731201.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3605250.97   | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2024-2, Class E                                   | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $538099.28    | 0.01%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 12.60%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       69494 | PA      | $3672926.72   | 0.04%             | 2025-11-14      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                          | ITC Holdings Corp.                                                                                     | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31924.28     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2004-OPT3, Class M1                                                                 | CUSIP: 04542BGV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15549 | PA      | $15550.30     | 0.00%             | 2033-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                     | Equitable Financial Life Global Funding                                                                | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      272000 | PA      | $272269.82    | 0.00%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                                        | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6822138 | PA      | $6961468.13   | 0.08%             | 2039-10-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                                | TriMas Corp.                                                                                           | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $4356052.99   | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J1, Class 3A1                                                      | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8278 | PA      | $8375.54      | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1768000 | PA      | $1796326.90   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Clorox Co. (The)                                                            | Clorox Co. (The)                                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       31713 | NS      | $3566443.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39234.77     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                           | RingCentral, Inc.                                                                                      | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     3887000 | PA      | $4139511.18   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     3822000 | PA      | $3834861.03   | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                                     | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1323768.81   | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      944000 | PA      | $969449.30    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Japanese Yen                                                                | Japanese Yen                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |        2114 | OU      | $13.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                           | Eversource Energy                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       61485 | NS      | $4538207.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc                                                | Ardagh Packaging Finance plc                                                                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3482200.00   | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      268000 | PA      | $263599.78    | 0.00%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 16.30%, 11/14/2025                                                          | CUSIP: C79865512<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       14648 | PA      | $3184762.86   | 0.04%             | 2025-11-14      | Fixed         | 16.30%                | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP, 1st Lien Term Loan B                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      811891 | PA      | $809431.05    | 0.01%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                  | KT&G Corp.                                                                                             | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        6407 | NS      | $602974.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     6453000 | PA      | $6725742.50   | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                             | AGL Energy Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      320128 | NS      | $1939229.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                            | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      515868 | PA      | $514479.91    | 0.01%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D                                        | CUSIP: 95001JAC1<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     1517000 | PA      | $1173877.51   | 0.01%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5406000 | PA      | $5742507.28   | 0.07%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                         | Japan Tobacco, Inc.                                                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       34800 | NS      | $1212185.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class A                                                                   | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3488579.18   | 0.04%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                                | Avient Corp.                                                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1152718.56   | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1968480.78   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A3                                                      | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192201 | PA      | $114394.24    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-HYB1, Class 2A2C                                          | CUSIP: 126694WL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1174303 | PA      | $1099893.71   | 0.01%             | 2036-03-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                   | CNX Midstream Partners LP                                                                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      828000 | PA      | $792562.84    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                              | Anywhere Real Estate Group LLC                                                                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5203000 | PA      | $4789598.24   | 0.06%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      372000 | PA      | $373244.34    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust, Series 2007-3, Class 1A1                                                       | CUSIP: 81744MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184017 | PA      | $159780.27    | 0.00%             | 2036-07-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                            | Societe Generale, ELN, 06.40%, 12/01/2025                                                              | CUSIP: 83371Q323<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       11671 | PA      | $6250028.18   | 0.07%             | 2025-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D                                              | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1426385.00   | 0.02%             | 2047-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp., 1st Lien Term Loan B                                                    | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |      469062 | PA      | $465741.54    | 0.01%             | 2031-05-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                       | Avantor Funding, Inc.                                                                                  | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     6986000 | PA      | $6873752.45   | 0.08%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                    | Darden Restaurants, Inc.                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       20548 | NS      | $3701722.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                                           | iHeartMedia, Inc., Class A                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      122091 | NS      | $362610.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                                               | Severstal PAO                                                                                          | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       10260 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248137.63    | 0.00%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    11828000 | PA      | $591400.00    | 0.01%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1522000 | PA      | $1597961.22   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      944000 | PA      | $985234.86    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     2770000 | PA      | $2790775.00   | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                          | Vital Energy, Inc.                                                                                     | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3851677.06   | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A                                                  | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1004397 | PA      | $907144.35    | 0.01%             | 2045-08-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1404039.96   | 0.02%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 2nd Lien PIK Term Loan                                                                | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2198057 | PA      | $486869.61    | 0.01%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| SCE Trust VI                                                                | SCE Trust VI                                                                                           | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      332786 | NS      | $5447706.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AHP Health Partners, Inc.                                                   | AHP Health Partners, Inc., 1st Lien Term Loan B                                                        | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      370861 | PA      | $372022.20    | 0.00%             | 2032-09-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                       | Tencent Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      230754 | NS      | $18743631.15  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1050000 | PA      | $1048971.84   | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| AZZ, Inc.                                                                   | AZZ, Inc., 1st Lien Term Loan                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      147746 | PA      | $148078.27    | 0.00%             | 2029-05-14      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                         | Take-Two Interactive Software, Inc.                                                                    | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6748.42      | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc.                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     8710000 | PA      | $8440675.65   | 0.10%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust, Series 2004-2, Class MV2                                                 | CUSIP: 805564QL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83716 | PA      | $98325.70     | 0.00%             | 2035-08-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1944000 | PA      | $2022257.59   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                            | Marriott Ownership Resorts, Inc.                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      926000 | PA      | $892343.88    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1294000 | PA      | $1365911.11   | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Insignia Financial Ltd.                                                     | Insignia Financial Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493000NLB9VUM2IHC87       | Long             | EC               | CORP              | AU        |      183321 | NS      | $543358.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series X                                                              | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6484000 | PA      | $6871561.65   | 0.08%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       87628 | NS      | $32389937.64  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2004-HE1, Class M1                                                                  | CUSIP: 04542BJP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      308646 | PA      | $313873.29    | 0.00%             | 2034-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                             | Canadian Dollar                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     4193131 | OU      | $2989647.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                                          | Vertiv Group Corp., 1st Lien Term Loan B-4                                                             | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |      493281 | PA      | $494095.38    | 0.01%             | 2032-08-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4017000 | PA      | $4022471.15   | 0.05%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-K724, Class X2B                                                      | CUSIP: 30295XAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723044 | PA      | $419.22       | 0.00%             | 2049-12-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2018-B1, Class D                                                      | CUSIP: 08162PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      975000 | PA      | $555560.17    | 0.01%             | 2051-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                           | Masterbrand, Inc.                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     2004000 | PA      | $2078737.18   | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gates Global LLC                                                            | Gates Global LLC, 1st Lien Term Loan B-4                                                               | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      488220 | PA      | $487658.08    | 0.01%             | 2029-11-16      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      575000 | PA      | $576393.74    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                     | CD&R Smokey Buyer, Inc.                                                                                | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3398000 | PA      | $2378364.86   | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                       | Axon Enterprise, Inc.                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      479000 | PA      | $491951.21    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                                   | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1816000 | PA      | $1881332.42   | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $403535.31    | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5226000 | PA      | $5488622.18   | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                 | Capital One Financial Corp., Series M                                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5396000 | PA      | $5302769.53   | 0.06%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                                                  | Arca Continental SAB de CV                                                                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |      221129 | NS      | $2139816.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc.                                                                                     | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2320197.48   | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Gabonese Republic                                                           | Gabonese Republic                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     2035000 | PA      | $1589335.00   | 0.02%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2926380 | PA      | $2801871.13   | 0.03%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC23, Class E                                                   | CUSIP: 12636FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1215087.75   | 0.01%             | 2048-10-10      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1397392.62   | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC, 1st Lien Term Loan                                                          | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      485000 | PA      | $485649.90    | 0.01%             | 2030-12-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                    | ABB Ltd. (Registered)                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       63687 | NS      | $4734972.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.40%, 11/07/2025                                                    | CUSIP: 61778Q369<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        7997 | PA      | $7365754.75   | 0.09%             | 2025-11-07      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      969000 | PA      | $947364.56    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 06.70%, 11/21/2025                                                    | CUSIP: 61778Q567<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11409 | PA      | $8954937.74   | 0.11%             | 2025-11-21      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                  | Dana, Inc.                                                                                             | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     1719000 | PA      | $1717315.38   | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      283287 | NS      | $12661013.52  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                       | IG Group Holdings plc                                                                                  | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       41644 | NS      | $609567.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                | ams-OSRAM AG                                                                                           | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     3316000 | PA      | $3568254.75   | 0.04%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                  | Impac Secured Assets Trust, Series 2007-3, Class A1C                                                   | CUSIP: 45257VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1989610 | PA      | $1763326.29   | 0.02%             | 2037-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5676000 | PA      | $5994667.67   | 0.07%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B14, Class E                                                     | CUSIP: 08162YAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1415000 | PA      | $464640.44    | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                         | Abbott Laboratories                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       88227 | NS      | $10906621.74  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN24, Class D                                                                        | CUSIP: 06540VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $787360.60    | 0.01%             | 2062-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      530000 | PA      | $517008.64    | 0.01%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| International Paper Co.                                                     | International Paper Co.                                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       76616 | NS      | $2960442.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     4421000 | PA      | $4391643.68   | 0.05%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                        | Meta Platforms, Inc., Class A                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       15253 | NS      | $9889282.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1247000 | PA      | $1310882.04   | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-4CB, Class 2A5                                                     | CUSIP: 12668BPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      436969 | PA      | $329277.65    | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                               | Medtronic plc                                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       98128 | NS      | $8900209.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                               | Koninklijke Ahold Delhaize NV                                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       76504 | NS      | $3131354.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                                 | Xerox Corp.                                                                                            | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1313859.82   | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: —       |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2864000 | PA      | $2723027.91   | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Betsson AB                                                                  | Betsson AB, Class B                                                                                    | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |       97050 | NS      | $1512487.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      377000 | PA      | $390702.80    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4172000 | PA      | $4165976.30   | 0.05%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                   | Deutsche Telekom International Finance BV                                                              | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      878000 | PA      | $1033118.29   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1900000 | PA      | $1321312.25   | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                                         | Altice Financing SA                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     4343000 | PA      | $3159619.36   | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 4CB1                                      | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      586537 | PA      | $555162.97    | 0.01%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust, Series 2021-SFR8, Class G                                                  | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6080000 | PA      | $5965993.31   | 0.07%             | 2038-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2019-GC40, Class D                                                | CUSIP: 36257HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $2720620.26   | 0.03%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1784970.00   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2018-BN15, Class E                                                                        | CUSIP: 06036FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $769368.50    | 0.01%             | 2061-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      357000 | PA      | $366966.39    | 0.00%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $2886157.15   | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC                                                                            | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1896174.16   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2021-3, Class B1                                                      | CUSIP: 19688FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1814979.75   | 0.02%             | 2066-09-27      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1165020.75   | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5570000 | PA      | $2832345.00   | 0.03%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                  | Grifols SA                                                                                             | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     3309000 | PA      | $3199607.11   | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 11.20%, 11/07/2025                                                           | CUSIP: 95004P456<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       18936 | PA      | $4155183.33   | 0.05%             | 2025-11-07      | Fixed         | 11.20%                | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $637072.64    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series T                                                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     8023000 | PA      | $7790507.90   | 0.09%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                         | Baytex Energy Corp.                                                                                    | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     1407000 | PA      | $1385451.65   | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                              | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1                             | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2506291 | PA      | $2077385.34   | 0.02%             | 2047-05-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 11.30%, 11/14/2025                                                    | CUSIP: 61778Q401<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      213588 | PA      | $3806044.18   | 0.04%             | 2025-11-14      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc., 1st Lien Term Loan                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      788462 | PA      | $784393.65    | 0.01%             | 2029-02-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                       | Navoi Mining & Metallurgical Combinat                                                                  | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      940000 | PA      | $1004625.00   | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2266497.54   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                         | Clean Harbors, Inc.                                                                                    | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1831000 | PA      | $1871272.63   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-1, Class M1                                            | CUSIP: 759950AS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113002 | PA      | $102708.01    | 0.00%             | 2033-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                       | Directv Financing LLC                                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4210197.87   | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2021-2A, Class B                                                        | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $470593.20    | 0.01%             | 2032-04-20      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg Sarl                                                                                     | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      415000 | PA      | $431720.35    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| USI, Inc.                                                                   | USI, Inc., 1st Lien Term Loan D                                                                        | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      518749 | PA      | $519267.88    | 0.01%             | 2029-11-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR5, Class 6A1                             | CUSIP: 22541SJE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113443 | PA      | $111621.42    | 0.00%             | 2034-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                  | Warnermedia Holdings, Inc.                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3511000 | PA      | $3215856.56   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4250000 | PA      | $4495186.75   | 0.05%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust, Series 2021-909, Class E                                                | CUSIP: 67076XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3522365.50   | 0.04%             | 2043-04-10      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16928.42     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1029154.18   | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc.                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1563239.43   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                          | Kimberly-Clark de Mexico SAB de CV, Class A                                                            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |      627107 | NS      | $1215497.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD5, Class D                                                            | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1831000 | PA      | $1672673.25   | 0.02%             | 2050-08-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                  | Phoenix Group Holdings plc                                                                             | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |      262173 | NS      | $2322548.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                           | Lenovo Group Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      618000 | NS      | $901568.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                             | ASML Holding NV                                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       37319 | NS      | $39457741.55  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2630225.55   | 0.03%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3009174 | PA      | $3009174.32   | 0.04%             | 2026-06-30      | Variable      | 15.83%                | No            |                  3 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      554000 | PA      | $545690.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2006-S3, Class 2A4                                                     | CUSIP: 46629ABU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6862 | PA      | $6323.56      | 0.00%             | 2021-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                          | MIWD Holdco II LLC                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1196000 | PA      | $1160477.60   | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                              | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2                                                    | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1849058.40   | 0.02%             | 2033-08-25      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2676275.00   | 0.03%             | 2030-03-08      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BFF Bank SpA                                                                | BFF Bank SpA                                                                                           | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |       93228 | NS      | $1125310.92   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1532000 | PA      | $1559387.56   | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Investec plc                                                                | Investec plc                                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |      165809 | NS      | $1248482.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp.                                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      464000 | PA      | $470386.15    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       24392 | NS      | $3520497.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-19CB, Class A15                                                    | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      382906 | PA      | $214273.75    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6001.79      | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | Braskem Netherlands Finance BV                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1287000 | PA      | $525739.50    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Sage Group plc (The)                                                        | Sage Group plc (The)                                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       62544 | NS      | $945376.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                                      | Shoprite Holdings Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       43043 | NS      | $720093.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR27, Class D                                                   | CUSIP: 12635QAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $434005.00    | 0.01%             | 2048-10-10      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), 1st Lien Term Loan B-3                                                           | CUSIP: 26928BAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245276 | PA      | $236936.36    | 0.00%             | 2029-11-30      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3080000 | PA      | $3259569.88   | 0.04%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 19.70%, 11/21/2025                                                           | CUSIP: 95004P423<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       24582 | PA      | $6065566.03   | 0.07%             | 2025-11-21      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                              | BPER Banca SpA                                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      172869 | NS      | $2071299.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                                   | BCE, Inc.                                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      167218 | NS      | $3822330.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI Asset Receivables Trust I                                              | CITI Asset Receivables Trust I, Series 2025-2, Class CERT                                              | CUSIP: 17292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511226 | PA      | $512708.29    | 0.01%             | 2031-05-20      | Fixed         | 24.76%                | Yes           |                  3 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1016000 | PA      | $1099185.00   | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                    | Trinity Industries, Inc.                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     2548000 | PA      | $2640986.71   | 0.03%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      221195 | PA      | $190780.47    | 0.00%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 09.70%, 11/21/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       58313 | PA      | $4030075.97   | 0.05%             | 2025-11-21      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                             | Northriver Midstream Finance LP                                                                        | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     1242000 | PA      | $1265677.49   | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                     | American Airlines, Inc.                                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2698735 | PA      | $2705594.80   | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J6, Class 2A1                                                      | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3565 | PA      | $3468.89      | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMSC Pass-Through Trust                                                    | GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1                                                    | CUSIP: 3622X1AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1195449 | PA      | $129000.09    | 0.00%             | 2036-10-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                         | Realty Income Corp.                                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       66229 | NS      | $3839957.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class M2                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    10750012 | PA      | $11133672.40  | 0.13%             | 2051-01-25      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                     | DBS Group Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      506320 | NS      | $20962932.36  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                  | Lear Corp.                                                                                             | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4433.57      | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                                                    | Nippon Shokubai Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       29600 | NS      | $342955.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2007-5, Class 4A1                                                | CUSIP: 059523AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1763684 | PA      | $1230647.14   | 0.01%             | 2037-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                | PetSmart LLC, 1st Lien Term Loan                                                                       | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4871058 | PA      | $4797992.30   | 0.06%             | 2032-08-18      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                               | Al Rajhi Bank                                                                                          | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      113948 | NS      | $3220640.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                          | Republic of Rwanda                                                                                     | CUSIP: N/A<br>LEI: 213800DQC28OBRZDYJ87       | Long             | DBT              | NUSS              | RW        |     1000000 | PA      | $904380.00    | 0.01%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3172047.82   | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                                          | Orient Overseas International Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       82500 | NS      | $1427739.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                 | Reckitt Benckiser Group plc                                                                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |       38428 | NS      | $2939322.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EndoDesign                                                                  | EndoDesign                                                                                             | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      925000 | PA      | $0.01         | 0.00%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                                | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      473207 | PA      | $473443.52    | 0.01%             | 2031-07-30      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                                 | Canon, Inc.                                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       64200 | NS      | $1843685.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4988.74      | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $1320800.00   | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                      | Keurig Dr Pepper, Inc.                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      153396 | NS      | $4166235.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1143976.90   | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                    | RB Global Holdings, Inc.                                                                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1540396.40   | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                  | Shenzhou International Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |      808400 | NS      | $6977960.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $884444.94    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2696000 | PA      | $2807034.76   | 0.03%             | 2034-06-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                           | Boyd Gaming Corp.                                                                                      | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      933000 | PA      | $898376.37    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                             | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class D                                              | CUSIP: 12596GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2973000 | PA      | $2432978.93   | 0.03%             | 2051-11-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Activia Properties, Inc.                                                    | Activia Properties, Inc.                                                                               | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |         410 | NS      | $375137.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                               | NetEase, Inc.                                                                                          | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      374900 | NS      | $10519969.85  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd.                                                             | Bajaj Auto Ltd.                                                                                        | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |       36910 | NS      | $3695432.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     1241729 | NS      | $8003372.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                             | MED ParentCo LP, 1st Lien Term Loan B                                                                  | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |      338200 | PA      | $339488.94    | 0.00%             | 2031-04-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 26.20%, 11/07/2025                                                   | CUSIP: 299036600<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |      202279 | PA      | $3382895.99   | 0.04%             | 2025-11-07      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series H                                                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11818000 | PA      | $11083192.21  | 0.13%             | 2030-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2358000 | PA      | $2400691.59   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                     | Arch Capital Group Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        1831 | NS      | $158033.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     3832000 | PA      | $3748661.66   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN23, Class D                                                                        | CUSIP: 06541RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3108622.00   | 0.04%             | 2052-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp., Class A                                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      125083 | NS      | $3481685.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      610000 | PA      | $463752.50    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                     | CPPIB OVM Member US LLC, 1st Lien Term Loan                                                            | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      721380 | PA      | $722541.27    | 0.01%             | 2031-08-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     5627000 | PA      | $5732506.25   | 0.07%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Option Care Health,, Inc.                                                   | Option Care Health, Inc., 1st Lien Term Loan                                                           | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      588650 | PA      | $589633.04    | 0.01%             | 2032-09-16      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                  | CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13                                                  | CUSIP: 126384CG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307379 | PA      | $142465.93    | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                             | ASE Technology Holding Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |     1016175 | NS      | $8130173.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                       | Republic of Guatemala                                                                                  | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      225000 | PA      | $241787.25    | 0.00%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-4, Class CERT                                              | CUSIP: 17302GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      217928 | PA      | $219845.82    | 0.00%             | 2031-07-20      | Fixed         | 25.10%                | Yes           |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4404000 | PA      | $4527319.75   | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-6F, Class 3A18                                                    | CUSIP: 362341EM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420814 | PA      | $406718.46    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                            | Clarivate Science Holdings Corp.                                                                       | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2803000 | PA      | $2614874.41   | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                           | Xcel Energy, Inc.                                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       55312 | NS      | $4489675.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-3, Class B2                                          | CUSIP: 24381VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4502000 | PA      | $3550850.75   | 0.04%             | 2066-08-25      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                                        | Midea Group Co. Ltd., Class A                                                                          | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |      590399 | NS      | $6332922.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                  | Woodside Energy Group Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       97833 | NS      | $1585428.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1290000 | PA      | $1144875.00   | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-C, Class M1                                                       | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      387512 | PA      | $367558.18    | 0.00%             | 2034-08-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust, Series 2022-SFR3, Class D                                                  | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1230812.50   | 0.01%             | 2039-04-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                                                    | Whitecap Resources, Inc.                                                                               | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |       60890 | NS      | $453239.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                  | FHLMC UMBS, 30 Year                                                                                    | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82603 | PA      | $80527.65     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stanwich Mortgage Loan Co. LLC                                              | Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2                                             | CUSIP: 85501YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      408877 | PA      | $410245.05    | 0.00%             | 2026-10-16      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FFMLT Trust                                                                 | FFMLT Trust, Series 2004-FF3, Class M1                                                                 | CUSIP: 36228FU61<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      217087 | PA      | $211741.41    | 0.00%             | 2034-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      950000 | PA      | $863668.75    | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                          | Nippon Steel Corp.                                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |      515100 | NS      | $2123258.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      100000 | PA      | $100125.00    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2021-RN4, Class A2                                                                    | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5461427 | PA      | $5467043.76   | 0.06%             | 2051-10-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                                | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR19, Class A3                               | CUSIP: 949789AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62647 | PA      | $60998.69     | 0.00%             | 2036-12-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                            | Unicaja Banco SA                                                                                       | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |      358600 | NS      | $968152.63    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 14.90%, 12/01/2025                                                           | CUSIP: 95004P381<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       46707 | PA      | $4134785.95   | 0.05%             | 2025-12-01      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                    | Motorola Solutions, Inc.                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        8576 | NS      | $3487944.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1443719.93   | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      578000 | PA      | $565025.73    | 0.01%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                                       | Kansai Electric Power Co., Inc. (The)                                                                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       29900 | NS      | $466444.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     1500000 | PA      | $1390320.00   | 0.02%             | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                                              | MediaTek, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       34000 | NS      | $1441921.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1145509.16   | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                         | MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M4                                         | CUSIP: 57643LGJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      267338 | PA      | $287955.18    | 0.00%             | 2034-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, REMIC, Series 2025-98, Class UZ                                                                  | CUSIP: 3136BX2H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1890000 | PA      | $1882026.54   | 0.02%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                            | Bolivarian Republic of Venezuela                                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     5360000 | PA      | $1380200.00   | 0.02%             | 2026-04-21      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                         | Hong Kong Exchanges & Clearing Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       46803 | NS      | $2550899.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      886000 | PA      | $943304.07    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B2                                        | CUSIP: 64828EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3759861.60   | 0.04%             | 2059-09-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                  | TKO Worldwide Holdings LLC, 1st Lien Term Loan B-5                                                     | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      506253 | PA      | $507276.07    | 0.01%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-9T1, Class 3A1                                                     | CUSIP: 02150JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4774 | PA      | $4752.86      | 0.00%             | 2022-05-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4                                              | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98798 | PA      | $40109.77     | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N129<br>LEI: N/A                  | N/A              | DO               |  | US        |       12694 | NS      | $196.76       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan A                                                                  | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      853385 | PA      | $853384.66    | 0.01%             | 2029-01-02      | Variable      | 6.73%                 | No            |                  3 | On Loan: No      |
| BP Capital Markets America, Inc.                                            | BP Capital Markets America, Inc.                                                                       | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      258000 | PA      | $255241.39    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                           | Mazda Motor Corp.                                                                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       36000 | NS      | $248070.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                  | GCAT Trust, Series 2020-NQM1, Class B1                                                                 | CUSIP: 36167FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2639091.00   | 0.03%             | 2060-01-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                          | Connect Finco SARL                                                                                     | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2461975.05   | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Adient US LLC                                                               | Adient US LLC, 1st Lien Term Loan B-2                                                                  | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2594590 | PA      | $2596068.90   | 0.03%             | 2031-01-31      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series V                                                     | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4543000 | PA      | $4616342.19   | 0.05%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp., 1st Lien Term Loan                                                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      354074 | PA      | $355933.32    | 0.00%             | 2031-01-15      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC                                                                          | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $2890482.26   | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1800063 | PA      | $1391465.26   | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                       | Cardinal Health, Inc.                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       20157 | NS      | $3845350.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    11533000 | PA      | $11539481.55  | 0.14%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1232000 | PA      | $1297399.34   | 0.02%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2386000 | PA      | $2417114.90   | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2142000 | PA      | $2220568.56   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                | Bausch Health Americas, Inc.                                                                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     3952000 | PA      | $3934729.76   | 0.05%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| News Corp.                                                                  | News Corp.                                                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     4395000 | PA      | $4238243.93   | 0.05%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                           | Turkiye Ihracat Kredi Bankasi A/S                                                                      | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      312000 | PA      | $327865.20    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1702000 | PA      | $1717095.04   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                             | Cemex SAB de CV                                                                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      523000 | PA      | $544024.60    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-UBS5, Class D                                                   | CUSIP: 12592KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $2685623.00   | 0.03%             | 2047-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                        | Prime Security Services Borrower LLC, 1st Lien Term Loan B-1                                           | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      904469 | PA      | $902487.97    | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1391401.98   | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2007-1F, Class 3A13                                                    | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192248 | PA      | $115782.10    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     3656000 | PA      | $3655084.54   | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                                                      | SAP SE                                                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       18049 | NS      | $4694048.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       76000 | PA      | $68954.06     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1036968.03   | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                         | Expedia Group, Inc.                                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41766 | NS      | $9188520.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                                         | Prairie Acquiror LP, 1st Lien Term Loan B-4                                                            | CUSIP: 73955HAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      418654 | PA      | $420747.45    | 0.00%             | 2029-08-01      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      458000 | PA      | $408687.68    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                                                  | Hysan Development Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |      123000 | NS      | $254826.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                       | Resideo Funding, Inc.                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2896000 | PA      | $2964310.85   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo plc                                                                  | Diageo plc                                                                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      116166 | NS      | $2672021.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                             | Gap, Inc. (The)                                                                                        | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2460287.19   | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TC Energy Corp.                                                             | TC Energy Corp.                                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      197374 | NS      | $9904233.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc.                                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $3356835.33   | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Hong Kong Dollar                                                            | Hong Kong Dollar                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC                                                    | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                           | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      632957 | PA      | $632988.45    | 0.01%             | 2027-09-06      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2022-1, Class B2                                                      | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2581000 | PA      | $2258131.35   | 0.03%             | 2066-12-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1513757.36   | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2005-QA5, Class A2                                                                  | CUSIP: 76110H5A3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475755 | PA      | $434284.19    | 0.01%             | 2035-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAA5<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $66360.00     | 0.00%             | 2022-10-15      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 06.90%, 12/01/2025                                                           | CUSIP: 95004P373<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       95614 | PA      | $5510815.93   | 0.07%             | 2025-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-D, Class MV2                                                | CUSIP: 152314LR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13991 | PA      | $13791.34     | 0.00%             | 2034-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1487000 | PA      | $1658005.00   | 0.02%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc.                                                                                     | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2496023.23   | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Israeli Shekel                                                              | Israeli Shekel                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |           5 | OU      | $1.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-8CB, Class A9                                                      | CUSIP: 02150FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132053 | PA      | $69044.72     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                                       | Altice France Lux 3                                                                                    | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      812800 | PA      | $763658.45    | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                              | Chubu Electric Power Co., Inc.                                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       45800 | NS      | $636884.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO Ltd.                                      | GoldenTree Loan Management US CLO Ltd., Series 2020-8A, Class DRR                                      | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1298311.30   | 0.02%             | 2034-10-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Mozambique International Bond                                               | Republic of Mozambique                                                                                 | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      700000 | PA      | $604716.00    | 0.01%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      146714 | NS      | $6848609.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                   | PPL Corp.                                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       33574 | NS      | $1226122.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1890000 | PA      | $1847475.00   | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2903000 | PA      | $2788931.26   | 0.03%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     8787081 | PA      | $8671573.43   | 0.10%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                  | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class D                                    | CUSIP: 46646RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2514000 | PA      | $1737632.30   | 0.02%             | 2049-12-15      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                     | Republic of Cameroon                                                                                   | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2300000 | PA      | $2182125.00   | 0.03%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1                                        | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258974 | PA      | $264032.81    | 0.00%             | 2039-07-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3181772 | PA      | $3268962.10   | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                    | ADT Security Corp. (The)                                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3941354.22   | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      694000 | PA      | $624131.15    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                  | Axalta Coating Systems LLC                                                                             | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4598000 | PA      | $4586782.26   | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                   | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class A                                      | CUSIP: 35563PCH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   165455081 | PA      | $1.65         | 0.00%             | 2056-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1899998.25   | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                 | TEGNA, Inc.                                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     3077000 | PA      | $3053980.04   | 0.04%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                        | DBJPM Mortgage Trust, Series 2016-C3, Class E                                                          | CUSIP: 23312VAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $528487.63    | 0.01%             | 2049-08-10      | Variable      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      420000 | PA      | $442073.42    | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      102978 | NS      | $8955996.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     2771000 | PA      | $2900131.09   | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| New Taiwan Dollar                                                           | New Taiwan Dollar                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |       17705 | OU      | $575.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                                             | SBM Offshore NV                                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       89015 | NS      | $2301842.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6001184.27   | 0.07%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3812000 | PA      | $3921606.44   | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18584.55     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | MSCI Europe Equity Index                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          61 | NC      | $-9598.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RR 12 Ltd.                                                                  | RR Ltd., Series 2020-12A, Class A2R3                                                                   | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |     2163000 | PA      | $2165625.88   | 0.03%             | 2036-01-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banca Generali SpA                                                          | Banca Generali SpA                                                                                     | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |       21549 | NS      | $1220449.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3337000 | PA      | $3319160.06   | 0.04%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50327.40     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      590000 | PA      | $609053.23    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2324931 | PA      | $2368803.08   | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Magnetite XXII Ltd.                                                         | Magnetite Ltd., Series 2019-22A, Class CRR                                                             | CUSIP: 55954HBA9<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      977000 | PA      | $977618.44    | 0.01%             | 2036-07-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series J                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1301471.76   | 0.02%             | 2029-09-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                    | ADT Security Corp. (The)                                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     6428000 | PA      | $6224734.43   | 0.07%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2                                    | CUSIP: 61744CHB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      153822 | PA      | $162544.73    | 0.00%             | 2034-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1                                       | CUSIP: 05950AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1739 | PA      | $1592.94      | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                            | Pampa Energia SA                                                                                       | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |      383000 | PA      | $395026.20    | 0.00%             | 2031-09-10      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                     | KeyCorp                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      240272 | NS      | $4226384.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       46927 | NS      | $2732089.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7189000 | PA      | $7272144.24   | 0.09%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     5240000 | PA      | $5078870.00   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WPP plc                                                                     | WPP plc                                                                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |      314463 | NS      | $1188253.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                     | Mercedes-Benz Finance North America LLC                                                                | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254156.69    | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2                                                    | CUSIP: 36242DQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135163 | PA      | $88701.04     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                       | Wabash National Corp.                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3084611.25   | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 09.10%, 12/01/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       46535 | PA      | $2961612.58   | 0.03%             | 2025-12-01      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                         | Cisco Systems, Inc.                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       63994 | NS      | $4678601.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      782900 | NS      | $11825924.25  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                 | Penske Truck Leasing Co. LP                                                                            | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199746.20    | 0.00%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3                        | CUSIP: 3137FLMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $127818.25    | 0.00%             | 2029-10-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      276498 | PA      | $277598.28    | 0.00%             | 2029-07-06      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Vanguard International Semiconductor Corp.                                  | Vanguard International Semiconductor Corp.                                                             | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |      601000 | NS      | $1881414.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class M2                                    | CUSIP: 61744CKP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      183565 | PA      | $181674.23    | 0.00%             | 2034-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3339000 | PA      | $3132629.30   | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     2152000 | PA      | $2224503.03   | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp., 1st Lien Term Loan B                                                            | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      534194 | PA      | $533926.89    | 0.01%             | 2031-01-24      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      187927 | PA      | $178530.41    | 0.00%             | 2026-01-16      | Variable      | 13.89%                | No            |                  2 | On Loan: No      |
| Stellantis NV                                                               | Stellantis NV                                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       29005 | NS      | $294976.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                              | Morgan Stanley, Series P                                                                               | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      144069 | NS      | $3689607.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                             | Advanced Drainage Systems, Inc., 1st Lien Term Loan                                                    | CUSIP: 00769QAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      292172 | PA      | $292244.90    | 0.00%             | 2026-07-31      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                       | AECOM                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     2306000 | PA      | $2366555.56   | 0.03%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Generali                                                                    | Generali                                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       60316 | NS      | $2321918.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC, 1st Lien Term Loan                                                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     3559400 | PA      | $3563849.49   | 0.04%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                      | Republic of Costa Rica                                                                                 | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      819000 | PA      | $915486.39    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                            | Wartsila OYJ Abp                                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       57102 | NS      | $1868212.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2020-DNA2, Class B2                                                    | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5558727.00   | 0.07%             | 2050-02-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                            | Niterra Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |        5600 | NS      | $229729.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6893000 | PA      | $6781143.15   | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D                           | CUSIP: 61764PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1918937 | PA      | $1832584.57   | 0.02%             | 2047-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc.                                                                                             | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      543000 | PA      | $349049.47    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                            | CPI Holdco B LLC, 1st Lien Term Loan                                                                   | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      480812 | PA      | $480427.06    | 0.01%             | 2031-05-19      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      950000 | PA      | $948437.38    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      288000 | PA      | $301018.13    | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                               | PepsiCo, Inc.                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       28740 | NS      | $4198626.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding BV                                                  | Alcoa Nederland Holding BV                                                                             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     4251000 | PA      | $4493047.69   | 0.05%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2257933 | PA      | $2167827.00   | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 20.10%, 11/21/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      243346 | PA      | $3852698.33   | 0.05%             | 2025-11-21      | Fixed         | 20.10%                | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                                               | United Urban Investment Corp.                                                                          | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |        1079 | NS      | $1305878.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                              | Conduent Business Services LLC                                                                         | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3769325.09   | 0.04%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                        | Banca Mediolanum SpA                                                                                   | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      158875 | NS      | $3194098.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                    | Science Applications International Corp.                                                               | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1175533.62   | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                   | Ping An Insurance Group Co. of China Ltd., Class H                                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      850861 | NS      | $6146901.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                                         | Johnson Matthey plc                                                                                    | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |       84281 | NS      | $2360399.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2022-4, Class E                                   | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495000 | PA      | $507866.09    | 0.01%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                                 | Ono Pharmaceutical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       16900 | NS      | $206237.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                             | Mitsubishi Chemical Group Corp.                                                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |      174600 | NS      | $912037.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      673000 | PA      | $699963.41    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                          | Connect Finco SARL, 1st Lien Term Loan                                                                 | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      299241 | PA      | $297537.83    | 0.00%             | 2029-09-13      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                  | Primo Water Holdings, Inc.                                                                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $291746.75    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2005-11, Class 4A5                                      | CUSIP: 05948KW54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      247360 | PA      | $220994.39    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Region Group                                                                | Region Group                                                                                           | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |       94393 | NS      | $150766.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1228156.98   | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-195, Class IX                                                                        | CUSIP: 38381ECK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11085121 | PA      | $1010587.22   | 0.01%             | 2063-08-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                      | Harvest Midstream I LP                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1638436.15   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      214000 | PA      | $216839.44    | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17258.87     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $469343.34    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      470000 | PA      | $458250.00    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $127549.40    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     1900000 | PA      | $1900988.00   | 0.02%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                        | Jackson National Life Global Funding                                                                   | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255210.44    | 0.00%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1863080.60   | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3                        | CUSIP: 3137BTUQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1527672 | PA      | $31421.17     | 0.00%             | 2044-12-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-41CB, Class 2A13                                                   | CUSIP: 02149CBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2083395 | PA      | $1009310.25   | 0.01%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-6, Class 1A2                                                 | CUSIP: 576434V68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      336352 | PA      | $216430.69    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                       | Power Corp. of Canada                                                                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      105387 | NS      | $4936669.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5030000 | PA      | $2552725.00   | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1000000 | PA      | $1040000.00   | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                              | CGMS Commercial Mortgage Trust, Series 2017-B1, Class E                                                | CUSIP: 17326CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1022377.65   | 0.01%             | 2050-08-15      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $186438.00    | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5470000 | PA      | $5099079.30   | 0.06%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                         | Erste Group Bank AG                                                                                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       23140 | NS      | $2397047.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                         | Fuyao Glass Industry Group Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      160656 | NS      | $1522271.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K060, Class X3                        | CUSIP: 3137BTAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      999989 | PA      | $18147.10     | 0.00%             | 2044-12-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                              | NMG Parent LLC, Escrow                                                                                 | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41340 | NS      | $516750.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N111<br>LEI: N/A                  | N/A              | DO               |  | US        |       10473 | NS      | $89020.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1780000 | PA      | $1657436.68   | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd.                                             | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2                                              | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249946.75    | 0.00%             | 2032-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $590450.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                            | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     8258191 | PA      | $8397906.12   | 0.10%             | 2050-03-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1370000 | PA      | $1045995.00   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      620000 | PA      | $473370.00    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                    | Samsung Fire & Marine Insurance Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       15799 | NS      | $4889862.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       99801 | NS      | $16367364.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      527000 | PA      | $500647.99    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                       | Nomura Holdings, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       90400 | NS      | $645103.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                                | Unilever plc                                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        9695 | NS      | $581742.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                              | Banc of America Mortgage Trust, Series 2004-A, Class 2A2                                               | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149715 | PA      | $147677.65    | 0.00%             | 2034-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6905000 | PA      | $6889570.78   | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1175000 | PA      | $1281878.00   | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248447.85    | 0.00%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1887846.62   | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                             | Escrow Rite Aid                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      967547 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Cencora, Inc.                                                               | Cencora, Inc.                                                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1034124.38   | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1149000 | PA      | $1206394.85   | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Finance America Mortgage Loan Trust                                         | Finance America Mortgage Loan Trust, Series 2004-3, Class M2                                           | CUSIP: 317350BU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139040 | PA      | $132500.15    | 0.00%             | 2034-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4842000 | PA      | $4760381.80   | 0.06%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                           | T-Mobile US, Inc.                                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       16413 | NS      | $3447550.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                      | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                             | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      315287 | PA      | $315778.48    | 0.00%             | 2030-10-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                       | Minerva Luxembourg SA                                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1778000 | PA      | $1945132.00   | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                            | Provident Funding Mortgage Trust, Series 2025-3, Class A1                                              | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6227800 | PA      | $6289056.79   | 0.07%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-2A, Class A                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $955263.76    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc.                                                                    | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     3337000 | PA      | $3343601.92   | 0.04%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1866038.54   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                              | Somnigroup International, Inc.                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6933980.88   | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      221000 | PA      | $229435.11    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc.                                                                                    | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      869000 | PA      | $870512.06    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      830000 | PA      | $688296.05    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp.                                                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     4655000 | PA      | $4654568.02   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                  | Vonovia SE                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       41587 | NS      | $1249929.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR18, Class 1A3A                            | CUSIP: 92922F8M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24893 | PA      | $24070.17     | 0.00%             | 2036-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2023-4, Class A1                                                      | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |     3091738 | PA      | $3136283.97   | 0.04%             | 2068-10-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                             | Norsk Hydro ASA                                                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      127389 | NS      | $861221.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2642197.54   | 0.03%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      990000 | PA      | $935839.28    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 11.50%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       74329 | PA      | $7047774.77   | 0.08%             | 2025-11-14      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1244377.63   | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191739.02    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      983000 | PA      | $974746.32    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A8                                                      | CUSIP: 12668AQ73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      848103 | PA      | $504774.15    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                           | Altar Bidco, Inc., 2nd Lien Term Loan                                                                  | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      218750 | PA      | $207539.06    | 0.00%             | 2030-02-01      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                    | MetLife Capital Trust IV                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8747000 | PA      | $9813154.34   | 0.12%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205782.94    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24397.67     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1084092 | PA      | $753907.39    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Virtusa Corp.                                                               | Virtusa Corp., 1st Lien Term Loan B-2                                                                  | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      515179 | PA      | $507708.55    | 0.01%             | 2029-02-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2318800.00   | 0.03%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-6CB, Class 1A6                                                     | CUSIP: 12667F5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198665 | PA      | $170278.17    | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                    | HP, Inc.                                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      143668 | NS      | $3975293.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund, Inc.                                                  | Nippon Building Fund, Inc.                                                                             | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |         153 | NS      | $141175.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 2nd Lien Term Loan B-3                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      325000 | PA      | $317941.00    | 0.00%             | 2028-01-31      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2018-L1, Class E                                                | CUSIP: 61691QAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5486000 | PA      | $4297399.40   | 0.05%             | 2051-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                                                   | Hang Lung Properties Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      912000 | NS      | $1015551.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       70673 | NS      | $16829361.49  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-2, Class E                                   | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $931673.52    | 0.01%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc.                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     4892325 | PA      | $3767090.25   | 0.04%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                        | Analog Devices, Inc.                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       80977 | NS      | $18959145.01  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1182914.90   | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC                                                              | Resonetics LLC, 1st Lien Term Loan                                                                     | CUSIP: 76118EAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      362105 | PA      | $362104.97    | 0.00%             | 2031-06-18      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                            | Marriott Ownership Resorts, Inc.                                                                       | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35613.27     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIM SA                                                                      | TIM SA                                                                                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     1018100 | NS      | $4590954.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2007-S1, Class 2A17                                                    | CUSIP: 46630RAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3558185 | PA      | $943547.83    | 0.01%             | 2037-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     7189000 | PA      | $7413715.63   | 0.09%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                  | Go Daddy Operating Co. LLC, 1st Lien Term Loan B-8                                                     | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      491109 | PA      | $490062.91    | 0.01%             | 2029-11-09      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                                       | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      391460 | PA      | $383497.59    | 0.00%             | 2036-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                    | Contemporary Amperex Technology Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      101300 | NS      | $5530654.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $682960.38    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AF2                                     | CUSIP: 59023NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146303 | PA      | $51792.77     | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KF40, Class B                                                        | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      978302 | PA      | $937551.58    | 0.01%             | 2027-11-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class M1                                                            | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      151027 | PA      | $150642.39    | 0.00%             | 2051-01-25      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                  | British Land Co. plc (The)                                                                             | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      262810 | NS      | $1312594.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                          | DT Midstream, Inc.                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4705000 | PA      | $4604580.10   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2152000 | PA      | $2189041.86   | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2749000 | PA      | $2925752.45   | 0.03%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| South Korea Won                                                             | South Korea Won                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |      117996 | OU      | $82.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1300000 | PA      | $1388569.00   | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      187000 | PA      | $186480.01    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series A                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1843632.86   | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      499000 | PA      | $513714.08    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                  | Upstart Pass-Through Trust, Series 2022-PT4, Class A                                                   | CUSIP: 91683RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      583167 | PA      | $583166.56    | 0.01%             | 2030-05-20      | Variable      | 18.36%                | Yes           |                  3 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                              | Securitized Asset-Backed Receivables LLC Trust, Series 2005-OP1, Class M2                              | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291477 | PA      | $273993.40    | 0.00%             | 2035-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp.                                       | Frontier Real Estate Investment Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         480 | NS      | $281940.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                   | Unibail-Rodamco-Westfield                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       15409 | NS      | $1593340.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                      | Antero Resources Corp.                                                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1744000 | PA      | $1775379.79   | 0.02%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                           | National Grid plc                                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      150737 | NS      | $2260167.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2019-M21, Class X2                                                                   | CUSIP: 3136B6XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    82489898 | PA      | $4131663.25   | 0.05%             | 2031-02-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc., 1st Lien Term Loan B                                                       | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5098967 | PA      | $4544454.68   | 0.05%             | 2029-05-01      | Variable      | 9.85%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                               | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55043 | PA      | $54717.59     | 0.00%             | 2035-02-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                            | Roche Holding AG                                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       26151 | NS      | $8470843.18   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | Allianz SE (Registered)                                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       40687 | NS      | $16349739.71  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2004-1, Class 1M1                                                          | CUSIP: 161546HV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840570 | PA      | $810377.50    | 0.01%             | 2033-05-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1439953.36   | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Barbados                                                                    | Barbados Government Bond                                                                               | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1931000 | PA      | $2017895.00   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M2                                                    | CUSIP: 35564K2K4<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2950296.72   | 0.03%             | 2043-06-25      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Par Pharmaceutical, Inc.                                                    | Par Pharmaceutical, Inc.                                                                               | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |     6648000 | PA      | $0.07         | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2022-1, Class B2                                          | CUSIP: 24382JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5639881 | PA      | $4481371.05   | 0.05%             | 2067-01-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Aethon United BR LP                                                         | Aethon United BR LP                                                                                    | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      892000 | PA      | $925412.84    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                     | Raizen Fuels Finance SA                                                                                | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     2600000 | PA      | $2205125.00   | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                                         | Magnetite Ltd., Series 2019-22A, Class BRR                                                             | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |     1018000 | PA      | $1017458.42   | 0.01%             | 2036-07-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     4025000 | PA      | $4710860.00   | 0.06%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Gray Media, Inc.                                                            | Gray Media, Inc., 1st Lien Term Loan D                                                                 | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      111111 | PA      | $111175.35    | 0.00%             | 2028-12-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1552478.46   | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 2332K0YC0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |      250000 | PA      | $249675.03    | 0.00%             | 2025-11-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                 | Aker BP ASA                                                                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       53294 | NS      | $1381216.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                       | CWABS Asset-Backed Certificates Trust, Series 2005-11, Class AF6                                       | CUSIP: 126670CL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18273 | PA      | $18029.38     | 0.00%             | 2036-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                | Drive Auto Receivables Trust, Series 2025-2, Class D                                                   | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1040677.89   | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                | Enviri Corp., 1st Lien Term Loan B-3                                                                   | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |      691458 | PA      | $689729.28    | 0.01%             | 2028-06-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1470000 | PA      | $1239945.00   | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       90108 | PA      | $87630.03     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      510000 | PA      | $387727.50    | 0.00%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-89, Class IA                                                                         | CUSIP: 38380PTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3192891 | PA      | $260563.51    | 0.00%             | 2062-04-16      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                          | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                                             | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4996037 | PA      | $4996536.54   | 0.06%             | 2031-11-17      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252117.72    | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $1040000.00   | 0.01%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc., 1st Lien Term Loan B-8                                                        | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      439560 | PA      | $440421.98    | 0.01%             | 2031-05-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC, Series E                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3227000 | PA      | $3218221.59   | 0.04%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4771000 | PA      | $4341610.00   | 0.05%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                 | Endo Finance Holdings, Inc.                                                                            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $953930.70    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series EE                                                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1912715.76   | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                          | Vale Overseas Ltd.                                                                                     | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       12000 | PA      | $11590.08     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                 | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4326458.35   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      800000 | PA      | $560800.00    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                | Exelon Corp.                                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       93125 | NS      | $4294925.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Claire's Boutiques, Inc.                                                    | Claire's Boutiques, Inc., 1st Lien Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      550486 | PA      | $187165.21    | 0.00%             | 2026-05-15      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| Leidos, Inc.                                                                | Leidos, Inc.                                                                                           | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      207000 | PA      | $214729.49    | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                           | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     6777763 | PA      | $6670878.04   | 0.08%             | 2028-03-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt ARD LLC                                                        | Mallinckrodt ARD LLC                                                                                   | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39494 | NS      | $4067882.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      620000 | PA      | $464380.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                           | Weekley Homes LLC                                                                                      | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      599000 | PA      | $585017.48    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2354125.72   | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class B1                                                            | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     2649545 | PA      | $2913746.76   | 0.03%             | 2051-01-25      | Floating      | 11.93%                | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                           | Alumina Pty. Ltd.                                                                                      | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1222000 | PA      | $1252717.41   | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                   | Bapco Energies BSC Closed                                                                              | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     1150000 | PA      | $1197230.50   | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A1B                             | CUSIP: 92922FWU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      298491 | PA      | $290782.79    | 0.00%             | 2044-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                          | Brown-Forman Corp., Class B                                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      129844 | NS      | $3535652.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5543000 | PA      | $5273704.99   | 0.06%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg Sarl                                                                                     | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $728203.00    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      850000 | PA      | $702865.00    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                    | International Flavors & Fragrances, Inc.                                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       47390 | NS      | $2984148.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Nutresa SA                                                            | Grupo Nutresa SA                                                                                       | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1135250.00   | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7             | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229845 | PA      | $213244.63    | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                     | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                            | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      696797 | PA      | $694937.04    | 0.01%             | 2031-04-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                    | Spirit AeroSystems, Inc., 1st Lien Term Loan                                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      208550 | PA      | $208746.04    | 0.00%             | 2027-01-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd.                                                    | Maruti Suzuki India Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       10881 | NS      | $1981599.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                               | Chevron Corp.                                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       72868 | NS      | $11492740.96  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4589195.21   | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $2037872.46   | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29617.68     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3665000 | PA      | $3661972.09   | 0.04%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                              | TopBuild Corp.                                                                                         | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1394000 | PA      | $1399654.06   | 0.02%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd.                                                          | Dryden CLO Ltd., Series 2018-64A, Class A                                                              | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490656 | PA      | $490847.73    | 0.01%             | 2031-04-18      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3328000 | PA      | $3244800.00   | 0.04%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4232000 | PA      | $4229363.89   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GCB144A Endo                                                                | GCB Endo                                                                                               | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2045000 | PA      | $0.02         | 0.00%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      673000 | PA      | $703039.37    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1756080.68   | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class G                            | CUSIP: 61761AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1305315.00   | 0.02%             | 2045-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TietoEVRY OYJ                                                               | TietoEVRY OYJ                                                                                          | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |        9296 | NS      | $199524.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KL1E, Class BE                                                       | CUSIP: 35708RAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186318 | PA      | $175087.68    | 0.00%             | 2027-02-25      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                                   | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    10107037 | PA      | $10325473.18  | 0.12%             | 2042-07-25      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                          | Kyrgyz Republic International Bond                                                                     | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     1960000 | PA      | $1969800.00   | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      482000 | PA      | $481256.01    | 0.01%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL1, Class A1                                                       | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4025000 | PA      | $4044844.06   | 0.05%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2670000 | PA      | $2774995.08   | 0.03%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                | Bankinter SA                                                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       59299 | NS      | $893887.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                             | Seagate Technology Holdings plc                                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       19348 | NS      | $4950766.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8772000 | PA      | $9017887.93   | 0.11%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                  | Cloud Software Group, Inc., 1st Lien Term Loan B                                                       | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      258700 | PA      | $258619.80    | 0.00%             | 2031-03-21      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Asset-Backed Securities Trust                       | Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8A                        | CUSIP: 94980GAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $301429.90    | 0.00%             | 2034-10-25      | Floating      | 8.61%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-112                                                                                  | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18413472 | PA      | $938068.82    | 0.01%             | 2066-03-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust                                                                                      | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     7546000 | PA      | $7513882.71   | 0.09%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | Shift4 Payments LLC                                                                                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2286000 | PA      | $2361057.08   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3253000 | PA      | $3230318.78   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                          | Cinemark USA, Inc.                                                                                     | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2050464.88   | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     5839000 | PA      | $6099531.10   | 0.07%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Target Corp.                                                                | Target Corp.                                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       43648 | NS      | $4047042.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Renal Care, Inc.                                                         | US Renal Care, Inc., 1st Lien Term Loan C                                                              | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     3268326 | PA      | $3088110.82   | 0.04%             | 2028-06-28      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2163000 | PA      | $2110530.38   | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                         | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1                          | CUSIP: 251510CX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10619 | PA      | $10350.82     | 0.00%             | 2020-02-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $403452.00    | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     4860000 | PA      | $4868059.05   | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Deutsche Bank AG                                                                                       | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |      151000 | PA      | $151383.21    | 0.00%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1                        | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10045535 | PA      | $94466.20     | 0.00%             | 2026-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                           | Australian Dollar                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         207 | OU      | $135.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $702800.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan M                                                                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     5520000 | PA      | $5521214.40   | 0.07%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16872000 | PA      | $15816052.38  | 0.19%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2949000 | PA      | $2864474.58   | 0.03%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                                        | Cembra Money Bank AG                                                                                   | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |        9625 | NS      | $1100648.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                                             | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $367227.92    | 0.00%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $817500.00    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3                        | CUSIP: 3137FMCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $1046694.00   | 0.01%             | 2047-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2052000 | PA      | $2047469.98   | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $538285.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2016-GS2, Class D                                                 | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2473697.33   | 0.03%             | 2049-05-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     2265000 | PA      | $2406463.45   | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       39289 | NS      | $4724895.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | Starwood Property Trust, Inc.                                                                          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1223834.67   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ICON PARENT I, Inc.                                                         | Icon Parent I, Inc., 1st Lien Term Loan                                                                | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3276788 | PA      | $3274133.30   | 0.04%             | 2031-11-13      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                 | Saks Global Enterprises LLC                                                                            | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     1849686 | PA      | $809200.63    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      844000 | PA      | $758154.30    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       40577 | NS      | $3660856.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                                  | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class CR                                     | CUSIP: 64134VAU0<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |      778948 | PA      | $778743.92    | 0.01%             | 2036-07-23      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                             | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B                                               | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |      701092 | PA      | $674808.29    | 0.01%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 15.00%, 11/07/2025                                                    | CUSIP: 61778Q310<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11859 | PA      | $5392964.60   | 0.06%             | 2025-11-07      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2002-1, Class M1                                                       | CUSIP: 35729PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      261038 | PA      | $297756.12    | 0.00%             | 2033-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                     | E.ON SE                                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      627169 | NS      | $11669346.61  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4278320.10   | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-21CB, Class A17                                                    | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607436 | PA      | $1271478.91   | 0.02%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                                | Indian Rupee                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |        3371 | OU      | $37.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DO               |  | US        |        2116 | NS      | $32.80        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1144390.50   | 0.01%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2005-7, Class 4A7                                                | CUSIP: 05946XV59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20813 | PA      | $20665.34     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2012-89                                                                                   | CUSIP: 38378BXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4320618 | PA      | $43.21        | 0.00%             | 2053-12-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                       | Southern Copper Corp.                                                                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        8351 | NS      | $1159118.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $2303874.06   | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 17.30%, 11/21/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       45957 | PA      | $11643276.14  | 0.14%             | 2025-11-21      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                  | VistaJet Malta Finance plc                                                                             | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2184019.17   | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     4092000 | PA      | $4283010.47   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5786000 | PA      | $6199444.42   | 0.07%             | 2027-11-22      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2154000 | PA      | $2169186.69   | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16866.55     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                   | Shell plc                                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      212466 | NS      | $7965228.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class D                                  | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $897436.08    | 0.01%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      441000 | PA      | $406112.00    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    10409000 | PA      | $11634378.71  | 0.14%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                              | Var Energi ASA                                                                                         | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      191051 | NS      | $641910.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                           | Centrais Eletricas Brasileiras SA                                                                      | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |      392626 | NS      | $4059119.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Home Equity Asset-Backed Securities Trust                       | Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8B                        | CUSIP: 94980GBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $275479.08    | 0.00%             | 2034-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rubis SCA                                                                   | Rubis SCA                                                                                              | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |       50137 | NS      | $1820573.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                              | Vallourec SACA                                                                                         | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |       61595 | NS      | $1148413.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1501000 | PA      | $1475930.60   | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                      | HUB International Ltd., 1st Lien Term Loan                                                             | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      723021 | PA      | $725255.18    | 0.01%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M3                                    | CUSIP: 61744CHR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       58546 | PA      | $66908.60     | 0.00%             | 2034-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                               | AIB Group plc                                                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      213735 | NS      | $1969852.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                             | Gulfport Energy Operating Corp.                                                                        | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     2718000 | PA      | $2775122.03   | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $536700.84    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2019-CD8, Class E                                                            | CUSIP: 12515BAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1790000 | PA      | $1016690.11   | 0.01%             | 2057-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                           | Tyson Foods, Inc., Class A                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       72014 | NS      | $3702239.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-J2, Class 1A1                                             | CUSIP: 126694G93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63987 | PA      | $30732.52     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                          | SBA Small Business Investment Cos., Series 2023-10B, Class 1                                           | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      464904 | PA      | $479729.25    | 0.01%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14947.34     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | Shift4 Payments LLC, 1st Lien Term Loan                                                                | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      375000 | PA      | $377032.50    | 0.00%             | 2032-06-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 14.20%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        7284 | PA      | $4228359.77   | 0.05%             | 2025-11-14      | Fixed         | 14.20%                | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                        | Avery Dennison Corp.                                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       20500 | NS      | $3585245.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                      | Petroleo Brasileiro SA (Preference)                                                                    | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      936692 | NS      | $5167523.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC                                                                                 | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10577802 | PA      | $10339801.46  | 0.12%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Tata Consultancy Services Ltd.                                              | Tata Consultancy Services Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       51372 | NS      | $1768055.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6376000 | PA      | $6381622.68   | 0.08%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      780000 | PA      | $817050.00    | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KBR, Inc.                                                                   | KBR, Inc., 1st Lien Term Loan B                                                                        | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |      465470 | PA      | $467466.63    | 0.01%             | 2031-01-17      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     2819000 | PA      | $2955276.10   | 0.03%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| JET2 plc                                                                    | JET2 plc                                                                                               | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |       20232 | NS      | $353309.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                     | Sensata Technologies BV                                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     5280000 | PA      | $5145560.27   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc., 1st Lien Term Loan B-4                                                        | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $299475.00    | 0.00%             | 2032-03-29      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                        | Ally Financial, Inc.                                                                                   | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2989419.07   | 0.04%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-C2, Class D                                           | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $941247.50    | 0.01%             | 2049-08-10      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 20.40%, 12/01/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      175580 | PA      | $7068425.36   | 0.08%             | 2025-12-01      | Fixed         | 20.40%                | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                                 | Woori Financial Group, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       21099 | NS      | $375598.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-3, Class CERT                                              | CUSIP: 17302FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      671082 | PA      | $673430.38    | 0.01%             | 2031-06-20      | Fixed         | 25.33%                | Yes           |                  3 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-3, Class A18                                              | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771113 | PA      | $351415.98    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      492000 | PA      | $493325.94    | 0.01%             | 2027-01-09      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                             | Goat Holdco LLC                                                                                        | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1207014.45   | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 13.90%, 11/21/2025                                                           | CUSIP: 95004P415<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       31053 | PA      | $5017993.32   | 0.06%             | 2025-11-21      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2196000 | PA      | $2195236.23   | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                              | Banc of America Mortgage Trust, Series 2007-3, Class 1A1                                               | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87172 | PA      | $72457.96     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |       19018 | NS      | $568232.82    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2857991.68   | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class X2B                                                      | CUSIP: 30298GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32681000 | PA      | $95127.85     | 0.00%             | 2029-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                              | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1, Class 1A1                               | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155008 | PA      | $147564.98    | 0.00%             | 2035-02-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                              | Dawn Bidco LLC, 1st Lien Term Loan                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3972477 | PA      | $3957580.27   | 0.05%             | 2032-10-07      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      253809 | NS      | $5113258.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1200000 | PA      | $1065000.00   | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D2                                   | CUSIP: 46645LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1464500 | PA      | $1230480.52   | 0.01%             | 2049-03-17      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd.                                           | Yue Yuen Industrial Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |      493000 | NS      | $904147.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      464000 | PA      | $471005.70    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      123000 | PA      | $125981.08    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31659.42     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 12.10%, 11/21/2025                                                          | CUSIP: C79865603<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       17139 | PA      | $4946541.45   | 0.06%             | 2025-11-21      | Fixed         | 12.10%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6093000 | PA      | $6057873.25   | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6                               | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      703075 | PA      | $696247.99    | 0.01%             | 2035-05-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1646405.25   | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                   | First Abu Dhabi Bank PJSC                                                                              | CUSIP: 31849HYD8<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |      250000 | PA      | $249646.33    | 0.00%             | 2025-11-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-2, Class A2                                               | CUSIP: 12544CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94896 | PA      | $39980.08     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loomis AB                                                                   | Loomis AB                                                                                              | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |       39624 | NS      | $1596269.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     4787000 | PA      | $4686800.91   | 0.06%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV10, Class A2                                                            | CUSIP: 69383EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4529882.70   | 0.05%             | 2056-10-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 20.00%, 12/01/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       67760 | PA      | $3791658.79   | 0.04%             | 2025-12-01      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 17.10%, 11/07/2025                                                    | CUSIP: 61778Q344<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        4769 | PA      | $4509577.90   | 0.05%             | 2025-11-07      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                 | Tokio Marine Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      143900 | NS      | $5366491.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $3755771.78   | 0.04%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2794000 | PA      | $2768761.24   | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2827579.75   | 0.03%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                     | BASF SE                                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       32368 | NS      | $1597097.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Bilfinger SE                                                                | Bilfinger SE                                                                                           | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |       19879 | NS      | $2144796.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                   | T. Rowe Price Group, Inc.                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       29828 | NS      | $3058264.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      854000 | PA      | $875790.31    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       11376 | NC      | $9202528.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                                     | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2                                    | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $903600.00    | 0.01%             | 2039-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1430000 | PA      | $1594521.50   | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      742000 | PA      | $569485.00    | 0.01%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Toyota Auto Loan Extended Note Trust                                        | Toyota Auto Loan Extended Note Trust, Series 2021-1A, Class A                                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |      307000 | PA      | $303966.47    | 0.00%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2111000 | PA      | $2190063.28   | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Arkema SA                                                                   | Arkema SA                                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       20305 | NS      | $1205358.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                         | Coca-Cola Co. (The)                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      255622 | NS      | $17612355.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd.                                                         | VTech Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       58800 | NS      | $479555.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     8584000 | PA      | $8225475.51   | 0.10%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                              | HDFC Bank Ltd.                                                                                         | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       15500 | NS      | $561410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                          | Oversea-Chinese Banking Corp. Ltd.                                                                     | CUSIP: 69034BAS9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |      250000 | PA      | $247597.23    | 0.00%             | 2026-01-26      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BCP VI Summit Holdings LP                                                   | BCP VI Summit Holdings LP, 1st Lien Term Loan                                                          | CUSIP: 05614GAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      613462 | PA      | $615186.33    | 0.01%             | 2032-01-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                | Carrefour SA                                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      126805 | NS      | $1909803.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC                                                                            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2204000 | PA      | $2157138.99   | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      351000 | PA      | $345324.02    | 0.00%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Proximus SADP                                                               | Proximus SADP                                                                                          | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |      209397 | NS      | $1798672.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                    | KB Financial Group, Inc.                                                                               | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       26101 | NS      | $2130718.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co., Series Z                                                                            | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      331938 | NS      | $6602246.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zekelman Industries, Inc.                                                   | Zekelman Industries, Inc., 1st Lien Term Loan                                                          | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |      320417 | PA      | $320378.68    | 0.00%             | 2031-01-24      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2444880.59   | 0.03%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     2000000 | PA      | $1990000.00   | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.70%, 11/14/2025                                                    | CUSIP: 61778Q443<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11626 | PA      | $6207119.12   | 0.07%             | 2025-11-14      | Fixed         | 10.70%                | No            |                  2 | On Loan: No      |
| ITV plc                                                                     | ITV plc                                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |     1421618 | NS      | $1301287.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2006-8, Class A3                                           | CUSIP: 17310CAC6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      425443 | PA      | $182956.97    | 0.00%             | 2035-10-25      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     6885000 | PA      | $6263964.74   | 0.07%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4823000 | PA      | $4918244.60   | 0.06%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS17, Class A5                                                                 | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1228017 | PA      | $1034311.50   | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR26, Class D                                                   | CUSIP: 12593QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2028850.00   | 0.02%             | 2048-10-10      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                 | Marsh & McLennan Cos., Inc.                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       33565 | NS      | $5979604.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                                                | Bendigo & Adelaide Bank Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |       92621 | NS      | $766158.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS1, Class A2                                                 | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2271428 | PA      | $2271124.45   | 0.03%             | 2066-10-25      | Variable      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Wilmar International Ltd.                                                   | Wilmar International Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |      169400 | NS      | $407086.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS6, Class C                                                 | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4330000 | PA      | $3106813.10   | 0.04%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5631000 | PA      | $5784628.83   | 0.07%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      380000 | PA      | $363766.25    | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc., 1st Lien Term Loan                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      578532 | PA      | $579630.86    | 0.01%             | 2031-04-16      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2003-OPT1, Class A1A                                                                | CUSIP: 04542BDE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48597 | PA      | $48731.01     | 0.00%             | 2033-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc.                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      862000 | PA      | $851225.00    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2700000 | PA      | $1124550.00   | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                       | CWABS Asset-Backed Certificates Trust,, Series 2004-BC4, Class M1                                      | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         433 | PA      | $585.32       | 0.00%             | 2034-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                                | Japan Post Holdings Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      100900 | NS      | $945539.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                            | Superior Plus LP                                                                                       | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1621000 | PA      | $1571965.07   | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $486364.34    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-8, Class A2                                                                      | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1501000 | PA      | $1502052.05   | 0.02%             | 2029-12-25      | Variable      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2                                                    | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4787464.00   | 0.06%             | 2034-01-25      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E                                   | CUSIP: 46640NAR9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1063040.00   | 0.01%             | 2045-11-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2025-NPL4, Class A1                                                                   | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      818856 | PA      | $823769.64    | 0.01%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2015-GC30, Class D                                                | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $687500.00    | 0.01%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2049000 | PA      | $2019944.42   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5522967.06   | 0.07%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     4772000 | PA      | $4979520.20   | 0.06%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2518000 | PA      | $1542408.93   | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1675641.53   | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B15, Class E                                                     | CUSIP: 08160KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4391000 | PA      | $2442665.44   | 0.03%             | 2072-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                              | Takeda Pharmaceutical Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       84500 | NS      | $2280444.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $5746564.68   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                 | Project Boost Purchaser LLC, 1st Lien Term Loan                                                        | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      756411 | PA      | $754322.86    | 0.01%             | 2031-07-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8324.77      | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-LC17, Class D                                                   | CUSIP: 12592MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293973 | PA      | $286629.38    | 0.00%             | 2047-10-10      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2875000 | PA      | $2607768.75   | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      800000 | PA      | $837600.00    | 0.01%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                       | Bioceanico Sovereign Certificate Ltd.                                                                  | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      310771 | PA      | $255027.85    | 0.00%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Whitewater Whistler Holdings LLC                                            | Whitewater Whistler Holdings LLC, 1st Lien Term Loan B-3                                               | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |      551559 | PA      | $549689.25    | 0.01%             | 2030-02-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 5 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       13550 | NC      | $-580638.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1550000 | PA      | $1483783.38   | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1604720.74   | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      950000 | PA      | $1044287.50   | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | Concentra Health Services, Inc.                                                                        | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1148382.64   | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1121182.81   | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                           | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E                                             | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1242668.25   | 0.01%             | 2029-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5580000 | PA      | $5523599.09   | 0.07%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                                            | Aozora Bank Ltd.                                                                                       | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |      127700 | NS      | $1828419.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                        | Noble Finance II LLC                                                                                   | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1719000 | PA      | $1784052.12   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                       | VICI Properties, Inc., Class A                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      437760 | NS      | $13128422.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust, Series 2025-6, Class CERT                                                | CUSIP: 17291VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191676 | PA      | $194589.55    | 0.00%             | 2031-09-20      | Fixed         | 25.60%                | Yes           |                  3 | On Loan: No      |
| HealthEquity, Inc.                                                          | HealthEquity, Inc.                                                                                     | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48657.42     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YPF SA                                                                      | YPF SA                                                                                                 | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $1007500.00   | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                                    | ENN Energy Holdings Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |      450800 | NS      | $3927942.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                           | Icon Parent I, Inc., 2nd Lien Term Loan                                                                | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       90000 | PA      | $90000.00     | 0.00%             | 2032-11-12      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251415.29    | 0.00%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series K                                                                               | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      254144 | NS      | $6198572.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                                         | Emera US Finance LP                                                                                    | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $14273.69     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Hungarian Forint                                                            | Hungarian Forint                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         509 | OU      | $1.51         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                            | Singapore Dollar                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |           0 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum & Chemical Corp.                                            | China Petroleum & Chemical Corp., Class H                                                              | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |     4418000 | NS      | $2349953.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                | Sabine Pass Liquefaction LLC                                                                           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70161.27     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      610000 | PA      | $610762.50    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 11.80%, 11/14/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2605 | PA      | $4327139.77   | 0.05%             | 2025-11-14      | Fixed         | 11.80%                | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan                                                                    | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      768377 | PA      | $768376.70    | 0.01%             | 2029-01-02      | Variable      | 12.73%                | No            |                  3 | On Loan: No      |
| BMW US Capital LLC                                                          | BMW US Capital LLC                                                                                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252204.12    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     8146000 | PA      | $8075453.20   | 0.10%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     1250000 | PA      | $1381468.75   | 0.02%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class M1                                     | CUSIP: 5899295K0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37905 | PA      | $32366.09     | 0.00%             | 2034-07-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                   | Zurich Insurance Group AG                                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        4898 | NS      | $3406419.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                                   | Dow, Inc.                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      170551 | NS      | $4067641.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4796940.11   | 0.06%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1239000 | PA      | $1302915.05   | 0.02%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A4                             | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      418494 | PA      | $395636.48    | 0.00%             | 2035-12-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                  | Procter & Gamble Co. (The)                                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       56205 | NS      | $8451545.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MV24 Capital BV                                                             | MV24 Capital BV                                                                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      497978 | PA      | $494735.77    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                | Kenvue, Inc.                                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      241096 | NS      | $3464549.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2018-KF43, Class B                                                        | CUSIP: 30296DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1288406 | PA      | $1248238.75   | 0.01%             | 2028-01-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UniCredit SpA                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       91043 | NS      | $6741433.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                               | Insulet Corp., 1st Lien Term Loan                                                                      | CUSIP: 45784QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      682131 | PA      | $685603.22    | 0.01%             | 2031-08-04      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                               | ION Platform Finance US, Inc.                                                                          | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     2287000 | PA      | $2230670.48   | 0.03%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M1                                   | CUSIP: 61746RHS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      521101 | PA      | $526231.55    | 0.01%             | 2034-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-K724, Class D                                                        | CUSIP: 30295XAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723044 | PA      | $693790.08    | 0.01%             | 2049-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc., 1st Lien Term Loan B-1                                                    | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      246994 | PA      | $244400.89    | 0.00%             | 2031-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc., 1st Lien Term Loan B                                                         | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $499065.00    | 0.01%             | 2032-06-30      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     1600000 | PA      | $1719600.00   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     9405930 | PA      | $8654396.19   | 0.10%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                         | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1741507 | PA      | $1678550.47   | 0.02%             | 2048-02-10      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $3268384.69   | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class D                                        | CUSIP: 95001MAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1277965.14   | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Amcor plc                                                                   | Amcor plc                                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      102160 | NS      | $807064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $231250.00    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Valmet OYJ                                                                  | Valmet OYJ                                                                                             | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |       52260 | NS      | $1700471.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1092406.67   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| YPF SA                                                                      | YPF SA                                                                                                 | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |      913000 | PA      | $928064.50    | 0.01%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $2283594.77   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      611000 | PA      | $654261.24    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | EURO STOXX 50 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -3166 | NC      | $-8637256.11  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       95121 | NS      | $4245250.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc.                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1651420.51   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mandatum OYJ                                                                | Mandatum OYJ                                                                                           | CUSIP: N/A<br>LEI: 743700OAJK6L28Y2NN56       | Long             | EC               | CORP              | FI        |      135077 | NS      | $968808.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1599554.71   | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                           | Altar Bidco, Inc., 1st Lien Term Loan B                                                                | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2946543 | PA      | $2898661.85   | 0.03%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC, 1st Lien Term Loan B                                                           | CUSIP: 82568TAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       51325 | PA      | $51405.07     | 0.00%             | 2027-10-01      | Variable      | 9.84%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     5878000 | PA      | $6072967.38   | 0.07%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                | Metlife Securitization Trust, Series 2017-1A, Class A                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1388704 | PA      | $1339113.85   | 0.02%             | 2055-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1091000 | PA      | $1069659.57   | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     4028000 | PA      | $3793601.01   | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                              | Element Fleet Management Corp.                                                                         | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $254588.43    | 0.00%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series T                                                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5607000 | PA      | $5524540.09   | 0.07%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                       | Global Infrastructure Solutions, Inc.                                                                  | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $3135935.72   | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1727000 | PA      | $1668057.49   | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1528348.77   | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series DD                                                                       | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4459000 | PA      | $4472475.10   | 0.05%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                             | CoreCivic, Inc.                                                                                        | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     4255000 | PA      | $4480961.78   | 0.05%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-169                                                                                  | CUSIP: 38380RFW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16285018 | PA      | $1027877.79   | 0.01%             | 2062-07-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                             | J Sainsbury plc                                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      569241 | NS      | $2554525.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON Luxembourg SARL                                                        | ICON Luxembourg SARL, 1st Lien Term Loan                                                               | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       93901 | PA      | $94288.81     | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      242000 | PA      | $227447.14    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1740090.72   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dunelm Group plc                                                            | Dunelm Group plc                                                                                       | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |      100441 | NS      | $1475193.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class C                                                        | CUSIP: 30298GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24011000 | PA      | $17881901.72  | 0.21%             | 2029-06-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Endesa SA                                                                   | Endesa SA                                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      190060 | NS      | $6810968.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowlton Development Corporation, Inc.                                      | Knowlton Development Corp., Inc., 1st Lien Term Loan                                                   | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      557476 | PA      | $560263.88    | 0.01%             | 2028-08-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp.                                                                                         | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     6024000 | PA      | $0.06         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2019-53, Class IA                                                                         | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5521004 | PA      | $277477.91    | 0.00%             | 2061-06-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                | Discovery Communications LLC                                                                           | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $854460.00    | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4309000 | PA      | $4177762.94   | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     3705000 | PA      | $816952.50    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2023-INV1, Class A3                                                 | CUSIP: 92539FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1789895 | PA      | $1789359.11   | 0.02%             | 2068-02-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Persimmon plc                                                               | Persimmon plc                                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       61093 | NS      | $970958.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust, Series 2003-SEA, Class A1                                                                 | CUSIP: 36228FVH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61006 | PA      | $64360.69     | 0.00%             | 2033-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 21K-F116, Class CS                                                        | CUSIP: 30320XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4798261 | PA      | $4773014.45   | 0.06%             | 2028-06-25      | Floating      | 10.71%                | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-P4, Class CERT                                  | CUSIP: 52608CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $663052.06    | 0.01%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                             | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1                             | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3398760 | PA      | $3396945.62   | 0.04%             | 2055-05-25      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $197074.54    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                       | Astellas Pharma, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       28000 | NS      | $293093.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $1608488.50   | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                 | Commonwealth of the Bahamas                                                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      937000 | PA      | $1014068.25   | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp.                                         | Tingyi Cayman Islands Holding Corp.                                                                    | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |     1218000 | NS      | $1671131.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C                                   | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7612531.20   | 0.09%             | 2048-12-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                                          | Azimut Holding SpA                                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       38472 | NS      | $1505670.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                                             | Cairn Homes plc                                                                                        | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |      636828 | NS      | $1415228.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd., 1st Lien Term Loan                                                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     6870055 | PA      | $6815987.21   | 0.08%             | 2030-10-08      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 4CB1           | CUSIP: 93934FGL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      371574 | PA      | $347934.54    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC, 1st Lien Term Loan                                                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      944973 | PA      | $935060.69    | 0.01%             | 2028-01-18      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     5176000 | PA      | $5348521.26   | 0.06%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan                                                              | CUSIP: L9632YAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      307323 | PA      | $153661.28    | 0.00%             | 2028-10-12      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series M                                                                       | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1994375.48   | 0.02%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     6644000 | PA      | $1511510.00   | 0.02%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2020000 | PA      | $2018445.61   | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 06.00%, 11/21/2025                                                    | CUSIP: 61778Q575<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       22949 | PA      | $12707298.82  | 0.15%             | 2025-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                           | Symphony CLO Ltd., Series 2021-29A, Class BR                                                           | CUSIP: 87168GAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $940685.26    | 0.01%             | 2035-10-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1658000 | PA      | $1778767.06   | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B                                             | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      311000 | PA      | $317017.94    | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     3600000 | PA      | $3082500.00   | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34451.21     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8513269.10   | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                             | Kyushu Electric Power Co., Inc.                                                                        | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |       43600 | NS      | $427902.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                            | ArcelorMittal SA                                                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       48901 | NS      | $1866848.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-J1, Class 1A13                                                     | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81925 | PA      | $55201.19     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4022000 | PA      | $3896109.47   | 0.05%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      286000 | PA      | $297677.38    | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                                    | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      277548 | PA      | $247724.77    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                                  | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     4910000 | PA      | $4926684.18   | 0.06%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1911131.04   | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                  | Siemens AG (Registered)                                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       60459 | NS      | $17133919.16  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                        | Endeavour Mining plc                                                                                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       60634 | NS      | $2454059.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                            | Nevada Power Co.                                                                                       | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1089712.61   | 0.01%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                  | Bear Stearns Asset-Backed Securities Trust, Series 2003-SD1, Class M1                                  | CUSIP: 07384YKM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243595 | PA      | $286110.27    | 0.00%             | 2033-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      715105 | PA      | $722256.05    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series S                                                              | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1497596.02   | 0.02%             | 2026-02-10      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      977000 | PA      | $991761.49    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       95261 | NS      | $3785672.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                                          | Poste Italiane SpA                                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       68455 | NS      | $1650443.43   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $183307.47    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9800000 | PA      | $11949600.60  | 0.14%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc., Series U                                                        | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |       85667 | NS      | $2192218.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Energy Group Ltd.                                                    | United Energy Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900I49QKOOISW8F62       | Long             | EC               | CORP              | BM        |     3740000 | NS      | $238626.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan B                                                            | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      187557 | PA      | $178179.42    | 0.00%             | 2026-07-16      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      785000 | PA      | $920020.00    | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2007-S2, Class 1A8                                                | CUSIP: 16163EAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182213 | PA      | $95857.34     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2843717 | PA      | $2934460.01   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                   | Kellanova                                                                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       50877 | NS      | $4225843.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       30000 | PA      | $27750.00     | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                       | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     3509886 | PA      | $3466012.06   | 0.04%             | 2032-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R1, Class B2                                                   | CUSIP: 92538BAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1322000 | PA      | $1183608.81   | 0.01%             | 2063-10-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                | Cie Generale des Etablissements Michelin SCA                                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      180672 | NS      | $5771643.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2004-12, Class 3A1                                                | CUSIP: 576434YF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288892 | PA      | $290495.65    | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2400201.36   | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co.                                                           | Hyundai Motor Co.                                                                                      | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |       11377 | NS      | $2307135.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8840000 | PA      | $9360428.48   | 0.11%             | 2028-03-07      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2019-GC40, Class E                                                | CUSIP: 36257HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1470030.75   | 0.02%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN2, Class B1                                                            | CUSIP: 35563JAC7<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1999985.60   | 0.02%             | 2041-07-25      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 2A1                             | CUSIP: 22541SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76727 | PA      | $77218.66     | 0.00%             | 2034-05-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class C                           | CUSIP: 61765TAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2198783 | PA      | $2165801.30   | 0.03%             | 2048-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1701000 | PA      | $1658746.31   | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC23, Class D                                                   | CUSIP: 12636FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2358285.88   | 0.03%             | 2048-10-10      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     7740000 | PA      | $7618398.41   | 0.09%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 11.90%, 12/01/2025                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      311730 | PA      | $5005690.49   | 0.06%             | 2025-12-01      | Fixed         | 11.90%                | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1190000 | PA      | $1279250.00   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                              | Raven Acquisition Holdings LLC                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2176604.40   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      655000 | PA      | $739110.52    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class B                                                                   | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1415837.92   | 0.02%             | 2047-03-14      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                                             | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $430931.76    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                              | ACS Actividades de Construccion y Servicios SA                                                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       30152 | NS      | $2475771.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A3, Class A2                                       | CUSIP: 45660LHS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4243000 | PA      | $4375253.59   | 0.05%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-18, Class 2A1                                             | CUSIP: 12544JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413608 | PA      | $136755.86    | 0.00%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                       | Walt Disney Co. (The)                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      296408 | NS      | $33381468.96  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                                    | Franklin Resources, Inc.                                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      168978 | NS      | $3820592.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                                         | Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2                                        | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1376045.60   | 0.02%             | 2055-11-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D                                           | CUSIP: 17291EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1325000 | PA      | $947157.57    | 0.01%             | 2049-12-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                             | AstraZeneca plc                                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      148867 | NS      | $24555411.41  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M2                                    | CUSIP: 61744CFC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      384151 | PA      | $381650.56    | 0.00%             | 2034-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                  | Esab Corp.                                                                                             | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1905503.77   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      983000 | PA      | $975803.20    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                              | TopBuild Corp.                                                                                         | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      409000 | PA      | $385209.70    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                                 | Amgen, Inc.                                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       13949 | NS      | $4162800.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira OYJ                                                                  | Kemira OYJ                                                                                             | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               | CORP              | FI        |       68045 | NS      | $1497620.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                               | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      320090 | PA      | $317401.68    | 0.00%             | 2030-03-18      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      636000 | PA      | $678941.45    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     4530000 | PA      | $2541330.00   | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2712362.50   | 0.03%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd.                                                      | Spark New Zealand Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |      442147 | NS      | $619860.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2                                                    | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $4212531.80   | 0.05%             | 2051-01-25      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $346338.35    | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR2, Class 1A1                              | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125460 | PA      | $113571.33    | 0.00%             | 2036-03-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-145                                                                                  | CUSIP: 38380P2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    52741386 | PA      | $2788131.16   | 0.03%             | 2063-03-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                                  | ANDRITZ AG                                                                                             | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |       17446 | NS      | $1319019.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $559953.15    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                             | Microsoft Corp.                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      160901 | NS      | $83316146.81  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD4, Class D                                                            | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $854232.80    | 0.01%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     7562000 | PA      | $7420195.86   | 0.09%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Evhc Physical Equity                                                    | New Evhc Physical Equity                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6493 | NS      | $100099.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                                    | Santander Bank Polska SA                                                                               | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |        2516 | NS      | $331348.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2006-S10, Class 1A1                                                                | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      915416 | PA      | $747722.84    | 0.01%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                     | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                            | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3986010 | PA      | $3995975.03   | 0.05%             | 2031-11-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                          | MIWD Holdco II LLC, 1st Lien Term Loan                                                                 | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     2859631 | PA      | $2861432.68   | 0.03%             | 2031-03-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                       | Lehman Mortgage Trust, Series 2007-7, Class 5A7                                                        | CUSIP: 52519BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6578174 | PA      | $2878335.21   | 0.03%             | 2037-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1321084 | PA      | $3175555.67   | 0.04%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                  | Trident TPI Holdings, Inc., 1st Lien Term Loan B-7                                                     | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      460327 | PA      | $448892.09    | 0.01%             | 2028-09-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1                                   | CUSIP: 61746RDX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71101 | PA      | $71255.68     | 0.00%             | 2033-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc., 1st Lien Term Loan B                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      564138 | PA      | $558964.83    | 0.01%             | 2030-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                        | Georgian Railway JSC                                                                                   | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |      700000 | PA      | $653771.58    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                                              | Moscow Exchange MICEX-RTS PJSC                                                                         | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |     2552458 | NS      | $2.55         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC                                                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1689067.22   | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      446138 | NS      | $23846076.10  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC, 1st Lien Term Loan B-4                                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     1326375 | PA      | $1323390.66   | 0.02%             | 2030-12-09      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| National CineMedia, Inc.                                                    | National CineMedia, Inc.                                                                               | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |      107211 | NS      | $473872.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                        | BANK, Series 2020-BN28, Class E                                                                        | CUSIP: 06540YBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2213028.00   | 0.03%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      532000 | PA      | $564686.08    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 4A1                               | CUSIP: 22541SUY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      593072 | PA      | $610415.43    | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | Belron Finance 2019 LLC, 1st Lien Term Loan                                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2083578 | PA      | $2092266.91   | 0.02%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                | CF Industries Holdings, Inc.                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       47001 | NS      | $3914713.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      284937 | PA      | $278659.02    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                              | Public Storage                                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       11364 | NS      | $3165555.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                                 | Inpex Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       43300 | NS      | $798977.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-42                                                                                   | CUSIP: 38381MBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22641242 | PA      | $1082667.99   | 0.01%             | 2065-11-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1                                           | CUSIP: 17307GXP8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      115450 | PA      | $117644.82    | 0.00%             | 2035-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                            | Ventas Realty LP                                                                                       | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21908.38     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL3, Class A1                                                       | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5042566.50   | 0.06%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      979500 | PA      | $1027817.76   | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                   | GMACM Mortgage Loan Trust, Series 2004-AR2, Class 3A                                                   | CUSIP: 36185N3T5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145902 | PA      | $133676.06    | 0.00%             | 2034-08-19      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                 | INEOS Quattro Finance 2 plc                                                                            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     1867000 | PA      | $1749733.73   | 0.02%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Evergy, Inc.                                                                | Evergy, Inc.                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       59985 | NS      | $4607447.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO Ltd.                                                          | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                                          | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     2900000 | PA      | $2905144.60   | 0.03%             | 2031-10-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto plc                                                               | Rio Tinto plc                                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      119176 | NS      | $8591401.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                                                           | AB BSL CLO Ltd., Series 2020-1A, Class BR2                                                             | CUSIP: 00038KBC4<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $850000.00    | 0.01%             | 2038-10-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Gold Fields Ltd.                                                            | Gold Fields Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       88768 | NS      | $3422549.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                        | Compass Minerals International, Inc.                                                                   | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1023030.71   | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                                                 | KDX Realty Investment Corp.                                                                            | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |         706 | NS      | $781651.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       41148 | NS      | $2756916.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                        | Kimberly-Clark Corp.                                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       31490 | NS      | $3769667.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1200000 | PA      | $1194000.00   | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       82000 | PA      | $84737.87     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1680945.00   | 0.02%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                   | Safran SA                                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       73772 | NS      | $26212557.24  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1000000 | PA      | $841350.00    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Centrica plc                                                                | Centrica plc                                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     1061633 | NS      | $2502058.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS3, Class 1A10                                                                | CUSIP: 761118XN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      648191 | PA      | $588151.34    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                            | JPMorgan Prime Money Market Fund, Class IM                                                             | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    37143362 | NS      | $37158219.69  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                 | Equinor ASA                                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      189474 | NS      | $4538149.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2616000 | PA      | $2612132.77   | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                                             | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      584268 | PA      | $584361.03    | 0.01%             | 2027-04-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                                  | ASGN, Inc.                                                                                             | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      638000 | PA      | $626598.11    | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC, 1st Lien Term Loan                                                        | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     1004000 | PA      | $1007544.12   | 0.01%             | 2032-08-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                 | Skopima Consilio Parent LLC, 1st Lien Term Loan                                                        | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      708548 | PA      | $608082.77    | 0.01%             | 2028-05-12      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-25CB, Class A2                                                     | CUSIP: 02147VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187469 | PA      | $95242.71     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series RR                                                                       | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2627000 | PA      | $2583678.67   | 0.03%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-10                                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      328964 | PA      | $329197.20    | 0.00%             | 2028-08-21      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 09.50%, 12/01/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       16966 | PA      | $5745610.98   | 0.07%             | 2025-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4061000 | PA      | $4400052.89   | 0.05%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2205040.24   | 0.03%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc., 1st Lien Term Loan B-1                                                       | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     5814527 | PA      | $5777023.44   | 0.07%             | 2029-04-16      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KF58, Class B                                                        | CUSIP: 302986AC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      906093 | PA      | $902312.45    | 0.01%             | 2026-01-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.20%, 11/14/2025                                                    | CUSIP: 61778Q419<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       51214 | PA      | $7064924.24   | 0.08%             | 2025-11-14      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                       | Foundry JV Holdco LLC                                                                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207423.72    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                                               | Banco BPM SpA                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      122133 | NS      | $1779410.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc., 1st Lien Term Loan                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      640891 | PA      | $641358.59    | 0.01%             | 2029-01-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR25, Class D                                                   | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1719379 | PA      | $1633427.06   | 0.02%             | 2048-08-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2700000 | PA      | $2448805.50   | 0.03%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      896000 | PA      | $959000.47    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                        | Emerson Electric Co.                                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      164313 | NS      | $22933165.41  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                            | American Builders & Contractors Supply Co., Inc.                                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $2770255.92   | 0.03%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                            | Barings CLO Ltd., Series 2022-1A, Class B                                                              | CUSIP: 06760DAC2<br>LEI: 54930077KYY3RXLTEG63 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299976.60    | 0.00%             | 2035-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Transdigm Inc.                                                              | TransDigm, Inc., 1st Lien Term Loan K                                                                  | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      481406 | PA      | $481776.93    | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                              | SoftBank Corp.                                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     2224600 | NS      | $3161154.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2007-5AX, Class 2A2                                         | CUSIP: 61751GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2628570 | PA      | $505276.62    | 0.01%             | 2037-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                       | Saudi Arabian Oil Co.                                                                                  | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |      668844 | NS      | $4621373.16   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2023-2A, Class D                                                   | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $726606.23    | 0.01%             | 2029-09-25      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                                    | Volvo AB, Class B                                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      879115 | NS      | $24083396.81  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      750000 | PA      | $753045.00    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                                                   | Koninklijke Heijmans N.V.                                                                              | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |       34763 | NS      | $2462750.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                                             | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $324992.00    | 0.00%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      413000 | PA      | $413686.41    | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1668883.23   | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      884000 | PA      | $911529.53    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1280000 | PA      | $1302378.24   | 0.02%             | 2031-09-25      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                          | Millicom International Cellular SA                                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       42138 | NS      | $1985121.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2002-3, Class M1                                            | CUSIP: 75970NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266779 | PA      | $250980.23    | 0.00%             | 2032-12-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      918000 | PA      | $901181.45    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plus500 Ltd.                                                                | Plus500 Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |       25273 | NS      | $1051596.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3302000 | PA      | $3240379.07   | 0.04%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1380000 | PA      | $1426449.70   | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $702240.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2693000 | PA      | $2769817.83   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-2A, Class C                                                        | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $957691.68    | 0.01%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| 3M Co.                                                                      | 3M Co.                                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       95669 | NS      | $15928888.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $3773347.13   | 0.04%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | Boost Newco Borrower LLC, 1st Lien Term Loan B-2                                                       | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      387080 | PA      | $387927.58    | 0.00%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      950000 | PA      | $882431.25    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                               | Perrigo Finance Unlimited Co., Series USD                                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1343000 | PA      | $1354336.26   | 0.02%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2720000 | PA      | $2731043.20   | 0.03%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3                                        | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147352 | PA      | $137014.30    | 0.00%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Carlsberg A/S                                                               | Carlsberg A/S, Class B                                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       13553 | NS      | $1593555.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                             | Santander UK Group Holdings plc                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $244618.43    | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                       | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3290795 | PA      | $150782.91    | 0.00%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                            | Telkom Indonesia Persero Tbk. PT                                                                       | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |    35262700 | NS      | $6821028.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                          | VICI Properties LP                                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3583000 | PA      | $3553308.61   | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                | Marriott International, Inc.                                                                           | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      133000 | PA      | $133412.32    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                            | TotalEnergies SE                                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       86688 | NS      | $5412368.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                       | Woolworths Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       75089 | NS      | $1395078.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5432000 | PA      | $5143736.80   | 0.06%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     6890000 | PA      | $6879453.48   | 0.08%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4771000 | PA      | $4900699.64   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                     | Naturgy Energy Group SA                                                                                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       51138 | NS      | $1549053.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      897000 | PA      | $908069.90    | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20018.82     | 0.00%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      683450 | PA      | $722536.60    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Four Seasons HotelsLtd.                                                     | Four Seasons Hotels Ltd., 1st Lien Term Loan                                                           | CUSIP: 35100DAW6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      443193 | PA      | $443193.04    | 0.01%             | 2032-09-22      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                    | Kone OYJ, Class B                                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       40600 | NS      | $2712611.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg Sarl                                                                                     | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1720000 | PA      | $1778050.00   | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81043.82     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                    | Engie SA                                                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      833967 | NS      | $19525636.55  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                                  | Salmar ASA                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       12216 | NS      | $685978.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299155.85    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA, Series 2033                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      856000 | PA      | $844666.38    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Pike Corp.                                                                  | Pike Corp.                                                                                             | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     2768000 | PA      | $2762106.37   | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 07.60%, 11/14/2025                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        6799 | PA      | $3995183.69   | 0.05%             | 2025-11-14      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1548593.81   | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                                              | Brazilian Real                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |          -1 | OU      | $-0.20        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                                           | BAT Capital Corp.                                                                                      | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      525000 | PA      | $543199.90    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                 | Bayerische Motoren Werke AG                                                                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        9355 | NS      | $872305.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                        | Shriram Finance Ltd.                                                                                   | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |      430616 | NS      | $3631386.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class D                                           | CUSIP: 17290YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4975000 | PA      | $4754860.23   | 0.06%             | 2049-05-10      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2025-MN10, Class M2                                                           | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2500014.25   | 0.03%             | 2045-02-25      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K116, Class X3                        | CUSIP: 3137FWHW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10500000 | PA      | $1277413.20   | 0.02%             | 2047-09-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                           | Chevron Phillips Chemical Co. LLC                                                                      | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $153797.48    | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $47500.00     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                         | Prairie Acquiror LP                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1084879.43   | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Nestle SA                                                                   | Nestle SA (Registered)                                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       82556 | NS      | $7888098.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                           | Admiral Group plc                                                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       36863 | NS      | $1587218.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | Miter Brands Acquisition Holdco, Inc.                                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1677000 | PA      | $1721360.00   | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3                        | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10130000 | PA      | $702950.08    | 0.01%             | 2047-02-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1415285.85   | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                                         | Stagwell Global LLC                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     5741000 | PA      | $5469950.68   | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                                | KBC Group NV                                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       12401 | NS      | $1491958.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                    | Canadian Tire Corp. Ltd., Class A                                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        7919 | NS      | $908182.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1155019.50   | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Sindall Group plc                                                    | Morgan Sindall Group plc                                                                               | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |       27438 | NS      | $1676106.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1400000 | PA      | $1378930.00   | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5A3                              | CUSIP: 225470EE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215486 | PA      | $153544.79    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC, 1st Lien Term Loan B                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      446106 | PA      | $446181.62    | 0.01%             | 2031-03-14      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                                             | Octagon Ltd., Series 2022-1A, Class DR                                                                 | CUSIP: 67579ABE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248268.50    | 0.00%             | 2037-07-21      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                  | Japan Exchange Group, Inc.                                                                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      395400 | NS      | $4409170.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     5835000 | PA      | $6021922.71   | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fortis, Inc.                                                                | Fortis, Inc.                                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       86139 | NS      | $4329827.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank A/S                                                                 | Sydbank A/S                                                                                            | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |       16331 | NS      | $1394198.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd.                                                                | Metcash Ltd.                                                                                           | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |      328792 | NS      | $818995.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2018-COR3, Class D                                                   | CUSIP: 12595VAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $789977.20    | 0.01%             | 2051-05-10      | Variable      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                | Constellation Renewables LLC, 1st Lien Term Loan                                                       | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      386168 | PA      | $385603.86    | 0.00%             | 2027-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN16, Class F                                                                        | CUSIP: 065405AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $902753.60    | 0.01%             | 2052-02-15      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                  | Graham Packaging Co., Inc.                                                                             | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $1001272.60   | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                           | Star Parent, Inc., 1st Lien Term Loan                                                                  | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     1920750 | PA      | $1923323.81   | 0.02%             | 2030-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2316000 | PA      | $2373900.00   | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | Ensemble RCM LLC, 1st Lien Term Loan B                                                                 | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      239113 | PA      | $239971.92    | 0.00%             | 2029-08-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $7506390.95   | 0.09%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 13.10%, 11/21/2025                                                          | CUSIP: C79865579<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       13012 | PA      | $4073645.96   | 0.05%             | 2025-11-21      | Fixed         | 13.10%                | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      318000 | PA      | $322406.09    | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                            | Societe Generale, ELN, 12.10%, 12/01/2025                                                              | CUSIP: 83371Q307<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       34641 | PA      | $6251656.25   | 0.07%             | 2025-12-01      | Fixed         | 12.10%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                                        | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      481583 | PA      | $482021.32    | 0.01%             | 2029-03-19      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1220000 | PA      | $1308828.20   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                     | EnfraGen Energia Sur SA                                                                                | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      950000 | PA      | $878940.00    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1698522.00   | 0.02%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                   | RTX Corp.                                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       27498 | NS      | $4908393.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1958759.50   | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                                                | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      518000 | PA      | $528819.53    | 0.01%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                    | Unipol Assicurazioni SpA                                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       77382 | NS      | $1694149.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2005-4, Class 1A                                            | CUSIP: 61748HJV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19088 | PA      | $19094.28     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6541000 | PA      | $6183567.71   | 0.07%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                | Ford Credit Auto Owner Trust, Series 2022-C, Class A4                                                  | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      473000 | PA      | $473814.17    | 0.01%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      780000 | PA      | $787161.18    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2004-HE2, Class M1                                      | CUSIP: 59020UKZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33346 | PA      | $32986.26     | 0.00%             | 2035-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-19, Class 1A8                                                      | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131921 | PA      | $61353.07     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                                | Gaztransport Et Technigaz SA                                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        9036 | NS      | $1789398.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                            | Cooper-Standard Automotive, Inc.                                                                       | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     8012985 | PA      | $7676254.53   | 0.09%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1817240.26   | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      374000 | PA      | $372482.72    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                        | Alliant Energy Corp.                                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       34729 | NS      | $2320591.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                                                       | Ballyrock CLO Ltd., Series 2021-17A, Class A2R                                                         | CUSIP: 05876LAQ6<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400000.00   | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series R                                                              | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1814904.58   | 0.02%             | 2026-02-10      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B9, Class F                                                      | CUSIP: 08160JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6590000 | PA      | $2762884.52   | 0.03%             | 2052-03-15      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                          | General Motors Financial Co., Inc.                                                                     | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250185.54    | 0.00%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3051000 | PA      | $2983738.57   | 0.04%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                                             | Sumitomo Rubber Industries Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |       32100 | NS      | $375936.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR3, Class 6A1                                                    | CUSIP: 36242D4W0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45989 | PA      | $33995.17     | 0.00%             | 2035-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2882161.33   | 0.03%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2983000 | PA      | $2822349.13   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     4000000 | PA      | $2840000.00   | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      880000 | PA      | $909676.58    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     3421000 | PA      | $3207187.50   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-5, Class B2                                                    | CUSIP: 92538KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $2944024.13   | 0.03%             | 2066-09-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1174892.70   | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        1656 | NS      | $631863.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1230000 | PA      | $1006140.00   | 0.01%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                       | WEC US Holdings, Inc., 1st Lien Term Loan                                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1010626 | PA      | $1012748.56   | 0.01%             | 2031-01-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                | Mondelez International, Inc., Class A                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      186601 | NS      | $10722093.46  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1810000 | PA      | $1825620.30   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust, Series 2004-4, Class M1                                                | CUSIP: 004375CG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275307 | PA      | $275197.27    | 0.00%             | 2035-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                               | ASB Bank Ltd.                                                                                          | CUSIP: 00216LAD5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      262000 | PA      | $256047.91    | 0.00%             | 2026-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      108680 | NS      | $23696587.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                         | Omnicom Group, Inc.                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      213202 | NS      | $15994414.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2250000 | PA      | $2278687.50   | 0.03%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       90743 | NS      | $4231287.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4292000 | PA      | $4421296.50   | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, 06.30%, 12/01/2025                                                    | CUSIP: 65543G606<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       22287 | PA      | $4628236.75   | 0.05%             | 2025-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust, Series 2025-8, Class CERT                                                | CUSIP: 17302KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      326000 | PA      | $339073.16    | 0.00%             | 2031-11-20      | Fixed         | 25.80%                | Yes           |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC21, Class D                                                   | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $401809.50    | 0.00%             | 2048-07-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 2A5            | CUSIP: 93934FGD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1318434 | PA      | $1252441.91   | 0.01%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                              | DTE Energy Co., Series H                                                                               | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      115600 | NS      | $2906184.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1362885 | PA      | $1328812.88   | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                              | JELD-WEN, Inc.                                                                                         | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3204830.02   | 0.04%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                | American Honda Finance Corp.                                                                           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67329.64     | 0.00%             | 2027-07-09      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc., 1st Lien Term Loan                                                      | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      400000 | PA      | $401540.00    | 0.00%             | 2032-10-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| AEON REIT Investment Corp.                                                  | AEON REIT Investment Corp.                                                                             | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               | CORP              | JP        |         467 | NS      | $395374.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      670000 | PA      | $694610.44    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3050000 | PA      | $2879383.00   | 0.03%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                                     | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1713265.95   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC                                                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     6049000 | PA      | $5927452.00   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                                                 | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $965521.78    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 09.50%, 11/14/2025                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      104125 | PA      | $20641134.65  | 0.24%             | 2025-11-14      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1237301 | PA      | $1185953.09   | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5045000 | PA      | $3284295.00   | 0.04%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2613823.54   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                             | UPM-Kymmene OYJ                                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |       26365 | NS      | $707433.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      277301 | NS      | $4738428.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                       | JetBlue Airways Corp.                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4762000 | PA      | $4680543.85   | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                      | WEC Energy Group, Inc.                                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       36141 | NS      | $4038033.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                              | US Foods, Inc.                                                                                         | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1175713.92   | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     5142000 | PA      | $5217814.88   | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-D, Class M2                                                       | CUSIP: 35729PGD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147980 | PA      | $137704.28    | 0.00%             | 2034-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      659000 | PA      | $664208.85    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2024-4, Class D                                   | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      446000 | PA      | $447433.31    | 0.01%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4121000 | PA      | $4385386.88   | 0.05%             | 2027-11-17      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                 | QXO Building Products, Inc., 1st Lien Term Loan B                                                      | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1066737 | PA      | $1067451.49   | 0.01%             | 2032-04-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Deutsche Bank AG                                                                                       | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1250000 | PA      | $1248304.44   | 0.01%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      887000 | PA      | $922180.05    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                         | Phoenix Newco, Inc., 1st Lien Term Loan                                                                | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     1851385 | PA      | $1855920.72   | 0.02%             | 2028-11-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203547.95    | 0.00%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                                         | Altice Financing SA, 1st Lien Term Loan                                                                | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      371291 | PA      | $292083.31    | 0.00%             | 2027-10-29      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                           | Centrais Eletricas Brasileiras SA                                                                      | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      900000 | PA      | $930825.00    | 0.01%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11268000 | PA      | $11875153.64  | 0.14%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                          | F&G Global Funding                                                                                     | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163854.44    | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $647250.00    | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 15.80%, 11/21/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20451 | PA      | $4332431.69   | 0.05%             | 2025-11-21      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A                                            | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259821 | PA      | $258707.16    | 0.00%             | 2034-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1259621 | PA      | $1162000.37   | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $353440.49    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zhejiang Supor Co. Ltd.                                                     | Zhejiang Supor Co. Ltd., Class A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      211462 | NS      | $1416311.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $744516.03    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                                | PACCAR, Inc.                                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      101660 | NS      | $10003344.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                       | NXP Semiconductors NV                                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       29506 | NS      | $6170294.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-20, Class A7                                              | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64295 | PA      | $37553.51     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2457000 | PA      | $2515216.16   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Co.                                                            | Baker Hughes Co., Class A                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      393561 | NS      | $19052288.01  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1030000 | PA      | $1081201.30   | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                                       | Jetblue Airways Corp., 1st Lien Term Loan                                                              | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      529650 | PA      | $502373.03    | 0.01%             | 2029-08-13      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1383000 | PA      | $1452495.75   | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2002-AR1, Class M1 | CUSIP: 03072SDB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34629 | PA      | $35441.61     | 0.00%             | 2032-09-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The)                                                                                     | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248527.44    | 0.00%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                | NetApp, Inc.                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       31047 | NS      | $3656715.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                         | Buckeye Partners LP, 1st Lien Term Loan B-7                                                            | CUSIP: 11823LAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      484929 | PA      | $484905.19    | 0.01%             | 2032-11-22      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 2A4                                                    | CUSIP: 12667FYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238903 | PA      | $222329.79    | 0.00%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     8585000 | PA      | $8290157.62   | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC                                                                                 | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580242 | PA      | $1580242.00   | 0.02%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                           | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1289799.94   | 0.02%             | 2049-11-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc., Series 16-A                                                                            | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1924000 | PA      | $1929718.13   | 0.02%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2023-28                                                                                   | CUSIP: 38381HX48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18161692 | PA      | $1209100.11   | 0.01%             | 2065-02-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                                      | ILFC E-Capital Trust I                                                                                 | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2263000 | PA      | $1881055.39   | 0.02%             | 2065-12-21      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series TT                                                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2778000 | PA      | $2810860.96   | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       44628 | NS      | $4103098.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $2655147.82   | 0.03%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1822000 | PA      | $1928470.26   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                  | Graham Packaging Co., Inc., 1st Lien Term Loan                                                         | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      327344 | PA      | $327713.87    | 0.00%             | 2027-08-04      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      924270 | PA      | $772420.02    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     5358000 | PA      | $5333026.90   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1670000 | PA      | $1566142.70   | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR22, Class D                                                   | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $795420.00    | 0.01%             | 2048-03-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                             | Republic Finance Issuance Trust, Series 2024-A, Class A                                                | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1546000 | PA      | $1562133.90   | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                           | ACCO Brands Corp.                                                                                      | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $4550485.48   | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1292893.44   | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      663000 | PA      | $647176.97    | 0.01%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                    | Tele2 AB, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      364805 | NS      | $5795247.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                           | WBI Operating LLC                                                                                      | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2524000 | PA      | $2521602.20   | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS4, Class A2                                                                  | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      802429 | PA      | $658113.12    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                        | Columbia Pipelines Operating Co. LLC                                                                   | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $571305.16    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2382000 | PA      | $2266970.84   | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                  | Edgewell Personal Care Co.                                                                             | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $2992800.60   | 0.04%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      464000 | PA      | $484371.26    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Russian Roubles                                                             | Russian Roubles                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                           | Hershey Co. (The)                                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       12111 | NS      | $2054388.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | MSCI Emerging Markets Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         623 | NC      | $956182.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance BV                                                 | Petrobras Global Finance BV                                                                            | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $289254.00    | 0.00%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC, 1st Lien Term Loan                                                                       | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      147856 | PA      | $117989.03    | 0.00%             | 2031-12-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | Boost Newco Borrower LLC                                                                               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      560000 | PA      | $594927.20    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5340000 | PA      | $1214850.00   | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2024-NQM4, Class A3                                                                  | CUSIP: 67118TAC8<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |     3227660 | PA      | $3250504.30   | 0.04%             | 2064-01-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B11, Class C                                                     | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13959000 | PA      | $10951573.93  | 0.13%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Coface SA                                                                   | Coface SA                                                                                              | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | EC               | CORP              | FR        |       62741 | NS      | $1105012.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                                      | OCI NV                                                                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |      221940 | NS      | $870614.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3567.28      | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $3449224.02   | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                                         | CNX Resources Corp.                                                                                    | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2454224.47   | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class E                                       | CUSIP: 95003LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1598487.37   | 0.02%             | 2040-02-15      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     3891000 | PA      | $3878875.64   | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Magellan Financial Group Ltd.                                               | Magellan Financial Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300X5WFW6USQQ9U26       | Long             | EC               | CORP              | AU        |       37121 | NS      | $233319.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $624575.56    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      817000 | PA      | $856521.27    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class C                                           | CUSIP: 17325HBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3295000 | PA      | $2955433.12   | 0.03%             | 2050-04-14      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     4624000 | PA      | $4508023.61   | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                                                 | Cathay Pacific Airways Ltd.                                                                            | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |      204000 | NS      | $290398.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                  | Camelot US Acquisition LLC, 1st Lien Term Loan B                                                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      272747 | PA      | $267464.24    | 0.00%             | 2031-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                         | EOG Resources, Inc.                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       65008 | NS      | $6880446.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                                  | Pike Corp.                                                                                             | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      757000 | PA      | $807731.38    | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ATS Corp.                                                                   | ATS Corp.                                                                                              | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     1150000 | PA      | $1111483.17   | 0.01%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                            | Fair Isaac Corp.                                                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1477984.99   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                       | Gilead Sciences, Inc.                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       38458 | NS      | $4606883.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-5, Class 3A1                                                 | CUSIP: 576434T20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193157 | PA      | $85324.59     | 0.00%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3                             | CUSIP: 92922F4C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      627451 | PA      | $593180.27    | 0.01%             | 2035-12-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       35259 | NS      | $4382693.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), 1st Lien Term Loan B                                                                | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     2685119 | PA      | $2221694.42   | 0.03%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2872000 | PA      | $2853394.04   | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10816000 | PA      | $10705260.38  | 0.13%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2750000 | PA      | $2599817.83   | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $568558.55    | 0.01%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     4871000 | PA      | $4834121.17   | 0.06%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-J3, Class 4A1                                                      | CUSIP: 021469AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57216 | PA      | $57003.65     | 0.00%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class X2A                                                      | CUSIP: 30298GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   263162337 | PA      | $613536.67    | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5926000 | PA      | $6035868.04   | 0.07%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp., Escrow                                                                                 | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     2765313 | PA      | $0.03         | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale                                                            | Societe Generale, ELN, 16.20%, 11/21/2025                                                              | CUSIP: 83371Q281<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       16161 | PA      | $3697443.75   | 0.04%             | 2025-11-21      | Fixed         | 16.20%                | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-30, Class A5                                              | CUSIP: 126694TU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101219 | PA      | $60049.20     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                          | Central Parent LLC, 1st Lien Term Loan                                                                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      728084 | PA      | $597589.67    | 0.01%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3723000 | PA      | $3323527.01   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     7135000 | PA      | $1623212.50   | 0.02%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Covivio SA                                                                  | Covivio SA                                                                                             | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       27386 | NS      | $1757027.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed Securities Corp. Home Equity Loan Trust                        | Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2                        | CUSIP: 04541GMD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89398 | PA      | $90178.81     | 0.00%             | 2034-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2023-RTL3, Class A1                                                       | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2235513 | PA      | $2239682.33   | 0.03%             | 2028-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1802543.75   | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series CC                                                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4928000 | PA      | $5083222.14   | 0.06%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                       | Spectrum Brands, Inc.                                                                                  | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      729000 | PA      | $589578.75    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                                      | Antero Resources Corp.                                                                                 | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1441843.57   | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2024-NPL9, Class A1                                                                   | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |     7435532 | PA      | $7442772.13   | 0.09%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan C                                                        | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      607409 | PA      | $607712.79    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                          | New Century Home Equity Loan Trust, Series 2004-4, Class M2                                            | CUSIP: 64352VJK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3727 | PA      | $6557.62      | 0.00%             | 2035-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                                    | PM General Purchaser LLC                                                                               | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2198546.19   | 0.03%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                | CaixaBank SA                                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      257230 | NS      | $2718856.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1748884.14   | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series Y                                                              | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5740454.97   | 0.07%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2021-5, Class B2                                                      | CUSIP: 12598RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2247000 | PA      | $1847099.61   | 0.02%             | 2066-11-26      | Variable      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                         | Deutsche Telekom AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      180774 | NS      | $5599508.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-4, Class B1                                          | CUSIP: 24381JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4842529.80   | 0.06%             | 2066-11-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                      | Sonic Automotive, Inc.                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     3279000 | PA      | $3119836.68   | 0.04%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Cooper-Standard Automotive, Inc.                                            | Cooper-Standard Automotive, Inc.                                                                       | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    13330212 | PA      | $13948973.78  | 0.16%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd.                                                              | Credicorp Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        4131 | NS      | $1078191.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2005-S7, Class A6                                                                  | CUSIP: 76111XZW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39456 | PA      | $30899.56     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3280179.54   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1579000 | PA      | $1657777.89   | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     2090000 | PA      | $1755600.00   | 0.02%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      602429 | PA      | $602163.82    | 0.01%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                                                       | CUSIP: 83051GAU2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      336000 | PA      | $335562.67    | 0.00%             | 2025-11-19      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: —       |
| ACE Securities Corp. Home Equity Loan Trust                                 | ACE Securities Corp. Home Equity Loan Trust, Series 2003-FM1, Class M1                                 | CUSIP: 004421BR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194724 | PA      | $225323.17    | 0.00%             | 2032-11-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                 | Novartis AG (Registered)                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       76818 | NS      | $9507123.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-3, Class C                                   | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $945873.40    | 0.01%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Hope Corp. Ltd.                                                         | New Hope Corp. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |      159727 | NS      | $433498.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3                        | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17956783 | PA      | $1139934.29   | 0.01%             | 2046-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                                   | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    12959527 | PA      | $13216398.77  | 0.16%             | 2042-08-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Moog, Inc.                                                                  | Moog, Inc.                                                                                             | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      247000 | PA      | $244249.51    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2021-BN31, Class E                                                                        | CUSIP: 06541AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1803880.50   | 0.02%             | 2054-02-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 17.50%, 12/01/2025                                                    | CUSIP: 61778Q716<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      113145 | PA      | $4085217.85   | 0.05%             | 2025-12-01      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                 | TELUS Corp.                                                                                            | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |      248120 | NS      | $3628349.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-14CB, Class A1                                                     | CUSIP: 021468AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1068779 | PA      | $570429.92    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $945008.24    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     1600000 | PA      | $1720000.00   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd.                                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2525000 | PA      | $2639406.56   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                               | MetLife, Inc., Series D                                                                                | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108624.45    | 0.00%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                       | Lehman Mortgage Trust, Series 2005-2, Class 2A5                                                        | CUSIP: 52520MBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      567787 | PA      | $311946.35    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      619000 | PA      | $635668.55    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                                          | Barratt Redrow plc                                                                                     | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |      449759 | NS      | $2225624.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd.                                                    | Standard Bank Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |      223763 | NS      | $3290401.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     2745000 | PA      | $2716022.96   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      747000 | PA      | $795629.70    | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                                       | FGI Operating Co. LLC, 1st Lien Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      125860 | PA      | $1258.60      | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                             | FHLMC, Multi-Class Certificates, Series 2020-RR05, Class X                                             | CUSIP: 3137FRV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17110000 | PA      | $934247.06    | 0.01%             | 2029-01-27      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      230000 | PA      | $175260.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Severstal PAO                                                               | Severstal PAO                                                                                          | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      131758 | NS      | $0.13         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Restaurant Brands International, Inc.                                       | Restaurant Brands International, Inc.                                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       60948 | NS      | $4003087.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      106853 | NS      | $31888140.79  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      482000 | PA      | $463684.00    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                | Samsung Electronics Co. Ltd. (Preference)                                                              | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      156019 | NS      | $9207455.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2018-MP, Class D                                                | CUSIP: 61691DAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $578682.75    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale, ELN, 15.00%, 11/21/2025                                                              | CUSIP: 83371Q273<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       19728 | PA      | $4055758.43   | 0.05%             | 2025-11-21      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| VMware LLC                                                                  | VMware LLC                                                                                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      823000 | PA      | $727751.69    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3097598.77   | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class C                                    | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4915928.00   | 0.06%             | 2049-03-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                       | TC Ziraat Bankasi A/S                                                                                  | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |     1400000 | PA      | $1470686.00   | 0.02%             | 2029-01-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2005-WF2, Class AF7                                        | CUSIP: 17307GVN5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |       18127 | PA      | $16868.62     | 0.00%             | 2035-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $820417.77    | 0.01%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59647.41     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2033021.76   | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                         | Kinder Morgan, Inc.                                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      149569 | NS      | $3917212.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1763648.89   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      866000 | PA      | $850304.41    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     9898000 | PA      | $9911867.10   | 0.12%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R06, Class 2B1                                        | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3631329 | PA      | $3709620.12   | 0.04%             | 2039-09-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                                     | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                                         | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      109661 | PA      | $109992.60    | 0.00%             | 2031-12-26      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-64CB, Class 1A15                                                   | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      702425 | PA      | $626947.42    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      820000 | PA      | $862435.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series I                                                                               | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       61750 | NS      | $1553012.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                            | JPMorgan Prime Money Market Fund, Class Institutional                                                  | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   260908851 | NS      | $261013214.49 | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plurinational State of Bolivia                                              | Plurinational State of Bolivia                                                                         | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |      200000 | PA      | $163500.00    | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                   | GMACM Mortgage Loan Trust, Series 2005-AR1, Class 3A                                                   | CUSIP: 76112BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32184 | PA      | $29263.58     | 0.00%             | 2035-03-18      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                   | United States Steel Corp.                                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      211000 | PA      | $213062.31    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-26, Class 1A11                                            | CUSIP: 126694MV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      949129 | PA      | $560284.73    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                             | MYT Holding LLC, Series A                                                                              | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     2316150 | NS      | $2837283.75   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      209000 | PA      | $212306.96    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 12.90%, 12/01/2025                                                   | CUSIP: 299036537<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |       20647 | PA      | $5645610.15   | 0.07%             | 2025-12-01      | Fixed         | 12.90%                | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1144981.19   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, 13.90%, 11/21/2025                                                    | CUSIP: 65543G598<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |      112272 | PA      | $4241656.83   | 0.05%             | 2025-11-21      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                  | Coty, Inc.                                                                                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $867624.21    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                             | Amer Sports Co.                                                                                        | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4524870.00   | 0.05%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      972000 | PA      | $896356.87    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5139000 | PA      | $5331609.72   | 0.06%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1678000 | PA      | $1738748.63   | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP6, Class CERT                                 | CUSIP: 52607PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $351398.38    | 0.00%             | 2037-07-15      | Fixed         | 25.46%                | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS6, Class D                                                 | CUSIP: 36253PAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1124730.78   | 0.01%             | 2050-05-10      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| RAMP Trust                                                                  | RAMP Trust, Series 2002-RS2, Class AI5                                                                 | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105365 | PA      | $104682.77    | 0.00%             | 2032-03-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      625000 | PA      | $671718.75    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Accenture plc                                                               | Accenture plc, Class A                                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       34708 | NS      | $8680470.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5351000 | PA      | $5363114.66   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                 | B3 SA - Brasil Bolsa Balcao                                                                            | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |     1804618 | NS      | $4253302.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 08.20%, 11/07/2025                                                   | CUSIP: 299035913<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |       49592 | PA      | $3603705.74   | 0.04%             | 2025-11-07      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Polish Zloty - New                                                          | Polish Zloty - New                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The), Series J                                                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       66000 | NS      | $1750980.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 01310QDB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      613000 | PA      | $651312.50    | 0.01%             | 2028-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                             | Transocean Titan Financing Ltd.                                                                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      741524 | PA      | $762005.44    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3                                    | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263452 | PA      | $264897.84    | 0.00%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 20.40%, 11/21/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       37269 | PA      | $4917680.02   | 0.06%             | 2025-11-21      | Fixed         | 20.40%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $729540.00    | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                      | Boxer Parent Co., Inc., 1st Lien Term Loan                                                             | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      721375 | PA      | $716101.75    | 0.01%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3                        | CUSIP: 3137FTBQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16575000 | PA      | $2111202.50   | 0.02%             | 2048-04-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                        | Alliant Energy Corp.                                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      890000 | PA      | $893017.10    | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1387847.29   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fortum OYJ                                                                  | Fortum OYJ                                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      120475 | NS      | $2686584.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class F                                                    | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $6104000.00   | 0.07%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      810000 | PA      | $853867.85    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      599000 | PA      | $563060.00    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1962262.42   | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                 | Citibank NA                                                                                            | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251509.99    | 0.00%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                          | T-Mobile USA, Inc.                                                                                     | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      965000 | PA      | $849661.52    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14392.67     | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       70336 | NS      | $4128019.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                           | Xcel Energy, Inc.                                                                                      | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |      113300 | NS      | $2832500.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      870000 | PA      | $824031.81    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-LC15, Class D                                                   | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      465327 | PA      | $456495.55    | 0.01%             | 2047-04-10      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                | International Consolidated Airlines Group SA                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      362681 | NS      | $1993874.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                       | Cardinal Health, Inc.                                                                                  | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62400.85     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                        | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1367493.41   | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2                                                | CUSIP: 17307GM62<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       57123 | PA      | $40301.31     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14706.46     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5950000 | PA      | $5723900.00   | 0.07%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                    | CapitaLand Ascendas                                                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |      437600 | NS      | $947418.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      833000 | PA      | $774255.49    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6645000 | PA      | $6623437.64   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                                                  | Hana Financial Group, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       82996 | NS      | $4972171.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                                | Fastenal Co.                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       93167 | NS      | $3833822.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Group LLC                                              | Anywhere Real Estate Group LLC                                                                         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2019000 | PA      | $2198400.26   | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series FF                                                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3789000 | PA      | $3897804.92   | 0.05%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                            | Fair Isaac Corp.                                                                                       | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1205458.30   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                   | PRA Health Sciences, Inc., 1st Lien Term Loan B                                                        | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |       23395 | PA      | $23492.11     | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      335000 | PA      | $334300.29    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1                                              | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1799284 | PA      | $740150.15    | 0.01%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                 | FinecoBank Banca Fineco SpA                                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       56866 | NS      | $1301102.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2005-1, Class 1A2                                                              | CUSIP: 45254NMM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155480 | PA      | $150435.01    | 0.00%             | 2035-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                            | NCR Atleos Corp.                                                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     4514000 | PA      | $4874781.45   | 0.06%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class J                                                    | CUSIP: 55348UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17000000 | PA      | $7565000.00   | 0.09%             | 2036-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                                                | Capgemini SE                                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        8706 | NS      | $1339378.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5555455 | PA      | $3808264.10   | 0.04%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| SCB X PCL                                                                   | SCB X PCL                                                                                              | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |     1115100 | NS      | $4517646.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis, Inc.                                                               | Novelis, Inc., 1st Lien Term Loan                                                                      | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      263675 | PA      | $264236.63    | 0.00%             | 2032-03-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc.                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1042595.91   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       48983 | NS      | $4706776.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 20 Year                                                                                     | CUSIP: 3140Q8LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164967 | PA      | $159743.73    | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                        | Ally Financial, Inc., Series C                                                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5049000 | PA      | $4696166.29   | 0.06%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp.                           | Industrial & Infrastructure Fund Investment Corp.                                                      | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               | CORP              | JP        |         602 | NS      | $559320.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                                 | Moran Foods Backstop Equity                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 23005765740 | NS      | $23005.77     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                          | Grupo Financiero Banorte SAB de CV, Class O                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      643789 | NS      | $6043719.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                          | Suzuki Motor Corp.                                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      513600 | NS      | $7667467.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2019-L2, Class E                                                | CUSIP: 61768HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $1883569.24   | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1481601.86   | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                           | Lamar Media Corp.                                                                                      | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $455799.88    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-3, Class E                                   | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $941045.76    | 0.01%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3186000 | PA      | $3062160.50   | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                    | SGUS LLC                                                                                               | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      789183 | PA      | $680678.23    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2020-M37, Class X                                                                    | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23047974 | PA      | $807785.39    | 0.01%             | 2032-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-139, Class UZ                                                                        | CUSIP: 38381QYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2984944 | PA      | $2747208.79   | 0.03%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                  | Baxter International, Inc.                                                                             | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      490000 | PA      | $428386.93    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                       | Athene Global Funding                                                                                  | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      212000 | PA      | $213018.32    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-CR15, Class C                                                   | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      989000 | PA      | $953943.81    | 0.01%             | 2047-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      573682 | NS      | $8031233.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class D                                   | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1312665.00   | 0.02%             | 2048-01-15      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      979000 | PA      | $1026113.14   | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                 | PNC Bank NA                                                                                            | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250225.11    | 0.00%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2016-CD2, Class C                                                            | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $442583.93    | 0.01%             | 2049-11-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                                         | Henderson Land Development Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |       99000 | NS      | $348257.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                                        | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4698888 | PA      | $4703069.51   | 0.06%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1271000 | PA      | $1245977.06   | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1110066.56   | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $250103.07    | 0.00%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6155000 | PA      | $6278604.71   | 0.07%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K102, Class X3                        | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1180000 | PA      | $78412.53     | 0.00%             | 2046-12-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                 | Shin-Etsu Chemical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      153800 | NS      | $4623065.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet                                                                    | Transnet                                                                                               | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $633564.00    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1552712.37   | 0.02%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A3, Class 6A6                                                     | CUSIP: 466247RM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79122 | PA      | $79367.98     | 0.00%             | 2035-06-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36158.75     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-C, Class M2                                                 | CUSIP: 152314KS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262369 | PA      | $259119.80    | 0.00%             | 2034-06-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      609074 | NS      | $10419315.47  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                | Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC5, Class M1                                | CUSIP: 073879GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      179725 | PA      | $161640.71    | 0.00%             | 2034-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 26.80%, 11/21/2025                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       12773 | PA      | $3494087.27   | 0.04%             | 2025-11-21      | Fixed         | 26.80%                | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1063790.76   | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 10.20%, 11/21/2025                                                          | CUSIP: C79865561<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |      147762 | PA      | $4697822.97   | 0.06%             | 2025-11-21      | Fixed         | 10.20%                | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                           | Solstice Advanced Materials, Inc.                                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1465171.20   | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                  | Axalta Coating Systems LLC                                                                             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4238556.05   | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2004-10, Class 2A                                                              | CUSIP: 45254NLL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283992 | PA      | $266336.16    | 0.00%             | 2035-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2045913.90   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $435252.00    | 0.01%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      589302 | PA      | $495888.59    | 0.01%             | 2036-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                                         | Conair Holdings LLC, 1st Lien Term Loan B                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     1946899 | PA      | $1142187.47   | 0.01%             | 2028-05-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                         | Kimco Realty OP LLC                                                                                    | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8826.79      | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA                                                                                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      488000 | PA      | $494049.25    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                                               | Calpine Corp.                                                                                          | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1055484.95   | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1356000 | PA      | $1350915.00   | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Continental AG                                                              | Continental AG                                                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       27017 | NS      | $2064420.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1417124.99   | 0.02%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     5498000 | PA      | $5733869.70   | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                                        | EURO                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     4029943 | OU      | $4645114.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                               | British Pound                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       23611 | OU      | $31017.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $496124.25    | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                                    | Koninklijke BAM Groep NV                                                                               | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |      256307 | NS      | $2379270.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       55639 | NS      | $9958268.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP3, Class CERT                                 | CUSIP: 52606XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $728983.84    | 0.01%             | 2037-05-15      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                               | Pre-Paid Legal Services, Inc., 1st Lien Term Loan                                                      | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |      540817 | PA      | $502624.13    | 0.01%             | 2028-12-07      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series Q                                                                               | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      258000 | NS      | $6749280.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                           | Isuzu Motors Ltd.                                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        9500 | NS      | $116567.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                            | Societe Generale, ELN, 21.80%, 11/14/2025                                                              | CUSIP: 83371Q265<br>LEI: N/A                  | Long             | SN               | CORP              | FR        |       46633 | PA      | $7174910.98   | 0.08%             | 2025-11-14      | Fixed         | 21.80%                | No            |                  2 | On Loan: No      |
| Thoughtworks, Inc.                                                          | Thoughtworks, Inc., 1st Lien Term Loan B                                                               | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      144145 | PA      | $134991.48    | 0.00%             | 2028-03-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                             | JH North America Holdings, Inc.                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1056000 | PA      | $1075551.84   | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                  | Australia & New Zealand Banking Group Ltd.                                                             | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      262000 | PA      | $262352.49    | 0.00%             | 2026-03-18      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                     | Agnico Eagle Mines Ltd.                                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        9679 | NS      | $1556727.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC, 1st Lien Term Loan                                                           | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      627465 | PA      | $627464.90    | 0.01%             | 2031-02-03      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       22000 | PA      | $23698.70     | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                              | Ford Motor Co.                                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      366726 | NS      | $4815112.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3455171.43   | 0.04%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      269000 | PA      | $279377.18    | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 17.20%, 11/21/2025                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       50372 | PA      | $3809339.44   | 0.04%             | 2025-11-21      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-18, Class 2A4                                             | CUSIP: 12543WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1585798 | PA      | $814126.15    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House REIT, Inc.                                                    | Sekisui House REIT, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         844 | NS      | $434380.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR4, Class 3A5                                                    | CUSIP: 362341FN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      808333 | PA      | $480661.49    | 0.01%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     5125000 | PA      | $5542987.31   | 0.07%             | 2030-05-16      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1                                                     | CUSIP: 3622X7AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322154 | PA      | $299763.07    | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      729000 | PA      | $727052.13    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                       | Lockheed Martin Corp.                                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        7610 | NS      | $3743206.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     1469000 | PA      | $1520194.65   | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2023000 | PA      | $2124839.84   | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-11                                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      549792 | PA      | $551413.75    | 0.01%             | 2028-08-21      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                                          | Aker Solutions ASA                                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |      446959 | NS      | $1228055.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                    | RB Global Holdings, Inc.                                                                               | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      760000 | PA      | $776003.32    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5708195.06   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346484.75    | 0.00%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                           | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258078 | PA      | $249693.07    | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1229418.58   | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                 | Bouygues SA                                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       13929 | NS      | $628729.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2020-GC45, Class D                                                | CUSIP: 36258YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2823751 | PA      | $2246108.68   | 0.03%             | 2053-02-13      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC, 1st Lien Term Loan B-5                                                                 | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      394012 | PA      | $392605.88    | 0.00%             | 2030-09-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series DD                                                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6264000 | PA      | $6693929.64   | 0.08%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                              | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1151477.88   | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                         | Suncor Energy, Inc.                                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      102855 | NS      | $4095719.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The), Series 21-A                                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2037882.63   | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Land Securities Group plc                                                   | Land Securities Group plc                                                                              | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |      265420 | NS      | $2169170.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M3                                    | CUSIP: 61744CFD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147262 | PA      | $142012.75    | 0.00%             | 2034-08-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                          | Istanbul Metropolitan Municipality                                                                     | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |     3146000 | PA      | $3444555.40   | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                             | Kobe Steel Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |       79700 | NS      | $938018.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                     | American Airlines, Inc.                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9797658 | PA      | $9885317.65   | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                         | Viking Cruises Ltd.                                                                                    | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2907000 | PA      | $2955159.11   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2022-1, Class B1                                          | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2583363.90   | 0.03%             | 2067-01-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     6258000 | PA      | $6305185.32   | 0.07%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R3, Class B2                                                   | CUSIP: 92538EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1776000 | PA      | $1428485.64   | 0.02%             | 2064-04-25      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9638000 | PA      | $9625222.90   | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sanmina Corp.                                                               | Sanmina Corp., 1st Lien Term Loan B                                                                    | CUSIP: 80105GAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3140594 | PA      | $3140593.66   | 0.04%             | 2032-08-06      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                            | MEG Energy Corp.                                                                                       | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      816000 | PA      | $816615.26    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $110530.47    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                                               | Calpine Corp.                                                                                          | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2242000 | PA      | $2245797.95   | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     1651199 | NS      | $12711783.71  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                   | Repsol SA                                                                                              | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      110038 | NS      | $2019126.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC, 1st Lien Term Loan                                                                       | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      212340 | PA      | $192620.14    | 0.00%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Man Wah Holdings Ltd.                                                       | Man Wah Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: 52990005BW6K71UPKX41       | Long             | EC               | CORP              | BM        |      280800 | NS      | $171423.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                     | Texas Instruments, Inc.                                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       18343 | NS      | $2961660.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      847000 | PA      | $844754.51    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KF62, Class B                                                        | CUSIP: 30310WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489353 | PA      | $483404.29    | 0.01%             | 2026-04-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re AG                                                                 | Swiss Re AG                                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       13750 | NS      | $2510777.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-4, Class D                                   | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1446869.90   | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       37301 | NS      | $3840137.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Nutresa SA                                                            | Grupo Nutresa SA                                                                                       | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $1021725.00   | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                       | Claire's Stores, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4563 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1722067.35   | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                      | Suriname Government International Bond                                                                 | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     2625000 | PA      | $2703750.00   | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                       | Prestige Brands, Inc.                                                                                  | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      267000 | PA      | $266161.73    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SSE plc                                                                     | SSE plc                                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       41214 | NS      | $1038296.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                       | Global Infrastructure Solutions, Inc.                                                                  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $3003865.31   | 0.04%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                  | Corebridge Financial, Inc.                                                                             | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3996000 | PA      | $4092412.81   | 0.05%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                            | Salesforce, Inc.                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       38756 | NS      | $10092449.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      620000 | PA      | $502665.00    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                    | Rolls-Royce Holdings plc                                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      268157 | NS      | $4126617.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                      | ON Semiconductor Corp.                                                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     4166000 | PA      | $4053498.84   | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-5, Class CB7                                       | CUSIP: 05950BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182830 | PA      | $161312.59    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5971000 | PA      | $4576991.17   | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                | Fidelity National Information Services, Inc.                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      503353 | NS      | $31469629.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                                                   | Extra Space Storage, Inc.                                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27761 | NS      | $3707203.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                      | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      489332 | PA      | $490388.65    | 0.01%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4668000 | PA      | $3633221.10   | 0.04%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1920000 | PA      | $1885340.35   | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN5, Class B1                                  | CUSIP: 35563LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8302000 | PA      | $9482816.71   | 0.11%             | 2042-11-25      | Floating      | 13.68%                | Yes           |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                    | Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1                                                     | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96795 | PA      | $92075.93     | 0.00%             | 2034-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                             | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1015356.50   | 0.01%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2020-BN26, Class D                                                                        | CUSIP: 06540JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $984760.34    | 0.01%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                                                   | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $426944.87    | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                     | Molina Healthcare, Inc.                                                                                | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1066545.52   | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                   | Diamond Foreign Asset Co.                                                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2452000 | PA      | $2603143.73   | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      620000 | PA      | $652088.73    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                      | Colossus Acquireco LLC, 1st Lien Term Loan                                                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      493984 | PA      | $491514.04    | 0.01%             | 2032-07-30      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                  | Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class A3                                   | CUSIP: 67190AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2478125 | PA      | $2191927.09   | 0.03%             | 2051-01-20      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                         | Starwood Mortgage Residential Trust, Series 2020-1, Class B1                                           | CUSIP: 85573AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5410000 | PA      | $4745024.98   | 0.06%             | 2050-02-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc.                                                                                    | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1452861.05   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       68193 | NS      | $1740656.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2982000 | PA      | $3083623.58   | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1257000 | PA      | $1299895.63   | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      850000 | PA      | $776626.72    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Altafiber                                                                   | Altafiber Virginia LLC, 1st Lien Term Loan B-5                                                         | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      338244 | PA      | $338189.47    | 0.00%             | 2028-11-23      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     4377000 | PA      | $4578893.50   | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Technogym SpA                                                               | Technogym SpA                                                                                          | CUSIP: N/A<br>LEI: 815600B9149F66E77F76       | Long             | EC               | CORP              | IT        |      112164 | NS      | $2031633.09   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                       | Countrywide Asset-Backed Certificates, Series 2004-3, Class M1                                         | CUSIP: 1266714T0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143546 | PA      | $142787.71    | 0.00%             | 2034-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                                             | Vertex Aerospace Services Corp., 1st Lien Term Loan                                                    | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      268566 | PA      | $268230.03    | 0.00%             | 2030-12-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3                        | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22283000 | PA      | $1532936.70   | 0.02%             | 2046-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3759414.91   | 0.04%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                                        | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1024964.60   | 0.01%             | 2040-01-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1014669.17   | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      900000 | PA      | $943875.00    | 0.01%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $24007.11     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                | Klepierre SA                                                                                           | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      142592 | NS      | $5449376.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A7                                                      | CUSIP: 12668AQ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1014775 | PA      | $603974.25    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                     | Equitable Financial Life Global Funding                                                                | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      132000 | PA      | $133975.27    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                              | NCL Corp. Ltd.                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2352000 | PA      | $2350886.56   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                                            | Pernod Ricard SA                                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       17422 | NS      | $1706320.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                     | Jazz Financing Lux SARL, 1st Lien Term Loan B-2                                                        | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      357677 | PA      | $358371.13    | 0.00%             | 2028-05-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1106000 | PA      | $1161021.32   | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.40%, 11/07/2025                                                    | CUSIP: 61778Q336<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11549 | PA      | $12945143.22  | 0.15%             | 2025-11-07      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Saudi Arabian Ryal                                                          | Saudi Arabian Ryal                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3482890.82   | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      149000 | PA      | $153446.50    | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                 | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33801.51     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                            | ASR Nederland NV                                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       24582 | NS      | $1640569.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB5            | CUSIP: 93934NAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125591 | PA      | $93928.36     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                | Samsung Electronics Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      223352 | NS      | $16813094.18  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46990 | PA      | $40102.62     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                   | UKG, Inc., 1st Lien Term Loan                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      837274 | PA      | $836687.48    | 0.01%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M2                                  | CUSIP: 456606FV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      636042 | PA      | $571049.17    | 0.01%             | 2035-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                              | LD Celulose International GmbH                                                                         | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1053450.00   | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Beazley plc                                                                 | Beazley plc                                                                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |       96707 | NS      | $1183094.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 06.10%, 11/07/2025                                                    | CUSIP: 61778Q351<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       23456 | PA      | $4689133.76   | 0.06%             | 2025-11-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 19.50%, 12/01/2025                                                          | CUSIP: C79865645<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       54354 | PA      | $3768692.34   | 0.04%             | 2025-12-01      | Fixed         | 19.50%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79110 | PA      | $77464.93     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                                | Banco Comercial Portugues SA, Class R                                                                  | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |     1439598 | NS      | $1270737.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      230000 | PA      | $227999.09    | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                                        | Smurfit WestRock plc                                                                                   | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       22959 | NS      | $847646.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8068000 | PA      | $8017584.60   | 0.09%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      653000 | PA      | $675047.89    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Aviva plc                                                                   | Aviva plc                                                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |      221702 | NS      | $1948604.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.20%, 12/01/2025                                                    | CUSIP: 61778Q682<br>LEI: N/A                  | Long             | SN               | CORP              | US        |        9346 | PA      | $6122118.36   | 0.07%             | 2025-12-01      | Fixed         | 13.20%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1423361.08   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                          | Indy US Holdco LLC, 1st Lien Term Loan                                                                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      372597 | PA      | $371665.03    | 0.00%             | 2030-10-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Mitie Group plc                                                             | Mitie Group plc                                                                                        | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |     1015478 | NS      | $2198487.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     8103000 | PA      | $8224545.00   | 0.10%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mallinckrodt plc                                                            | Mallinckrodt plc                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       66036 | NS      | $6801708.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust, Series 2022-3A, Class E                                                           | CUSIP: 23345RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1051856.90   | 0.01%             | 2029-07-16      | Fixed         | 10.99%                | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                  | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D                                   | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7577000 | PA      | $6041236.81   | 0.07%             | 2050-03-15      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC, 1st Lien Term Loan B-5                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      595999 | PA      | $594645.83    | 0.01%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1981000 | PA      | $2048042.98   | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PCCW Ltd.                                                                   | PCCW Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |      372000 | NS      | $265745.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV6, Class A2                                                             | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      189759 | PA      | $192839.59    | 0.00%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     1590000 | PA      | $1707262.50   | 0.02%             | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3494000 | PA      | $3610119.60   | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1584843.88   | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                      | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                                         | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $950666.71    | 0.01%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3141000 | PA      | $3144894.84   | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3385000 | PA      | $1856672.50   | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1332000 | PA      | $1355282.03   | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.60%, 11/07/2025                                                    | CUSIP: 61778Q328<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       22782 | PA      | $4280882.25   | 0.05%             | 2025-11-07      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-J1, Class A1                                                               | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1338589 | PA      | $1356976.24   | 0.02%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                         | Baytex Energy Corp.                                                                                    | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     4755000 | PA      | $4874565.52   | 0.06%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     4021000 | PA      | $4128400.07   | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D                                              | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5505000 | PA      | $2127572.40   | 0.03%             | 2057-09-15      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2578000 | PA      | $2510927.66   | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      344000 | PA      | $351818.09    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                          | Best Buy Co., Inc.                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       51703 | NS      | $4246884.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15542 | PA      | $13262.32     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                           | Hillenbrand, Inc.                                                                                      | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      769000 | PA      | $790053.68    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                 | Gates Corp.                                                                                            | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      873000 | PA      | $906357.33    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer