# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-25-153193
**Filing Date:** 2025-6
**Character Count:** 1291419
**Document Hash:** d20107af1c07242568840a30bfb06317
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153193.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153193

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**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:** 251068176

**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:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8246467442.88

**Total Liabilities:** $227045164.86

**Net Assets:** $8019422278.02

**Cash Not Reported:** $8041406.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 674.53301000 | **1-Year:** 36286.99517000 | **5-Year:** 113998.16589000 | **10-Year:** 77645.45806000 | **30-Year:** 21731.09435000

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

- **3-Month:** 2336.70488000 | **1-Year:** 174061.39501000 | **5-Year:** 678602.57673000 | **10-Year:** 182881.29502000 | **30-Year:** 109897.37572000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000042873 | 0.97%                | -1.54%               | 0.32%                |
| Class ID C000042871 | 0.96%                | -1.56%               | 0.31%                |
| Class ID C000042872 | 0.92%                | -1.60%               | 0.27%                |
| Class ID C000195048 | 0.97%                | -1.53%               | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3295305.20              | $11140584.10                               |
| Month 2  | $-16946172.07            | $-149503359.73                             |
| Month 3  | $-28995600.01            | $4180868.69                                |

**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      | $635407.66    | 0.01%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3545000 | PA      | $3629565.98   | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                                 | Host Hotels & Resorts, Inc.                                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       99862 | NS      | $1410051.44   | 0.02%             |  |  |  | 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      | $5216043.75   | 0.07%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                      | Amkor Technology, Inc.                                                                                 | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     3941000 | PA      | $3937229.25   | 0.05%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1010000 | PA      | $906475.00    | 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      | $3036911.44   | 0.04%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     7756000 | PA      | $7236253.22   | 0.09%             | 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        |       44816 | PA      | $35648.63     | 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        |     3271000 | PA      | $3215048.89   | 0.04%             | 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        |     4036000 | PA      | $3785807.96   | 0.05%             | 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      | $1876053.84   | 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        |       42720 | NS      | $1077171.30   | 0.01%             |  |  |  | No            |                  1 | 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        |      204196 | PA      | $208181.35    | 0.00%             | 2033-08-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                       | Diebold Nixdorf, Inc.                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1529403.81   | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  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        |     4052203 | PA      | $1507224.88   | 0.02%             | 2037-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      147000 | PA      | $148078.83    | 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        |       82084 | NS      | $4685921.08   | 0.06%             |  |  |  | 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        |      607020 | PA      | $613009.32    | 0.01%             | 2033-09-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                 | Ciena Corp.                                                                                            | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     2329000 | PA      | $2156901.81   | 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        |     2070000 | PA      | $2014578.03   | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp, Series J                                                                                   | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1182215.75   | 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        |      125543 | NS      | $3653301.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5542000 | PA      | $5468198.29   | 0.07%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1873758.40   | 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      | $406134.32    | 0.01%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                    | Encino Acquisition Partners Holdings LLC                                                               | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     6339000 | PA      | $6343513.37   | 0.08%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      470000 | PA      | $373946.10    | 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      | $604259.22    | 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      | $1711706.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Vertiv Holdings Co.)                                              | CUSIP: 95003X617<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       63134 | PA      | $5288768.70   | 0.07%             | 2025-05-16      | Fixed         | 23.70%                | No            |                  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        |      759800 | NS      | $3082734.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                   | Orange SA                                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      255748 | NS      | $3710404.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      940000 | PA      | $904045.00    | 0.01%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       64528 | NS      | $18995107.36  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $200512.03    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  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        |       98450 | PA      | $121978.87    | 0.00%             | 2034-04-25      | Floating      | 6.32%                 | 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      | $1945698.19   | 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      | $2520754.00   | 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        |    12024000 | PA      | $11911589.43  | 0.15%             | 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        |      648000 | PA      | $659735.41    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                | Trivium Packaging Finance BV                                                                           | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     2341000 | PA      | $2318002.72   | 0.03%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3842000 | PA      | $3824634.81   | 0.05%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                        | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2694925.00   | 0.03%             | 2027-02-15      | Fixed         | 5.12%                 | 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        |      613949 | PA      | $611425.87    | 0.01%             | 2030-08-16      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                          | Lam Research Corp.                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      158265 | NS      | $11342852.55  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     3226000 | PA      | $3254172.66   | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                    | Encino Acquisition Partners Holdings LLC                                                               | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2321490.35   | 0.03%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, Inc.                                                              | PetSmart, Inc.                                                                                         | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5361000 | PA      | $5123787.01   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Zscaler, Inc.)                                                   | CUSIP: C79862295<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       21940 | PA      | $4714088.01   | 0.06%             | 2025-05-23      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Neurocrine Biosciences, Inc.)                                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       44984 | PA      | $4750277.52   | 0.06%             | 2025-05-16      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                       | Gulfport Energy Corp.                                                                                  | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       18281 | NS      | $3153472.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      409000 | PA      | $399923.76    | 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        |       79572 | NS      | $3799563.00   | 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      | $387829.12    | 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        |     2999000 | PA      | $3096491.64   | 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        |      799000 | PA      | $777440.02    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17291000 | PA      | $16870041.27  | 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      | $143874.48    | 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      | $12078127.09  | 0.15%             | 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      | $576135.00    | 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        |       11835 | NS      | $10820267.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp.                                                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      745000 | PA      | $773906.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      684000 | PA      | $492480.00    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| BMW US Capital LLC                                                          | BMW US Capital LLC                                                                                     | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      240000 | PA      | $239612.24    | 0.00%             | 2026-04-02      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64369 | PA      | $55902.42     | 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      | $2061260.00   | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                     | Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class D                                        | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37393 | PA      | $37541.95     | 0.00%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                           | Exxon Mobil Corp.                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      175295 | NS      | $18516410.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp., 1st Lien Term Loan B                                                                    | CUSIP: 39843GAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433797 | PA      | $431762.22    | 0.01%             | 2029-01-24      | Variable      | 6.32%                 | 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      | $1259274.28   | 0.02%             | 2063-06-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                            | JPMorgan Prime Money Market Fund, Class Institutional                                                  | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    60142279 | NS      | $60160322.08  | 0.75%             |  |  |  | No            |                  1 | 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      | $1195231.20   | 0.01%             | 2036-07-23      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2747000 | PA      | $2789905.39   | 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        |      773163 | PA      | $326444.69    | 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        |     3700000 | PA      | $3607373.46   | 0.04%             | 2034-03-11      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                           | Hanesbrands, Inc.                                                                                      | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1719752.81   | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | 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        |       58833 | PA      | $45338.47     | 0.00%             | 2035-11-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      812000 | PA      | $813706.82    | 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        |     7702000 | PA      | $7289583.62   | 0.09%             | 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      | $1448362.95   | 0.02%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $725904.00    | 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        |      311500 | NS      | $1930370.55   | 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        |     2138000 | PA      | $2238133.23   | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CME Group, Inc.                                                             | CME Group, Inc.                                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       86867 | NS      | $24069108.36  | 0.30%             |  |  |  | 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        |      383599 | PA      | $382817.20    | 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      | $4862061.98   | 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        |       77987 | PA      | $61934.69     | 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        |     2875500 | PA      | $2320528.50   | 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        |       76745 | NS      | $1724678.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                       | Quanta Computer, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |      780507 | NS      | $5863707.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc.                                                                                     | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     2037000 | PA      | $1915558.13   | 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      | $232925.00    | 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      | $2276612.75   | 0.03%             | 2042-04-12      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396288.38    | 0.00%             | 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        |       24856 | NS      | $2885533.04   | 0.04%             |  |  |  | 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        |      292657 | PA      | $265403.80    | 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        |      303319 | PA      | $303455.18    | 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        |      510000 | PA      | $494316.17    | 0.01%             | 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        |     3205280 | PA      | $2764553.80   | 0.03%             | 2027-10-01      | Variable      | 5.32%                 | 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        |      872836 | PA      | $867125.93    | 0.01%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Exelixis, Inc.)                                              | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       68990 | PA      | $2645040.10   | 0.03%             | 2025-05-09      | Fixed         | 13.10%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp., 1st Lien Term Loan                                                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      638605 | PA      | $631420.53    | 0.01%             | 2029-02-01      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1296109.88   | 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        |      118968 | NS      | $3413879.36   | 0.04%             |  |  |  | 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      | $782889.18    | 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      | $1112130.34   | 0.01%             | 2059-11-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      871000 | PA      | $885205.64    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2008000 | PA      | $1963620.19   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Procore Technologies Inc.)                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       70281 | PA      | $4480362.30   | 0.06%             | 2025-05-09      | Fixed         | 10.70%                | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      110387 | NS      | $5086632.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $509700.00    | 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        |      318007 | PA      | $270581.33    | 0.00%             | 2035-11-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| BIFM CA Buyer, Inc.                                                         | BIFM CA Buyer, Inc., 1st Lien Term Loan                                                                | CUSIP: G0757GAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      253091 | PA      | $252316.23    | 0.00%             | 2028-05-31      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                              | BAWAG Group AG                                                                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |       10215 | NS      | $1119645.55   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $462245.00    | 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        |     7310000 | PA      | $7305272.62   | 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        |     7148000 | PA      | $7015783.44   | 0.09%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Amphenol Corp.)                                                  | CUSIP: C79862105<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       83780 | PA      | $6078239.00   | 0.08%             | 2025-05-16      | Fixed         | 11.40%                | Yes           |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                   | Insight Enterprises, Inc.                                                                              | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      897000 | PA      | $910010.09    | 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      | $53787.62     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                                        | Tourmaline Oil Corp.                                                                                   | CUSIP: 89156V106<br>LEI: 894500A5J1WTJ2WIUU03 | Long             | EC               | CORP              | CA        |       84874 | NS      | $3749330.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1267004.74   | 0.02%             | 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        |      209233 | NS      | $6371144.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                               | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       32705 | NS      | $22390149.78  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Other                                                                                            | CUSIP: 3140NX4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1179269 | PA      | $1208537.30   | 0.02%             | 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        |     4479000 | PA      | $4211915.57   | 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      | $412460.00    | 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      | $1128525.00   | 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        |      271688 | PA      | $209878.93    | 0.00%             | 2028-06-30      | Variable      | 7.94%                 | 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        |     1122000 | PA      | $1088716.77   | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2217702.87   | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2016-3A, Class CR                                                                | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $536225.80    | 0.01%             | 2031-10-18      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                            | Ziff Davis, Inc.                                                                                       | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      309000 | PA      | $273021.43    | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | 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        |      290000 | PA      | $285046.80    | 0.00%             | 2032-01-27      | Variable      | 7.32%                 | 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      | $1305120.60   | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | 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        |      193382 | PA      | $172869.19    | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Belron Finance LLC                                                          | Belron Finance 2019 LLC, 1st Lien Term Loan                                                            | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2094062 | PA      | $2085622.78   | 0.03%             | 2031-10-16      | Variable      | 7.05%                 | 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        |     3769892 | PA      | $2288378.64   | 0.03%             | 2037-09-25      | Variable      | 3.87%                 | 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        |      135851 | PA      | $117020.00    | 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      | $1212806.25   | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Booking Holidays, Inc.)                                          | CUSIP: C79862113<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |        1498 | PA      | $7511013.31   | 0.09%             | 2025-05-16      | Fixed         | 11.90%                | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1239029.94   | 0.02%             | 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        |       89063 | NS      | $6663445.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1514000 | PA      | $1367520.50   | 0.02%             | 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      | $0.61         | 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      | $334827.65    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                 | Telenor ASA                                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      377496 | NS      | $5669987.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                      | Goldman Sachs Bank USA                                                                                 | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      320000 | PA      | $319167.06    | 0.00%             | 2027-03-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6048000 | PA      | $5641047.20   | 0.07%             | 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      | $1282840.98   | 0.02%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, (linked to Fortinet, Inc.)                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       55305 | PA      | $5379668.61   | 0.07%             | 2025-05-09      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3053953.58   | 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        |     3640000 | PA      | $3695924.96   | 0.05%             | 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      | $869292.29    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | 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        |      333953 | PA      | $331084.49    | 0.00%             | 2031-03-27      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                      | Suriname Government International Bond                                                                 | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |     1030225 | PA      | $946519.22    | 0.01%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  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        |      116482 | PA      | $110803.08    | 0.00%             | 2030-04-15      | Variable      | 6.79%                 | No            |                  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      | $572837.13    | 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        |     8589000 | PA      | $8582765.24   | 0.11%             | 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        |     1187000 | PA      | $1199127.58   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Matsui Securities Co. Ltd.                                                  | Matsui Securities Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 3538007PRKOSDN175V58       | Long             | EC               | CORP              | JP        |       27800 | NS      | $143357.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                                                  | Mead Johnson Nutrition Co.                                                                             | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |      111000 | PA      | $110608.01    | 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      | $684478.37    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2005-OPT1, Class M4                                        | CUSIP: 17307GNU8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |       16901 | PA      | $14090.55     | 0.00%             | 2035-02-25      | Floating      | 5.49%                 | 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      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      833400 | PA      | $627133.50    | 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        |      500616 | PA      | $497361.84    | 0.01%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2240000 | PA      | $1338960.00   | 0.02%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1112968.69   | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC, 1st Lien Term Loan                                                                    | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      450596 | PA      | $152076.10    | 0.00%             | 2029-01-24      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                          | Vodacom Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      270706 | NS      | $2003017.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2100000 | PA      | $1734222.00   | 0.02%             | 2041-03-08      | Fixed         | 6.25%                 | 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      | $1200295.63   | 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        |     2963124 | PA      | $2960295.40   | 0.04%             | 2061-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    10417000 | PA      | $8519431.68   | 0.11%             | 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      | $399680.13    | 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        |     1138000 | PA      | $1168188.86   | 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        |     1742434 | PA      | $1479838.85   | 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      | $979975.40    | 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      | $1376957.02   | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to NRG Energy, Inc.)                                            | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       45908 | PA      | $4908387.78   | 0.06%             | 2025-05-16      | Fixed         | 19.60%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      630000 | PA      | $624008.70    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | 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      | $478201.44    | 0.01%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                                                    | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      323000 | PA      | $326731.93    | 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      | $5196269.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     3579000 | PA      | $3277958.03   | 0.04%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                          | General Motors Financial Co., Inc.                                                                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      490000 | PA      | $473358.29    | 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        |     1767000 | PA      | $1513258.80   | 0.02%             | 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      | $5168535.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                           | Gabonese Republic                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      910000 | PA      | $640130.40    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  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        |      873029 | PA      | $709705.08    | 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        |      427853 | PA      | $418790.77    | 0.01%             | 2030-05-06      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1450000 | PA      | $964250.00    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | 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        |      121233 | PA      | $83471.98     | 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      | $7238527.50   | 0.09%             | 2040-01-25      | Floating      | 7.47%                 | 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        |      493915 | PA      | $475562.26    | 0.01%             | 2044-08-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                               | Hologic, Inc.                                                                                          | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     4592000 | PA      | $4288207.06   | 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        |     1315000 | PA      | $1181379.56   | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                                            | Republic of Iraq                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     1865625 | PA      | $1803826.17   | 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        |      489971 | PA      | $485914.16    | 0.01%             | 2031-02-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       36851 | NS      | $887740.59    | 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      | $2287994.00   | 0.03%             | 2032-08-08      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Anglo American plc                                                          | Anglo American plc                                                                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       48718 | NS      | $1329922.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI LLC                                                                     | GCI LLC                                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     8852000 | PA      | $8374350.51   | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                            | Turkiye Varlik Fonu Yonetimi A/S                                                                       | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $611812.50    | 0.01%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2811000 | PA      | $2604169.99   | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7330000 | PA      | $7247086.71   | 0.09%             | 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      | $2674419.41   | 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        |      430000 | PA      | $402133.85    | 0.01%             | 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        |      112417 | NS      | $3905972.94   | 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      | $518128.12    | 0.01%             | 2034-01-15      | Floating      | 8.34%                 | 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        |      226055 | PA      | $210818.72    | 0.00%             | 2036-02-20      | Variable      | 6.42%                 | 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        |      302438 | PA      | $280728.97    | 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        |      108258 | NS      | $4138398.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Chipotle Mexican Grill, Inc.)                                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       54460 | PA      | $2749767.53   | 0.03%             | 2025-05-30      | Fixed         | 9.90%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $329000.00    | 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        |    15319000 | PA      | $15359444.30  | 0.19%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184129.72    | 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        |     7215000 | PA      | $7155520.98   | 0.09%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                   | Bank of Ireland Group plc                                                                              | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      464000 | PA      | $466437.67    | 0.01%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1201000 | PA      | $1057332.56   | 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      | $2472331.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                  | Cloud Software Group, Inc., 1st Lien Term Loan B                                                       | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      259350 | PA      | $256149.62    | 0.00%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc.                                                                    | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4398057.06   | 0.05%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2240595.53   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NN Group NV                                                                 | NN Group NV                                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       29813 | NS      | $1828145.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | Allianz SE                                                                                             | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2134407.66   | 0.03%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1385260.80   | 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      | $2039640.00   | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                       | Mallinckrodt International Finance SA                                                                  | CUSIP: 561233AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2928931 | PA      | $3063893.21   | 0.04%             | 2028-11-14      | Fixed         | 14.75%                | Yes           |                  2 | On Loan: No      |
| Romania                                                                     | Romania Government Bond                                                                                | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      408000 | PA      | $405960.00    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                        | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2925536.61   | 0.04%             | 2028-07-15      | Fixed         | 8.88%                 | 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        |      153923 | PA      | $153089.12    | 0.00%             | 2031-03-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                        | ENEOS Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      238700 | NS      | $1149156.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF Energia Electrica SA                                                    | YPF Energia Electrica SA                                                                               | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |      400000 | PA      | $390650.00    | 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      | $144642.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6656040 | PA      | $4413786.53   | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      469000 | PA      | $431688.61    | 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      | $2473601.95   | 0.03%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4655387.58   | 0.06%             | 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        |      929727 | PA      | $951417.37    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: —       |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2018-KF50, Class B                                                        | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |      292590 | PA      | $279636.09    | 0.00%             | 2028-07-25      | Floating      | 6.35%                 | 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      | $3202591.37   | 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        |       38100 | NS      | $448955.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                                  | Freenet AG                                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       53975 | NS      | $2244448.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-21                                                                                   | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25508083 | PA      | $1806020.77   | 0.02%             | 2065-04-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                    | Bristol-Myers Squibb Co.                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      237408 | NS      | $11917881.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                                              | Novatek Microelectronics Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       49303 | NS      | $801826.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC, 1st Lien Term Loan B-9                                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      506872 | PA      | $503704.38    | 0.01%             | 2031-06-24      | Variable      | 6.07%                 | 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        |      391390 | PA      | $290844.79    | 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      | $2651377.39   | 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        |      711040 | NS      | $10615849.41  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1364000 | PA      | $1045847.00   | 0.01%             | 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        |      151461 | PA      | $145236.22    | 0.00%             | 2047-08-10      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       90000 | PA      | $84420.00     | 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        |     2758000 | PA      | $2742732.26   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Roblox Corp.)                                              | CUSIP: 61778B701<br>LEI: N/A                  | Long             | SN               | CORP              | US        |       73341 | PA      | $4830577.98   | 0.06%             | 2025-05-23      | Fixed         | 18.60%                | No            |                  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        |       58346 | PA      | $56328.17     | 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      | $2446233.89   | 0.03%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK5, Class D                                                                        | CUSIP: 06541WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $7289680.75   | 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        |      262000 | PA      | $256275.40    | 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        |      133173 | PA      | $126421.35    | 0.00%             | 2035-04-25      | Floating      | 4.96%                 | 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      | $68774.97     | 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        |     1116000 | PA      | $1130933.20   | 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        |     3267000 | PA      | $3323260.78   | 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        |       90735 | PA      | $80376.39     | 0.00%             | 2035-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp., 1st Lien Term Loan B-2                                                                 | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      492006 | PA      | $485855.82    | 0.01%             | 2029-07-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      620000 | PA      | $512042.50    | 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        |      251822 | PA      | $251436.78    | 0.00%             | 2029-08-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                      | State of Mongolia                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |      800000 | PA      | $674600.00    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  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      | $4566999.00   | 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        |     1463000 | PA      | $1433656.29   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                       | J M Smucker Co. (The)                                                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       18442 | NS      | $2144251.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | Braskem Netherlands Finance BV                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $864581.25    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3557677.45   | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32053.19     | 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      | $321626.67    | 0.00%             | 2032-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                         | Post Holdings, Inc.                                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $2183792.71   | 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      | $2566153.78   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust                                                             | Energuate Trust                                                                                        | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |     1147000 | PA      | $1129152.68   | 0.01%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     4165000 | PA      | $4310999.91   | 0.05%             | 2028-09-15      | Fixed         | 9.00%                 | 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        |      364879 | PA      | $325232.55    | 0.00%             | 2036-04-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                      | Aramark Services, Inc.                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4732388.25   | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165542.07    | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1038296.80   | 0.01%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       19195 | NS      | $462407.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      393000 | PA      | $401541.11    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-94                                                                                   | CUSIP: 38380PNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3720395 | PA      | $256245.20    | 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      | $2197609.65   | 0.03%             | 2032-08-08      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     4997000 | PA      | $3647810.00   | 0.05%             | 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      | $1677900.85   | 0.02%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                 | McGraw-Hill Education, Inc.                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4016394.03   | 0.05%             | 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      | $4558364.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1646000 | PA      | $1563700.00   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Modena Buyer LLC                                                            | Modena Buyer LLC, 1st Lien Term Loan                                                                   | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      313425 | PA      | $296465.57    | 0.00%             | 2031-07-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      380000 | PA      | $356440.00    | 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        |        4769 | PA      | $327.82       | 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        |     1000000 | PA      | $1003128.00   | 0.01%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3483000 | PA      | $3507388.52   | 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        |      289744 | PA      | $290061.92    | 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      | $9159063.74   | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                                               | Cummins, Inc.                                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       12286 | NS      | $3610118.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                 | Intel Corp.                                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       85699 | NS      | $1722549.90   | 0.02%             |  |  |  | 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        |      279382 | PA      | $122976.60    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3195000 | PA      | $3184337.65   | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3262000 | PA      | $1761480.00   | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | S&P 500 E-Mini Index                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -186 | NC      | $-1610558.68  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                          | VICI Properties LP                                                                                     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4882000 | PA      | $4934535.20   | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      252000 | PA      | $251566.14    | 0.00%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                             | Boyne USA, Inc.                                                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3425941.80   | 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      | $2375491.37   | 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      | $1371895.00   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: —       |
| 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        |       49444 | PA      | $53907.34     | 0.00%             | 2034-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                       | International Business Machines Corp.                                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       17924 | NS      | $4334381.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      430000 | PA      | $434636.69    | 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        |    34981000 | PA      | $33023293.93  | 0.41%             | 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        |     1095000 | PA      | $1079264.85   | 0.01%             | 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      | $1038894.20   | 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        |       21197 | NS      | $214868.06    | 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      | $5112218.18   | 0.06%             | 2066-11-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      102000 | PA      | $101794.15    | 0.00%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2100000 | PA      | $1638000.00   | 0.02%             | 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        |      413658 | PA      | $404334.79    | 0.01%             | 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      | $691401.07    | 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        |      472924 | PA      | $464425.07    | 0.01%             | 2031-06-12      | Variable      | 6.29%                 | 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        |       73000 | NS      | $1292689.22   | 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        |      720114 | PA      | $710032.33    | 0.01%             | 2028-06-23      | Variable      | 7.69%                 | 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        |       91399 | PA      | $85211.65     | 0.00%             | 2035-09-25      | Variable      | 6.35%                 | 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      | $376519.40    | 0.00%             | 2031-07-24      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc.                                                                                    | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     1878000 | PA      | $1938315.73   | 0.02%             | 2030-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     8062000 | PA      | $4966749.89   | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1679964.62   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                  | Warnermedia Holdings, Inc.                                                                             | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      134000 | PA      | $114741.58    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                 | Phillips 66                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       26369 | NS      | $2743958.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $317050.00    | 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        |      370000 | PA      | $342394.19    | 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      | $122565.58    | 0.00%             | 2034-07-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series N                                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2651000 | PA      | $2603844.75   | 0.03%             | 2025-09-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       67383 | NS      | $4207394.52   | 0.05%             |  |  |  | No            |                  1 | 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      | $1933997.20   | 0.02%             | 2052-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                         | Octagon Investment Partners Ltd., Series 2013-1A, Class A1RR                                           | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |      275745 | PA      | $275650.01    | 0.00%             | 2030-07-19      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHP Group Ltd.                                                              | BHP Group Ltd.                                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       45028 | NS      | $1070846.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                   | Telecom Italia Capital SA                                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $263494.98    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SASCO Mortgage Loan Trust                                                   | SASCO Mortgage Loan Trust, Series 2004-GEL3, Class M1                                                  | CUSIP: 80382UAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298645 | PA      | $298691.72    | 0.00%             | 2034-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                                              | Japan Metropolitan Fund Invest                                                                         | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        3185 | NS      | $2122101.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                   | Danone SA                                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       57914 | NS      | $4983292.11   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                                   | Solvay SA                                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |       45547 | NS      | $1723613.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                               | Insulet Corp., 1st Lien Term Loan A                                                                    | CUSIP: 45784QAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      685693 | PA      | $684664.67    | 0.01%             | 2031-08-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                   | Sanofi SA                                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       43923 | NS      | $4804817.06   | 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      | $427220.39    | 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      | $458676.89    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1945000 | PA      | $1179642.50   | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | 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      | $2581906.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                            | Paramount Global                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2363000 | PA      | $2181001.69   | 0.03%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     4941000 | PA      | $5041203.48   | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc.                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2393550.28   | 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        |       10717 | PA      | $9801.53      | 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      | $1945238.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     9104000 | PA      | $8851703.58   | 0.11%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D                                       | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $943164.40    | 0.01%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       93000 | PA      | $95499.38     | 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      | $10370833.74  | 0.13%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA, 1st Lien Term Loan B-14                                                              | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      200992 | PA      | $180490.69    | 0.00%             | 2028-08-15      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                              | Fortescue Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       11688 | NS      | $120709.98    | 0.00%             |  |  |  | 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      | $539294.43    | 0.01%             | 2027-06-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Mongolia                                                      | State of Mongolia                                                                                      | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      340000 | PA      | $350625.00    | 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        |      364132 | NS      | $7203509.86   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                 | CH Robinson Worldwide, Inc.                                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       24820 | NS      | $2214440.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                                      | Dycom Industries, Inc.                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     5847000 | PA      | $5506531.53   | 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        |     1981000 | PA      | $1889447.09   | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                 | Huntington Bancshares, Inc., Series G                                                                  | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      357000 | PA      | $339903.13    | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                             | Santander UK Group Holdings plc                                                                        | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $296842.08    | 0.00%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2018-BN14, Class F                                                                        | CUSIP: 06035RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534000 | PA      | $789026.86    | 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        |     2609000 | PA      | $2526890.33   | 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      | $1368026.85   | 0.02%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2004-7, Class 1A2                                                              | CUSIP: 45254NKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122795 | PA      | $121306.54    | 0.00%             | 2034-11-25      | Floating      | 5.36%                 | 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      | $410559.68    | 0.01%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                   | QVC, Inc.                                                                                              | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |       43000 | PA      | $28534.16     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | 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        |      477381 | PA      | $201559.79    | 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        |     2842000 | PA      | $2656300.03   | 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      | $8328658.55   | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                       | Avantor Funding, Inc., 1st Lien Term Loan B-6                                                          | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30201 | PA      | $30210.10     | 0.00%             | 2027-11-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                                      | EPIC Crude Services LP, 1st Lien Term Loan                                                             | CUSIP: 29428XAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2578538 | PA      | $2573483.57   | 0.03%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series I                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     8012000 | PA      | $8040282.36   | 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      | $547820.00    | 0.01%             | 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        |      995000 | PA      | $1017461.13   | 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        |     2541000 | PA      | $2397726.78   | 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      | $861511.04    | 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        |      101777 | NS      | $4433237.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2421807.08   | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      464000 | PA      | $437750.28    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1918000 | PA      | $1909770.05   | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                         | Triumph Group, Inc.                                                                                    | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1274541.08   | 0.02%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2053240.14   | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                  | Carpenter Technology Corp.                                                                             | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1467137.62   | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  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      | $1151371.94   | 0.01%             | 2049-02-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Live Nation Entertainment, Inc.)                                  | CUSIP: 95003X534<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       36203 | PA      | $4773610.14   | 0.06%             | 2025-05-30      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to Coherent Corp.)                                            | CUSIP: 65543G358<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       77350 | PA      | $4805375.48   | 0.06%             | 2025-05-09      | Fixed         | 20.50%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1959852 | PA      | $1303301.58   | 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      | $407622.84    | 0.01%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       16660 | NS      | $1730974.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3019000 | PA      | $2763314.55   | 0.03%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Toyo Tire Corp.                                                             | Toyo Tire Corp.                                                                                        | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |       32000 | NS      | $598297.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc.                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     6184000 | PA      | $6218852.53   | 0.08%             | 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      | $839204.14    | 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      | $41783.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2095000 | PA      | $2162040.00   | 0.03%             | 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      | $1919872.10   | 0.02%             |  |  |  | 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        |      182278 | PA      | $177017.36    | 0.00%             | 2034-11-25      | Floating      | 4.73%                 | 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        |     2534696 | PA      | $2477665.25   | 0.03%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB, Class A                                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       54753 | NS      | $1366845.78   | 0.02%             |  |  |  | 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      | $1749139.25   | 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        |       90001 | NS      | $742413.69    | 0.01%             |  |  |  | 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        |      174639 | PA      | $168161.70    | 0.00%             | 2035-04-25      | Floating      | 5.06%                 | 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        |     4420000 | PA      | $4287172.37   | 0.05%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ingram Micro, Inc.                                                          | Ingram Micro, Inc., 1st Lien Term Loan B                                                               | CUSIP: 45258FAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149022 | PA      | $148836.17    | 0.00%             | 2031-09-19      | Variable      | 7.05%                 | 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        |     3954226 | PA      | $3632945.18   | 0.05%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1037502.81   | 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        |     2829000 | PA      | $2477641.59   | 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      | $1062619.44   | 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        |      100873 | NS      | $3067547.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                        | NextEra Energy, Inc.                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      310564 | NS      | $20770520.32  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      604000 | PA      | $610376.08    | 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      | $663187.50    | 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        |      600000 | PA      | $365400.00    | 0.00%             | 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        |      116300 | NS      | $1759233.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 2332K0SV5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |      246000 | PA      | $245148.84    | 0.00%             | 2025-05-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1338132.33   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  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      | $1890788.04   | 0.02%             | 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        |      650000 | PA      | $388375.00    | 0.00%             | 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        |     2353000 | PA      | $2106724.20   | 0.03%             | 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        |     1210000 | PA      | $1218843.89   | 0.02%             | 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        |     6520000 | PA      | $6286161.37   | 0.08%             | 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      |
| ILFC E-Capital Trust II                                                     | ILFC E-Capital Trust II                                                                                | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     2205000 | PA      | $1823440.41   | 0.02%             | 2065-12-21      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                              | Somnigroup International, Inc.                                                                         | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2624643.53   | 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        |      839798 | PA      | $672174.25    | 0.01%             | 2033-01-31      | Fixed         | 0.00%                 | 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        |      123600 | NS      | $892447.27    | 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        |      600000 | PA      | $471000.00    | 0.01%             | 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        |       14047 | PA      | $14037.30     | 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        |      347126 | PA      | $344842.07    | 0.00%             | 2027-08-02      | Variable      | 6.17%                 | 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        |      502620 | PA      | $496211.47    | 0.01%             | 2029-02-12      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                                                       | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1218000 | PA      | $1256021.60   | 0.02%             | 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        |        3204 | NS      | $212321.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                                                  | FDJ UNITED                                                                                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       40424 | NS      | $1440878.42   | 0.02%             |  |  |  | Yes           |                  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        |      462675 | PA      | $458626.59    | 0.01%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                          | DISH Network Corp.                                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    12080000 | PA      | $12695460.42  | 0.16%             | 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        |      206071 | PA      | $92448.40     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2020-5, Class B2                                                    | CUSIP: 92538CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1324630.16   | 0.02%             | 2065-05-25      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2127072.46   | 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      | $95383.06     | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                          | Deutsche Boerse AG                                                                                     | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       37809 | NS      | $12178048.19  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                       | Sonic Healthcare Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       82621 | NS      | $1379520.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $430188.34    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8357000 | PA      | $8220399.82   | 0.10%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2                                        | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4437000 | PA      | $4628367.81   | 0.06%             | 2041-12-25      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| Rite Aid Equity Escrow                                                      | 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      | $682200.00    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2005-QS17, Class A3                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400199 | PA      | $343832.17    | 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        |     4291658 | NS      | $4217412.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1877000 | PA      | $1832562.78   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VARSITY BRANDS, Inc.                                                        | Varsity Brands, Inc., 1st Lien Term Loan B                                                             | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5296667 | PA      | $5197354.17   | 0.06%             | 2031-08-26      | Variable      | 7.82%                 | No            |                  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      | $2137402.00   | 0.03%             | 2059-09-25      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Freshpet, Inc.)                                                   | CUSIP: 95003X526<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       49737 | PA      | $3618903.26   | 0.05%             | 2025-05-30      | Fixed         | 27.60%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      190000 | PA      | $122740.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | 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        |      612678 | PA      | $607218.95    | 0.01%             | 2031-06-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust, Series 16-A                                                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     2598000 | PA      | $2560153.38   | 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        |      468346 | PA      | $484539.66    | 0.01%             | 2033-06-20      | Floating      | 5.68%                 | 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      | $5394333.00   | 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        |    15863054 | PA      | $786249.12    | 0.01%             | 2061-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      955000 | PA      | $970164.79    | 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        |     5732000 | PA      | $5452031.92   | 0.07%             | 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        |     1590000 | PA      | $1432779.21   | 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        |      318251 | PA      | $285195.55    | 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        |     5001000 | PA      | $4866631.63   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-2                                                                                    | CUSIP: 38380NW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6198070 | PA      | $273190.48    | 0.00%             | 2062-03-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2798000 | PA      | $2635715.44   | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1229107.37   | 0.02%             | 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      | $1695162.75   | 0.02%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      880000 | PA      | $895840.00    | 0.01%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Darling Ingredients, Inc.)                                        | CUSIP: 95003X518<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |      121552 | PA      | $3912241.43   | 0.05%             | 2025-05-30      | Fixed         | 16.70%                | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                      | Mercedes-Benz Group AG                                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       65458 | NS      | $3913654.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide, Inc.                                                       | Cheil Worldwide, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        9023 | NS      | $117764.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3156000 | PA      | $3010035.00   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, (linked to KKR & Co., Inc.)                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       54661 | PA      | $6030904.62   | 0.08%             | 2025-05-09      | Fixed         | 12.10%                | No            |                  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        |      957337 | PA      | $384668.26    | 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      | $2978330.14   | 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        |      762000 | PA      | $681559.85    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                           | Ross Stores, Inc.                                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       53783 | NS      | $7475837.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      464000 | PA      | $399900.04    | 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        |     5726000 | PA      | $5505711.05   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                     | Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class E                                        | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       20255 | PA      | $20417.69     | 0.00%             | 2032-12-15      | Fixed         | 11.37%                | 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        |      577688 | PA      | $572003.06    | 0.01%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                             | Adecco Group AG (Registered)                                                                           | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       24442 | NS      | $636132.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                  | Carpenter Technology Corp.                                                                             | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      870000 | PA      | $895329.18    | 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      | $963060.84    | 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      | $925882.22    | 0.01%             | 2031-10-15      | Floating      | 6.21%                 | 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        |    19844174 | PA      | $3046691.91   | 0.04%             | 2035-09-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                              | CITI Asset Receivables Trust I                                                                         | CUSIP: 17302EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3461000 | PA      | $3567576.82   | 0.04%             | 2031-03-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Yancoal Australia Ltd.                                                      | Yancoal Australia Ltd.                                                                                 | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |       85039 | NS      | $271160.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      481000 | PA      | $443722.50    | 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      | $512626.17    | 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      | $6989625.30   | 0.09%             | 2044-02-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2759000 | PA      | $2662666.48   | 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      | $9882.78      | 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      | $4081384.53   | 0.05%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                            | CPI Holdco B LLC, 1st Lien Term Loan                                                                   | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135000 | PA      | $134184.60    | 0.00%             | 2031-05-19      | Variable      | 6.57%                 | 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        |     1023737 | PA      | $1002498.20   | 0.01%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan B                                                        | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1986625 | PA      | $1975758.03   | 0.02%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                                  | Embarq LLC                                                                                             | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $1800000.00   | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB, Class A                                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      135009 | NS      | $1767243.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     4887000 | PA      | $4888260.85   | 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        |       24152 | NS      | $3877362.08   | 0.05%             |  |  |  | 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      | $2069155.25   | 0.03%             | 2064-04-25      | Variable      | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                                          | Primo Brands Corp., 1st Lien Term Loan                                                                 | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2503882 | PA      | $2481347.45   | 0.03%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Edison International                                                        | Edison International                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       52863 | NS      | $2828699.13   | 0.04%             |  |  |  | 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      | $88375.37     | 0.00%             | 2032-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                                                        | TGP Holdings III LLC, 1st Lien Term Loan                                                               | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |      190560 | PA      | $156562.28    | 0.00%             | 2028-06-29      | Variable      | 7.67%                 | 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      | $1028410.88   | 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      | $624511.35    | 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        |       43000 | PA      | $40035.62     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc.                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2294780.38   | 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        |     1796000 | PA      | $1824085.04   | 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        |      135380 | NS      | $21161247.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Pinterest, Inc.)                                                 | CUSIP: C79862261<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |      175646 | PA      | $4398945.70   | 0.05%             | 2025-05-23      | Fixed         | 20.60%                | Yes           |                  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        |       50163 | PA      | $36705.17     | 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        |       20418 | PA      | $19098.66     | 0.00%             | 2045-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                                 | Emera, Inc., Series 16-A                                                                               | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     7892000 | PA      | $7902681.90   | 0.10%             | 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        |      142693 | NS      | $12157443.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp.                                                | American Honda Finance Corp.                                                                           | CUSIP: 02665WFF3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      169000 | PA      | $168968.79    | 0.00%             | 2025-10-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3701000 | PA      | $3686885.87   | 0.05%             | 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      | $2335948.46   | 0.03%             |  |  |  | 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      | $2926780.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2372000 | PA      | $2353768.78   | 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        |      673005 | NS      | $18642238.50  | 0.23%             |  |  |  | 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        |        5718 | PA      | $4222.82      | 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      | $4071882.93   | 0.05%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1070786.45   | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                          | Hormel Foods Corp.                                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       19119 | NS      | $571658.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group plc                                                               | AIB Group plc                                                                                          | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      621000 | PA      | $628365.43    | 0.01%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc., 1st Lien Delayed Draw Term Loan B                               | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         168 | PA      | $166.51       | 0.00%             | 2032-04-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                             | B&G Foods, Inc., 1st Lien Term Loan B-5                                                                | CUSIP: 05508TAV4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      357990 | PA      | $341164.94    | 0.00%             | 2029-10-10      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2387000 | PA      | $2555640.33   | 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      | $1124913.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                              | JELD-WEN, Inc.                                                                                         | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1488616.80   | 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        |     2213000 | PA      | $2256149.07   | 0.03%             | 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        |      658274 | PA      | $660919.17    | 0.01%             | 2034-05-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Crowdstrike Holdings, Inc.)                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       14789 | PA      | $6023880.56   | 0.08%             | 2025-05-23      | Fixed         | 12.40%                | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1500000 | PA      | $1317000.00   | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                     | NESCO Holdings II, Inc.                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1187000 | PA      | $1075912.59   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                         | Prairie Acquiror LP, 1st Lien Term Loan B-3                                                            | CUSIP: 73955HAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      420761 | PA      | $413712.88    | 0.01%             | 2029-08-01      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                | Pfizer, Inc.                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       53650 | NS      | $1309596.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Cineworld Group plc                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       16758 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  2 | 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      | $3644797.05   | 0.05%             | 2049-08-15      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      790000 | PA      | $735786.25    | 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        |     1086000 | PA      | $1090216.94   | 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        |     1716772 | PA      | $139272.44    | 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        |     2747000 | PA      | $2645197.55   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, (linked to Freeport-McMoRan, Inc.)                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      144228 | PA      | $5218517.64   | 0.07%             | 2025-05-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2556000 | PA      | $2483573.70   | 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      | $1565794.40   | 0.02%             | 2051-08-15      | Variable      | 3.25%                 | 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        |      565174 | PA      | $564416.41    | 0.01%             | 2027-08-02      | Variable      | 9.54%                 | 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      | $639840.00    | 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        |     1420349 | PA      | $1351319.81   | 0.02%             | 2048-02-10      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      900000 | PA      | $975600.00    | 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        |      275000 | PA      | $283275.58    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | 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        |     2462574 | NS      | $69775936.15  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                                  | Strabag SE                                                                                             | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |         633 | NS      | $55534.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1002000 | PA      | $959916.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $4989061.73   | 0.06%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to Monster Beverage Corp.)                                    | CUSIP: 65543G390<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       86468 | PA      | $5169844.68   | 0.06%             | 2025-05-30      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                 | Beacon Roofing Supply, Inc.                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3659440.54   | 0.05%             | 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      | $6660983.55   | 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      | $282558.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Apollo Global Management, Inc.)                            | CUSIP: 61778B693<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       42769 | PA      | $5712110.24   | 0.07%             | 2025-05-23      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                  | Snap, Inc.                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1017711.37   | 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        |       14197 | NS      | $1537587.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      177000 | PA      | $179140.65    | 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      | $9734797.89   | 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        |       65326 | NS      | $4151683.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1104809.76   | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21097.51     | 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        |      649000 | PA      | $580274.02    | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      470000 | PA      | $459824.50    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $968188.74    | 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        |       54972 | NS      | $1023439.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc., 1st Lien Term Loan B-1                                                                   | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      613141 | PA      | $608468.71    | 0.01%             | 2031-04-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1160263.38   | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1066390.00   | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2055949.82   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                                                | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1791000 | PA      | $1766041.36   | 0.02%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc., 1st Lien Term Loan                                                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      228167 | PA      | $223261.06    | 0.00%             | 2027-12-06      | Variable      | 7.67%                 | 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        |      612281 | PA      | $610242.07    | 0.01%             | 2030-08-09      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                      | Cie de Saint-Gobain SA                                                                                 | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       26851 | NS      | $2919187.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                                       | Dexus                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      129899 | NS      | $625284.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     8907000 | PA      | $7599028.78   | 0.09%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pandora A/S                                                                 | Pandora A/S                                                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        9059 | NS      | $1348549.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                               | Stryker Corp.                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1018928.80   | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1320000 | PA      | $969540.00    | 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        |      960444 | PA      | $826779.14    | 0.01%             | 2029-08-23      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     3957000 | PA      | $3690498.03   | 0.05%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-33                                                                                   | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8005580 | PA      | $520550.83    | 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        |     1551848 | PA      | $1440455.14   | 0.02%             | 2035-08-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2633838.44   | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                            | Deutsche Post AG                                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       45936 | NS      | $1962753.79   | 0.02%             |  |  |  | No            |                  2 | 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        |      612145 | PA      | $479500.20    | 0.01%             | 2035-07-25      | Floating      | 5.04%                 | 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        |     1430000 | PA      | $1463731.44   | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan B-2                                                      | CUSIP: 33718FAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4222689 | PA      | $4199294.83   | 0.05%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                    | Azule Energy Finance plc                                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $670250.00    | 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        |      292370 | PA      | $276515.64    | 0.00%             | 2036-07-25      | Variable      | 5.09%                 | 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      | $5559973.50   | 0.07%             | 2061-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                                              | Hydro One Ltd.                                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       10792 | NS      | $415209.40    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     7392000 | PA      | $7376583.98   | 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        |     2541000 | PA      | $2704083.92   | 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        |       98211 | NS      | $2004486.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1290430 | PA      | $1115008.95   | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                   | ACProducts Holdings, Inc., 1st Lien Term Loan                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     3032442 | PA      | $2028370.41   | 0.03%             | 2028-05-17      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                         | Banca Monte dei Paschi di Siena SpA                                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       94542 | NS      | $799520.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A                                             | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85007 | PA      | $78854.80     | 0.00%             | 2045-08-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                | China Mengniu Dairy Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |     1445000 | NS      | $3598991.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                      | Republic of Costa Rica                                                                                 | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1090000 | PA      | $1112208.75   | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Maire SpA                                                                   | Maire SpA                                                                                              | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |      130706 | NS      | $1411696.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     2183627 | PA      | $2052609.38   | 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      | $2224946.25   | 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      | $6391356.95   | 0.08%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2292754.56   | 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        |    68515700 | PA      | $68621684.88  | 0.86%             | 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      | $844145.21    | 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      | $1397379.20   | 0.02%             | 2031-04-16      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      252000 | PA      | $238238.73    | 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        |     1170000 | PA      | $815772.32    | 0.01%             | 2049-08-10      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Endo GUC Trust                                                              | Endo GUC Trust                                                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             |  | RF                | US        |      377311 | NS      | $235819.38    | 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        |      424253 | PA      | $407768.25    | 0.01%             | 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        |      236226 | PA      | $230385.38    | 0.00%             | 2034-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Temenos AG                                                                  | Temenos AG (Registered)                                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        9105 | NS      | $652195.02    | 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        |     1509163 | PA      | $1348345.94   | 0.02%             | 2035-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                      | Juniper Networks, Inc.                                                                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      112582 | NS      | $4088978.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                                | Dai Nippon Printing Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       86500 | NS      | $1205700.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                                                    | Ageas SA                                                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       24357 | NS      | $1527579.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       35458 | NS      | $3641891.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $399986.92    | 0.00%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    10847000 | PA      | $10118289.97  | 0.13%             | 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        |       55658 | NS      | $3484832.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16121000 | PA      | $14565699.12  | 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      | $2638650.64   | 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      | $884541.27    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1115259.14   | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                    | Altice France Holding SA                                                                               | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     4564000 | PA      | $1414930.37   | 0.02%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1                                  | CUSIP: 35563GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1603426 | PA      | $1605066.98   | 0.02%             | 2051-11-25      | Floating      | 6.65%                 | 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      | $254956.08    | 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        |     1689000 | PA      | $1679497.35   | 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        |      800000 | PA      | $747400.00    | 0.01%             | 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      | $10680010.00  | 0.13%             |  |  |  | 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      | $736974.75    | 0.01%             | 2039-07-15      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                                          | Atlas Arteria Ltd.                                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |      229422 | NS      | $759927.38    | 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      | $5219988.75   | 0.07%             | 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      | $1134000.00   | 0.01%             | 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        |       34733 | NS      | $3310054.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                | Bank Mandiri Persero Tbk. PT                                                                           | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |    12427300 | NS      | $3669875.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                       | Prestige Brands, Inc.                                                                                  | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $966900.51    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Balfour Beatty plc                                                          | Balfour Beatty plc                                                                                     | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |      308977 | NS      | $1889819.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      884000 | PA      | $853986.08    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                          | Saavi Energia Sarl                                                                                     | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1729000 | PA      | $1731161.25   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Co.                                                           | Genuine Parts Co.                                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       32065 | NS      | $3769240.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 37790AXX6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |      498000 | PA      | $486613.88    | 0.01%             | 2025-10-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     4575000 | PA      | $4498122.16   | 0.06%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                  | Simon Property Group, Inc.                                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       24870 | NS      | $3914040.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2600497.42   | 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      | $4332448.22   | 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      | $1520026.38   | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                              | Hewlett Packard Enterprise Co.                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      196281 | NS      | $3183677.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                     | SSAB AB, Class B                                                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       81303 | NS      | $505370.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2021-11, Class A1                                                                     | CUSIP: 69362QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2636970 | PA      | $2640395.05   | 0.03%             | 2026-11-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     6555000 | PA      | $6479823.98   | 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        |      755962 | PA      | $756906.59    | 0.01%             | 2028-01-21      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                        | Steel Dynamics, Inc.                                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       15192 | NS      | $1970554.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3866000 | PA      | $3914325.00   | 0.05%             | 2027-08-15      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2022-KF132 Mortgage Trust                                             | FREMF Mortgage Trust, Series 2022-KF132, Class CS                                                      | CUSIP: 30325VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7869392 | PA      | $7257835.62   | 0.09%             | 2032-02-25      | Floating      | 10.73%                | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3643000 | PA      | $3814807.52   | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                   | AHP Health Partners, Inc., 1st Lien Term Loan B                                                        | CUSIP: 00130MAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      370861 | PA      | $370049.21    | 0.00%             | 2028-08-24      | Variable      | 7.07%                 | No            |                  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        |     3763527 | PA      | $3661723.97   | 0.05%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     2200000 | PA      | $2177106.14   | 0.03%             | 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        |      774903 | NS      | $3937905.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp.                                                    | Precision Drilling Corp.                                                                               | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      168000 | PA      | $157516.43    | 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        |     1382764 | PA      | $1337824.47   | 0.02%             | 2028-08-23      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                     | Eni SpA                                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      185168 | NS      | $2651890.21   | 0.03%             |  |  |  | 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        |     1044592 | PA      | $408115.44    | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                    | Vinci SA                                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      106039 | NS      | $14895008.66  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      648000 | PA      | $657336.36    | 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      | $1268487.50   | 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      | $483517.07    | 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        |      137427 | PA      | $92739.82     | 0.00%             | 2033-08-25      | Fixed         | 3.75%                 | No            |                  2 | 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        |     1350713 | PA      | $1318438.03   | 0.02%             | 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        |      445683 | PA      | $445032.54    | 0.01%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                          | Publicis Groupe SA                                                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       21655 | NS      | $2203330.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    10870000 | PA      | $5661911.25   | 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        |      719680 | PA      | $618514.01    | 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        |     4520000 | PA      | $4351916.93   | 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      | $726770.00    | 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        |     1166000 | PA      | $1065019.97   | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  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        |       36884 | NS      | $20431126.01  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      645000 | PA      | $644660.95    | 0.01%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                        | INEOS US Finance LLC, 1st Lien Term Loan                                                               | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      667900 | PA      | $623484.94    | 0.01%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series X                                                                              | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5615000 | PA      | $5460910.08   | 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      | $1279190.25   | 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      | $2133600.00   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources SA                                                            | CSN Resources SA                                                                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $681750.00    | 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      | $1067287.98   | 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        |      357117 | NS      | $19489713.85  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2024-32                                                                                   | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    50683063 | PA      | $2629219.39   | 0.03%             | 2063-06-16      | Variable      | 0.71%                 | 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      | $1760375.23   | 0.02%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2065000 | PA      | $1352575.00   | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prudential plc                                                              | Prudential plc                                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      182492 | NS      | $1940397.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      540000 | PA      | $368223.46    | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                | MPT Operating Partnership LP                                                                           | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1686000 | PA      | $1712947.35   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3278000 | PA      | $2988445.41   | 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        |      963904 | PA      | $783340.78    | 0.01%             | 2035-11-25      | Variable      | 5.30%                 | 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      | $3496823.40   | 0.04%             | 2068-09-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1158304.30   | 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        |      325221 | NS      | $1066313.79   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                   | Mapfre SA                                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      355460 | NS      | $1265436.96   | 0.02%             |  |  |  | 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      | $1718584.19   | 0.02%             | 2048-01-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199894.39    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altafiber                                                                   | Altafiber Virginia LLC, 1st Lien Term Loan B-4                                                         | CUSIP: 17187MAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      339093 | PA      | $336719.80    | 0.00%             | 2028-11-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $623595.58    | 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      | $1358462.64   | 0.02%             | 2033-12-25      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $306512.50    | 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        |     1953679 | PA      | $1967685.57   | 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      | $50025.05     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                          | Koninklijke KPN NV                                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     3406023 | NS      | $15844323.74  | 0.20%             |  |  |  | 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      | $5142652.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-169                                                                                  | CUSIP: 38381DY87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10719279 | PA      | $882843.01    | 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      | $1588060.34   | 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      | $730127.20    | 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        |     2807550 | PA      | $1671469.90   | 0.02%             | 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        |       63895 | NS      | $3625402.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        2900 | NS      | $348642.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                    | Bunge Ltd. Finance Corp.                                                                               | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168414.74    | 0.00%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                    | QBE Insurance Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |      706818 | NS      | $9768170.94   | 0.12%             |  |  |  | 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        |      343897 | PA      | $332507.01    | 0.00%             | 2030-01-31      | Variable      | 7.80%                 | 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        |     2851554 | PA      | $2818961.17   | 0.04%             | 2031-11-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                          | TriNet Group, Inc.                                                                                     | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2132368.52   | 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      | $1783152.00   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                                    | Lancashire Holdings Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |      144375 | NS      | $1086724.91   | 0.01%             |  |  |  | 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        |      984612 | PA      | $791411.12    | 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        |      524761 | PA      | $524623.25    | 0.01%             | 2031-01-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                         | NuStar Logistics LP                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $2045835.55   | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | 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        |       24254 | PA      | $21855.45     | 0.00%             | 2034-12-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                      | AXA SA                                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       78772 | NS      | $3725592.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whatabrands LLC, 1st Lien Term Loan B                                                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      532822 | PA      | $529268.10    | 0.01%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      132000 | PA      | $106920.00    | 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        |      412267 | PA      | $405023.24    | 0.01%             | 2034-07-25      | Floating      | 5.34%                 | 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        |     2924747 | PA      | $2237294.51   | 0.03%             | 2035-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2451000 | PA      | $2394749.53   | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      317000 | PA      | $316620.73    | 0.00%             | 2025-08-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                           | Icon Parent, Inc., 1st Lien Term Loan                                                                  | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3285000 | PA      | $3263450.40   | 0.04%             | 2031-11-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                               | Hammerson plc                                                                                          | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | EC               | CORP              | GB        |      260641 | NS      | $879380.32    | 0.01%             |  |  |  | No            |                  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      | $1501049.89   | 0.02%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                               | Newmont Corp.                                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       92313 | NS      | $4863048.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series T                                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4682000 | PA      | $4696062.53   | 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        |      169332 | NS      | $2980243.20   | 0.04%             |  |  |  | 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      | $1368097.63   | 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        |     8130000 | PA      | $7563734.12   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3                        | CUSIP: 3137FJZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $420541.80    | 0.01%             | 2028-11-25      | Variable      | 2.31%                 | 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        |     6073000 | PA      | $6066949.90   | 0.08%             | 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        |     3094000 | PA      | $3236376.60   | 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        |         944 | PA      | $914.21       | 0.00%             | 2020-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                       | Schneider Electric SE                                                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       15501 | NS      | $3621743.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3249000 | PA      | $3180774.25   | 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      | $1851705.20   | 0.02%             | 2049-02-10      | Variable      | 4.74%                 | 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        |      123461 | PA      | $55309.07     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | 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      | $247897.00    | 0.00%             | 2037-01-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                                                      | OMV AG                                                                                                 | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       51307 | NS      | $2652757.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Atlassian Corp.)                                                 | CUSIP: C79862121<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       22889 | PA      | $5011525.33   | 0.06%             | 2025-05-16      | Fixed         | 20.70%                | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06418GAC1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $310343.09    | 0.00%             | 2025-06-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1155000 | PA      | $1096095.00   | 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        |      347284 | PA      | $332353.26    | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      776000 | PA      | $773200.81    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $567810.14    | 0.01%             | 2030-03-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: —       |
| M&G plc                                                                     | M&G plc                                                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       87569 | NS      | $242993.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                         | Tokyo Electron Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       61700 | NS      | $9187030.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                          | Telstra Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      341324 | NS      | $985094.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co. Ltd.                                              | New World Development Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |      146000 | NS      | $89407.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1747102.90   | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | 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      | $631379.04    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                 | Commonwealth of the Bahamas                                                                            | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     1400000 | PA      | $1326878.00   | 0.02%             | 2028-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                    | Skyworks Solutions, Inc.                                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       59110 | NS      | $3799590.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                                                 | HOCHTIEF AG                                                                                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |       11368 | NS      | $2150770.63   | 0.03%             |  |  |  | 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        |      266457 | PA      | $273116.15    | 0.00%             | 2034-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8905000 | PA      | $9953919.95   | 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        |       69957 | NS      | $26815217.67  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9970000 | PA      | $9440768.47   | 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        |     6785000 | PA      | $6365111.63   | 0.08%             | 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        |     6114000 | PA      | $6532533.87   | 0.08%             | 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      | $453509.10    | 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      | $9330242.30   | 0.12%             | 2041-11-13      | Fixed         | 8.82%                 | 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        |     2223456 | PA      | $1649493.68   | 0.02%             | 2037-02-25      | Floating      | 5.04%                 | 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        |      275113 | PA      | $209532.16    | 0.00%             | 2037-01-25      | Variable      | 4.55%                 | 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      | $1903168.14   | 0.02%             | 2050-02-15      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2807000 | PA      | $2808921.53   | 0.04%             | 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      | $2020352.46   | 0.03%             | 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        |     2563033 | PA      | $1115607.41   | 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        |       74580 | NS      | $4368150.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $3100356.92   | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN16, Class D                                                                        | CUSIP: 065405AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1926659.75   | 0.02%             | 2052-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                           | Transnet SOC Ltd.                                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |     1000000 | PA      | $1005625.00   | 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        |      499122 | PA      | $397789.15    | 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        |     1478000 | PA      | $1583693.26   | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      910000 | PA      | $752024.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      690000 | PA      | $707876.23    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4361166.28   | 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        |      280577 | PA      | $250629.90    | 0.00%             | 2035-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to LPL Financial Holdings, Inc.)                                     | CUSIP: 83371E320<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       14980 | PA      | $4780363.39   | 0.06%             | 2025-05-30      | Fixed         | 16.00%                | 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      | $1324633.25   | 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      | $2751610.61   | 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      | $997207.38    | 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      | $4925543.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      767000 | PA      | $546487.50    | 0.01%             | 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        |      875156 | NS      | $1970461.88   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                       | Republic of Guatemala                                                                                  | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      720000 | PA      | $639540.00    | 0.01%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3131000 | PA      | $3085315.27   | 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        |     1300000 | PA      | $1078597.00   | 0.01%             | 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        |      113775 | NS      | $4424399.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Nasdaq Equity Premium Income ETF                                   | JPMorgan Nasdaq Equity Premium Income ETF                                                              | CUSIP: 46654Q203<br>LEI: 549300QY7QH8W9EILZ23 | Long             |  | RF                | US        |     7923574 | NS      | $406796289.16 | 5.07%             |  |  |  | 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      | $1152131.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     5381000 | PA      | $5309813.57   | 0.07%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                                                     | Incora Intermediate LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       39990 | NS      | $799400.10    | 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      | $378852.39    | 0.00%             | 2028-03-09      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $480625.00    | 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        |     1259758 | PA      | $744606.46    | 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        |      111549 | NS      | $2890234.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RealPage, Inc.                                                              | RealPage, Inc., 1st Lien Term Loan                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      274828 | PA      | $271956.11    | 0.00%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                   | PPL Capital Funding, Inc., Series A                                                                    | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     7617000 | PA      | $7445596.63   | 0.09%             | 2067-03-30      | Floating      | 7.23%                 | 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        |     1194132 | PA      | $1221222.24   | 0.02%             | 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      | $209.30       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC                                                                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      208000 | PA      | $192687.08    | 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      | $1646919.00   | 0.02%             | 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        |     2447252 | PA      | $2466391.25   | 0.03%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Amundi SA                                                                   | Amundi SA                                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       14890 | NS      | $1176178.95   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2250000 | PA      | $2059875.00   | 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        |      658800 | NS      | $4659042.91   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                     | Eskom Holdings SOC Ltd.                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     1200000 | PA      | $1213500.00   | 0.02%             | 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      | $15168.63     | 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        |     4248650 | PA      | $4248640.37   | 0.05%             | 2049-10-25      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc., 1st Lien Term Loan B                                                                       | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     3783410 | PA      | $3251537.99   | 0.04%             | 2028-10-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       75912 | NS      | $3798353.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                                              | HDFC Bank Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      400304 | NS      | $9092487.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      595019 | NS      | $4189444.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5689000 | PA      | $6015446.20   | 0.08%             | 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        |      743934 | NS      | $6449142.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Venator Materials plc                                                       | Venator Materials plc                                                                                  | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |        4415 | NS      | $1683218.75   | 0.02%             |  |  |  | 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        |      348250 | PA      | $336858.74    | 0.00%             | 2031-04-23      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2900000 | PA      | $1928500.00   | 0.02%             | 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      | $1005654.37   | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                              | PetSmart, Inc.                                                                                         | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4906000 | PA      | $4569328.69   | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Eiffage SA                                                                  | Eiffage SA                                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       12265 | NS      | $1668931.78   | 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        |     3046815 | PA      | $3006841.10   | 0.04%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-4, Class A1                                                                      | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3583717 | PA      | $3592933.34   | 0.04%             | 2029-08-25      | Variable      | 6.41%                 | Yes           |                  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      | $1774476.00   | 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: N/A                  | Long             | LON              | CORP              | US        |      443425 | PA      | $438676.25    | 0.01%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2543023.39   | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2222237.66   | 0.03%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      945000 | PA      | $950244.75    | 0.01%             | 2055-08-15      | 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      | $6279496.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                          | Vodafone Group plc                                                                                     | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6106000 | PA      | $5424614.18   | 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        |         933 | PA      | $937.45       | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                              | Air Liquide SA                                                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        8366 | NS      | $1719030.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3376000 | PA      | $3643986.88   | 0.05%             | 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        |      462328 | PA      | $459342.67    | 0.01%             | 2030-04-20      | Variable      | 17.90%                | Yes           |                  3 | On Loan: No      |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp.                                                                                  | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     4231000 | PA      | $3912051.57   | 0.05%             | 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        |       54613 | NS      | $3941966.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     3867000 | PA      | $3960172.19   | 0.05%             | 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        |     1567000 | PA      | $1531766.01   | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2012-GCJ9, Class D                                                | CUSIP: 36192PAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385612 | PA      | $350829.77    | 0.00%             | 2045-11-10      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| A2A SpA                                                                     | A2A SpA                                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |      474453 | NS      | $1206661.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    20281000 | PA      | $19948752.60  | 0.25%             | 2030-03-15      | Fixed         | 6.50%                 | 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        |      440640 | PA      | $379987.58    | 0.00%             | 2036-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     4485000 | PA      | $755722.50    | 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        |     5192878 | PA      | $4105489.47   | 0.05%             | 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      | $704742.50    | 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        |       74257 | NS      | $4392301.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      460000 | PA      | $274850.00    | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     6259000 | PA      | $5986592.05   | 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      | $1931145.55   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9424000 | PA      | $9411283.73   | 0.12%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  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      | $465437.49    | 0.01%             | 2042-02-10      | Variable      | 7.19%                 | 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        |      783019 | PA      | $727444.04    | 0.01%             | 2036-06-25      | Variable      | 5.74%                 | 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        |       69493 | PA      | $63213.57     | 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        |      337814 | PA      | $329932.42    | 0.00%             | 2027-07-30      | Variable      | 7.69%                 | 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      | $897396.18    | 0.01%             | 2034-04-20      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to Ares Management Corp.)                                     | CUSIP: 65543G341<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       34969 | PA      | $5003094.59   | 0.06%             | 2025-05-09      | Fixed         | 14.40%                | No            |                  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      | $1175363.78   | 0.01%             | 2035-04-20      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Konecranes OYJ                                                              | Konecranes OYJ                                                                                         | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       11660 | NS      | $781196.99    | 0.01%             |  |  |  | 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      | $1135785.00   | 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        |       22900 | NS      | $203283.71    | 0.00%             |  |  |  | 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        |       24254 | PA      | $22615.11     | 0.00%             | 2026-10-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2450000 | PA      | $1193150.00   | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Enpro, Inc.                                                                 | Enpro, Inc.                                                                                            | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49750.56     | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      318000 | PA      | $317627.82    | 0.00%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  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        |     3986366 | PA      | $3982622.71   | 0.05%             | 2044-05-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Elastic N.V.)                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       65883 | PA      | $5588487.79   | 0.07%             | 2025-05-30      | Fixed         | 18.70%                | Yes           |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                                                  | Power Assets Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |      125000 | NS      | $826650.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                       | Rocket Software, Inc., 1st Lien Term Loan                                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     2849020 | PA      | $2826854.62   | 0.04%             | 2028-11-28      | Variable      | 8.57%                 | 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        |     3976000 | PA      | $3966855.20   | 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      | $202250.00    | 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      | $972905.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1627000 | PA      | $1679482.14   | 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        |     4745000 | PA      | $4517170.25   | 0.06%             | 2031-04-01      | Fixed         | 4.62%                 | 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        |      288019 | PA      | $295230.94    | 0.00%             | 2034-09-25      | Floating      | 5.42%                 | 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      | $3598495.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                                            | Delek Group Ltd.                                                                                       | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |        3481 | NS      | $555340.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $3454930.36   | 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      | $4602118.39   | 0.06%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                           | Wolters Kluwer NV                                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       16319 | NS      | $2881266.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                      | General Dynamics Corp.                                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2992 | NS      | $814183.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                                          | Imola Merger Corp.                                                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10829000 | PA      | $10340335.42  | 0.13%             | 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        |      603822 | PA      | $594831.56    | 0.01%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      556000 | PA      | $567141.47    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                 | Mediobanca Banca di Credito Finanziario SpA                                                            | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       71711 | NS      | $1466777.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, (linked to Blue Owl Capital, Inc.)                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      242580 | PA      | $4487571.84   | 0.06%             | 2025-05-30      | Fixed         | 29.70%                | 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        |      327275 | PA      | $314360.67    | 0.00%             | 2034-10-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $12812.55     | 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      | $1187762.58   | 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      | $68334.01     | 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      | $685947.53    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                          | Sultanate of Oman Government Bond                                                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1170000 | PA      | $1178775.00   | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  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        |     2424446 | NS      | $7681131.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Apple, Inc.)                                                      | CUSIP: 95003X542<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       89867 | PA      | $19045851.03  | 0.24%             | 2025-05-30      | Fixed         | 11.20%                | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     2603000 | PA      | $2736397.95   | 0.03%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                          | DT Midstream, Inc.                                                                                     | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1677000 | PA      | $1544581.16   | 0.02%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  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      | $199966.00    | 0.00%             | 2026-03-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $368437.50    | 0.00%             | 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      | $2264275.81   | 0.03%             | 2026-01-25      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                                    | Sinopharm Group Co. Ltd., Class H                                                                      | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |     1309600 | NS      | $3086398.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      936000 | PA      | $874952.96    | 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        |     1769000 | PA      | $1657532.48   | 0.02%             | 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        |         151 | NS      | $138992.32    | 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      | $273085.85    | 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        |     2317000 | PA      | $2281297.12   | 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        |        1162 | NS      | $1641987.34   | 0.02%             |  |  |  | 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        |     2500000 | PA      | $2459163.25   | 0.03%             | 2048-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wistron Corp.                                                               | Wistron Corp.                                                                                          | CUSIP: N/A<br>LEI: 254900DIEONKUALBFM06       | Long             | EC               | CORP              | TW        |      662827 | NS      | $2126851.84   | 0.03%             |  |  |  | No            |                  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      | $3366685.19   | 0.04%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                   | Mileage Plus Holdings LLC                                                                              | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1874250 | PA      | $1880123.90   | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | 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        |     2177060 | PA      | $2251210.23   | 0.03%             | 2039-06-25      | Floating      | 9.72%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                        | Owens-Brockway Glass Container, Inc.                                                                   | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     2223000 | PA      | $2217399.57   | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                                | Ventas, Inc.                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       64818 | NS      | $4542445.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                                                | CUSIP: 05571BY64<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |      250000 | PA      | $244313.20    | 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      | $1794000.00   | 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        |      422000 | PA      | $408508.11    | 0.01%             | 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      |
| Oman Government International Bond                                          | Sultanate of Oman Government Bond                                                                      | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      301000 | PA      | $313229.63    | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                                                | Acushnet Co.                                                                                           | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1063757.95   | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                      | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      316800 | PA      | $315513.79    | 0.00%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  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        |     1758704 | PA      | $1327821.64   | 0.02%             | 2026-12-18      | Variable      | 10.73%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3110527.12   | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | EURO STOXX 50 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -4625 | NC      | $13954905.46  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                                                   | Tesco plc                                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     1028451 | NS      | $5089807.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, 1st Lien Term Loan                                                                  | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      225000 | PA      | $220032.00    | 0.00%             | 2032-01-28      | Variable      | 7.07%                 | 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      | $559902.41    | 0.01%             | 2030-07-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                                 | FANUC Corp.                                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       52000 | NS      | $1319742.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                | Iberdrola SA                                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      992497 | NS      | $17890612.22  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                 | Cie Financiere Richemont SA (Registered)                                                               | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       23142 | NS      | $4089312.15   | 0.05%             |  |  |  | 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      | $1789032.40   | 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        |       14681 | NS      | $589290.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3177000 | PA      | $3139168.19   | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    22830000 | PA      | $21476795.13  | 0.27%             | 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        |     2535000 | PA      | $2586761.07   | 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        |       38865 | NS      | $4382028.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8601000 | PA      | $8035005.17   | 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        |     2430000 | PA      | $2297226.99   | 0.03%             | 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      | $456144.32    | 0.01%             | 2026-08-03      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp.                                                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8712137.07   | 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      | $939874.24    | 0.01%             | 2034-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2330962.34   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                    | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-9, Class PT                      | CUSIP: 21055VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7009 | PA      | $6895.46      | 0.00%             | 2045-04-15      | Variable      | 0.60%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      948000 | PA      | $818492.05    | 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      | $282618.99    | 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      | $1863280.26   | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP, 1st Lien Term Loan                                                                | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     2724429 | PA      | $2704268.15   | 0.03%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5576000 | PA      | $5385048.93   | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                     | Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class B                                        | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       46741 | PA      | $46832.92     | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  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        |     1895740 | PA      | $1255093.96   | 0.02%             | 2035-06-25      | Floating      | 4.99%                 | 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      | $214745.09    | 0.00%             | 2026-07-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      261000 | PA      | $252524.38    | 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        |      295349 | NS      | $27139619.61  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1287000 | PA      | $1312425.77   | 0.02%             | 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        |     2806000 | PA      | $2485968.29   | 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        |     1933000 | PA      | $1799896.13   | 0.02%             | 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      | $803803.74    | 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        |       87700 | NS      | $2269793.33   | 0.03%             |  |  |  | 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      | $649600.00    | 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      | $1389767.40   | 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      | $118900.00    | 0.00%             | 2029-02-16      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                          | Kimco Realty Corp.                                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      182797 | NS      | $3652284.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      575000 | PA      | $619786.75    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Eli Lilly and Co.)                                                | CUSIP: 95003X575<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       19018 | PA      | $16716013.22  | 0.21%             | 2025-05-23      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3529796.40   | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Annaly Capital Management, Inc.                                             | Annaly Capital Management, Inc.                                                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      196626 | NS      | $3853869.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45248.00     | 0.00%             | 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      | $4296055.86   | 0.05%             | 2029-04-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       72606 | NS      | $1921702.81   | 0.02%             |  |  |  | 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        |     8576493 | PA      | $8739746.08   | 0.11%             | 2032-12-25      | Floating      | 10.48%                | 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      | $893764.80    | 0.01%             | 2034-10-19      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Snam SpA                                                                    | Snam SpA                                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      261671 | NS      | $1501856.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2896160 | PA      | $2036362.50   | 0.03%             | 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      | $312908.07    | 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        |     4777000 | PA      | $4161931.63   | 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        |      261915 | PA      | $148994.23    | 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        |       22890 | NS      | $3021708.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Spotify Technology SA)                                     | CUSIP: 61778B578<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        9742 | PA      | $5992666.41   | 0.07%             | 2025-05-16      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| Electric Power Development Co. Ltd.                                         | Electric Power Development Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |      107500 | NS      | $1887211.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                                                | 3i Group plc                                                                                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       41478 | NS      | $2351430.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                  | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      544698 | PA      | $540498.51    | 0.01%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series G                                                                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $1008647.24   | 0.01%             | 2025-06-01      | Variable      | 5.38%                 | 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        |      737836 | PA      | $657664.63    | 0.01%             | 2034-04-25      | Floating      | 6.02%                 | 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        |     1381559 | PA      | $1159185.14   | 0.01%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                                                 | NOS SGPS SA                                                                                            | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |      238736 | NS      | $996344.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                                      | BP plc                                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     1100243 | NS      | $5080253.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                                | Associated British Foods plc                                                                           | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |       26377 | NS      | $727085.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     4657000 | PA      | $5042734.65   | 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      | $23671617.95  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE7, Class M2                                    | CUSIP: 61744CGE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8383 | PA      | $9486.77      | 0.00%             | 2034-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                   | Orkla ASA                                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       35614 | NS      | $397183.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18109.27     | 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      | $1486565.98   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Trust                                                  | CSFB Mortgage-Backed Trust, Series 2004-AR6, Class 7A1                                                 | CUSIP: 22541SNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23054 | PA      | $22985.76     | 0.00%             | 2034-10-25      | Variable      | 6.36%                 | No            |                  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        |      150700 | NS      | $801131.80    | 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      | $2701770.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series C                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3287118.92   | 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        |     7740000 | PA      | $6759401.60   | 0.08%             | 2048-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     6536000 | PA      | $5746220.48   | 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        |     3147000 | PA      | $2962326.80   | 0.04%             | 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        |      918400 | NS      | $2657111.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jscb Agrobank                                                               | Jscb Agrobank                                                                                          | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      700000 | PA      | $718025.00    | 0.01%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                | Energean Israel Finance Ltd.                                                                           | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      480000 | PA      | $481502.40    | 0.01%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RXO, Inc.                                                                   | RXO, Inc.                                                                                              | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     2956000 | PA      | $3004556.47   | 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      | $274920.90    | 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      | $882430.79    | 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      | $5282888.00   | 0.07%             | 2041-10-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Datadog, Inc.)                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       49988 | PA      | $4934754.42   | 0.06%             | 2025-05-09      | Fixed         | 18.10%                | No            |                  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      | $1278951.36   | 0.02%             | 2050-11-13      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14193 | PA      | $12348.99     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                 | Aena SME SA                                                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       49571 | NS      | $12453025.68  | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1628000 | PA      | $1498394.92   | 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        |     2575000 | PA      | $2503504.35   | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                | Upstart Securitization Trust, Series 2022-4, Class A                                                   | CUSIP: 91678YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39881 | PA      | $39880.71     | 0.00%             | 2032-08-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                | LyondellBasell Industries NV, Class A                                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       54266 | NS      | $3158823.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                                   | Enagas SA                                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       27592 | NS      | $430210.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc., 1st Lien Term Loan B-4                                                | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      401906 | PA      | $400732.69    | 0.00%             | 2026-10-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35435.21     | 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      | $774000.10    | 0.01%             | 2049-11-10      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129412.87    | 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      | $422536.84    | 0.01%             | 2041-10-25      | Floating      | 11.85%                | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     1903000 | PA      | $1821253.21   | 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        |    10146000 | PA      | $9965037.97   | 0.12%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                    | Precision Drilling Corp.                                                                               | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     2003000 | PA      | $1996123.92   | 0.02%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1618000 | PA      | $1772680.80   | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | 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      | $5767848.13   | 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        |      131100 | PA      | $119938.60    | 0.00%             | 2035-04-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     8398000 | PA      | $4916144.44   | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                 | Saks Global Enterprises LLC                                                                            | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2069000 | PA      | $1254925.84   | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  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        |     1282615 | PA      | $1075821.06   | 0.01%             | 2037-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN24, Class C                                                                        | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5182265.40   | 0.06%             | 2062-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      392000 | PA      | $410564.73    | 0.01%             | 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      | $4142763.43   | 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        |     2555000 | PA      | $2534056.67   | 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      | $1614976.00   | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                   | Banijay Entertainment SAS, 1st Lien Term Loan B-3                                                      | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |       29631 | PA      | $29396.53     | 0.00%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5863.69      | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B1                                                    | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2561806.00   | 0.03%             | 2041-10-25      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     7245000 | PA      | $6599318.36   | 0.08%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253051.74    | 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      | $647282.35    | 0.01%             | 2035-07-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     5678000 | PA      | $5707741.36   | 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      | $2060924.99   | 0.03%             |  |  |  | No            |                  2 | 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      | $1829600.00   | 0.02%             | 2048-04-10      | Variable      | 4.23%                 | 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      | $1138366.39   | 0.01%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| DOF Group ASA                                                               | DOF Group ASA                                                                                          | CUSIP: N/A<br>LEI: 213800GIV9N2A714T434       | Long             | EC               | CORP              | NO        |      167766 | NS      | $1315655.01   | 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        |       39500 | NS      | $362650.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     2786000 | PA      | $2763785.83   | 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      | $139229.70    | 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        |      341808 | PA      | $327673.98    | 0.00%             | 2035-06-25      | Variable      | 6.32%                 | 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        |    21979243 | NS      | $5090607.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3100914.96   | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                          | ITC Holdings Corp.                                                                                     | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31304.47     | 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        |       86944 | PA      | $86622.31     | 0.00%             | 2033-09-25      | Floating      | 5.19%                 | 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      | $273483.63    | 0.00%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2040000 | PA      | $2020599.60   | 0.03%             | 2027-01-31      | Fixed         | 7.50%                 | 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        |     7300020 | PA      | $7433298.52   | 0.09%             | 2039-10-25      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                                | TriMas Corp.                                                                                           | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $4214599.14   | 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        |        9016 | PA      | $9179.62      | 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        |     1858000 | PA      | $1795983.40   | 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        |       24473 | NS      | $3482507.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38618.42     | 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        |     3717000 | PA      | $3907604.04   | 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        |     4022000 | PA      | $3663418.59   | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                           | Eversource Energy                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       63923 | NS      | $3802140.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                                                            | NCR Atleos Corp., 1st Lien Term Loan B                                                                 | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      157867 | PA      | $157866.67    | 0.00%             | 2029-03-27      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                | Ardagh Packaging Finance plc                                                                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3339278.40   | 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      | $258894.85    | 0.00%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP, 1st Lien Term Loan B                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      715992 | PA      | $706776.88    | 0.01%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                  | KT&G Corp.                                                                                             | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        6908 | NS      | $557574.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                             | AGL Energy Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      352089 | NS      | $2399488.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                            | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      320326 | PA      | $317484.54    | 0.00%             | 2032-04-01      | Variable      | 7.55%                 | 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      | $1174762.22   | 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        |     9026000 | PA      | $9271723.82   | 0.12%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                         | SK Telecom Co. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |       55031 | NS      | $2102557.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                         | Japan Tobacco, Inc.                                                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       37100 | NS      | $1142978.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                       | Interpublic Group of Cos., Inc. (The)                                                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      140659 | NS      | $3533354.08   | 0.04%             |  |  |  | No            |                  1 | 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      | $3405147.26   | 0.04%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                                | Avient Corp.                                                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1198027.65   | 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        |     2175000 | PA      | $2016196.07   | 0.03%             | 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        |      198545 | PA      | $119639.97    | 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        |     1223572 | PA      | $1131000.53   | 0.01%             | 2036-03-20      | Variable      | 4.58%                 | 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      | $762150.75    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J3, Class 3A1                                                      | CUSIP: 12667GEC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          17 | PA      | $0.00         | 0.00%             | 2034-09-25      | Fixed         | 6.50%                 | No            |                  3 | 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      | $3822485.41   | 0.05%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2582000 | PA      | $2588300.08   | 0.03%             | 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        |      200895 | PA      | $171848.53    | 0.00%             | 2036-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to Targa Resources Corp.)                                            | CUSIP: 83371E312<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       28933 | PA      | $4977412.27   | 0.06%             | 2025-05-30      | Fixed         | 18.60%                | No            |                  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        |      471438 | PA      | $466958.84    | 0.01%             | 2031-05-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                       | Avantor Funding, Inc.                                                                                  | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     7346000 | PA      | $7064668.03   | 0.09%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                        | Otis Worldwide Corp.                                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      218052 | NS      | $20991866.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                    | Darden Restaurants, Inc.                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       21452 | NS      | $4304129.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3681.31      | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                           | iHeartMedia, Inc., Class A                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      122091 | NS      | $125753.73    | 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      | $243597.25    | 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      | $768820.00    | 0.01%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Four Seasons Hotels Ltd.                                                    | Four Seasons Hotels Ltd., 1st Lien Term Loan B                                                         | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      445443 | PA      | $445500.95    | 0.01%             | 2029-11-30      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1011400.96   | 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        |     1320000 | PA      | $1106331.60   | 0.01%             | 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        |     2245000 | PA      | $1744124.56   | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp, Series L                                                                          | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2903000 | PA      | $2866623.67   | 0.04%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A                                                  | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1070371 | PA      | $932921.74    | 0.01%             | 2045-08-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1370485.87   | 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        |     2094101 | PA      | $1009566.26   | 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   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                                       | Tencent Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      160400 | NS      | $9824653.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1050000 | PA      | $959700.00    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      637000 | PA      | $508326.00    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AZZ, Inc.                                                                   | AZZ, Inc., 1st Lien Term Loan                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      408474 | PA      | $407554.48    | 0.01%             | 2029-05-14      | Variable      | 6.82%                 | 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      | $6551.37      | 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        |     9155000 | PA      | $7932027.59   | 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      | $91851.54     | 0.00%             | 2035-08-25      | Floating      | 2.27%                 | 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      | $1973263.75   | 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        |      971000 | PA      | $885787.66    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Insignia Financial Ltd.                                                     | Insignia Financial Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493000NLB9VUM2IHC87       | Long             | EC               | CORP              | AU        |      273919 | NS      | $660048.18    | 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      | $6612143.29   | 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        |      189109 | NS      | $36397809.23  | 0.45%             |  |  |  | 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        |      341605 | PA      | $340487.08    | 0.00%             | 2034-03-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6017000 | PA      | $5979936.48   | 0.07%             | 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      | $61.53        | 0.00%             | 2049-12-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                              | Angel Oak Mortgage Trust I LLC, Series 2019-2, Class B2                                                | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2294770.05   | 0.03%             | 2049-03-25      | Variable      | 6.29%                 | 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      | $565869.72    | 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      | $2008859.70   | 0.03%             | 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        |      170625 | PA      | $169113.26    | 0.00%             | 2029-11-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      575000 | PA      | $572818.05    | 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      | $2916087.01   | 0.04%             | 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        |      504000 | PA      | $512771.53    | 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      | $1772904.50   | 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      | $405375.00    | 0.01%             | 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        |     3896000 | PA      | $3938497.72   | 0.05%             | 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      | $5125227.10   | 0.06%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc.                                                                                     | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2405479.64   | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC23, Class E                                                   | CUSIP: 12636FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1220362.20   | 0.02%             | 2048-10-10      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1441453.17   | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-2, Class A1                                                                      | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5327101 | PA      | $5338143.48   | 0.07%             | 2029-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $970461.46    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                  | Dana, Inc.                                                                                             | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1793884.72   | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, (linked to Tesla, Inc.)                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       66372 | PA      | $18162355.19  | 0.23%             | 2025-05-23      | Fixed         | 18.90%                | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      245176 | NS      | $8602629.86   | 0.11%             |  |  |  | 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      | $593550.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                | ams-OSRAM AG                                                                                           | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     2265000 | PA      | $2295090.05   | 0.03%             | 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        |     2149247 | PA      | $1813384.83   | 0.02%             | 2037-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11793000 | PA      | $12189067.91  | 0.15%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                       | Theorem Funding Trust, Series 2022-3A, Class A                                                         | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71901 | PA      | $72146.07     | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | Yes           |                  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      | $791692.22    | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR                                  | CUSIP: 14311NAY0<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1397244.80   | 0.02%             | 2032-07-20      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                         | Abbott Laboratories                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      133851 | NS      | $17501018.25  | 0.22%             |  |  |  | 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      | $762582.90    | 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      | $508693.97    | 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        |       79578 | NS      | $3635123.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     4421000 | PA      | $4304791.54   | 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        |       91855 | NS      | $50428395.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                                   | Mirion Technologies, Inc., 1st Lien Term Loan B                                                        | CUSIP: 60470HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      409309 | PA      | $408114.20    | 0.01%             | 2028-10-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1247000 | PA      | $1252183.78   | 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        |      446230 | PA      | $334288.11    | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27081.16     | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                               | Koninklijke Ahold Delhaize NV                                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       66785 | NS      | $2742129.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                 | Xerox Corp.                                                                                            | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1380742.60   | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     3009000 | PA      | $2770478.98   | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      377000 | PA      | $387136.31    | 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      | $4094377.44   | 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      | $1033001.65   | 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        |      500000 | PA      | $283440.00    | 0.00%             | 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      | $3203056.31   | 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        |      637388 | PA      | $592141.25    | 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      | $5934622.34   | 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      | $2638573.70   | 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        |     3295000 | PA      | $3069517.75   | 0.04%             | 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      | $736117.30    | 0.01%             | 2061-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1596612.17   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      357000 | PA      | $365753.32    | 0.00%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     2876000 | PA      | $2623857.05   | 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        |     1396000 | PA      | $1341679.27   | 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      | $1680532.25   | 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        |     1184000 | PA      | $1199751.94   | 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        |     3520000 | PA      | $1751200.00   | 0.02%             | 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      | $3080268.02   | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $634106.87    | 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        |    10908000 | PA      | $10258878.01  | 0.13%             | 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        |     2378000 | PA      | $2050227.09   | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| 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        |     2530325 | PA      | $1968981.07   | 0.02%             | 2047-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan C                                                        | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      607409 | PA      | $604086.56    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc., 1st Lien Term Loan                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      792424 | PA      | $784626.78    | 0.01%             | 2029-02-15      | Variable      | 7.32%                 | 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      | $945621.20    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | 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      | $100520.72    | 0.00%             | 2033-06-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                       | Directv Financing LLC                                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4425000 | PA      | $4276646.17   | 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      | $462317.80    | 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      | $415518.75    | 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        |      521369 | PA      | $517740.35    | 0.01%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2                                                    | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4292238.80   | 0.05%             | 2050-01-25      | Floating      | 9.57%                 | Yes           |                  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        |      136050 | PA      | $132979.63    | 0.00%             | 2034-06-25      | Variable      | 6.29%                 | 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      | $4393817.03   | 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      | $3404623.50   | 0.04%             | 2043-04-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16391.97     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Nokia OYJ                                                                   | Nokia OYJ                                                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      496228 | NS      | $2480729.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1107640.77   | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| 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      | $1103245.28   | 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      | $1611487.27   | 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        |      265162 | NS      | $2121384.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                           | Lenovo Group Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      834000 | NS      | $964585.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                 | Swisscom AG (Registered)                                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |        1184 | NS      | $789589.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                             | ASML Holding NV                                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        4645 | NS      | $3109557.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2487785.10   | 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        |     2782153 | PA      | $2782152.71   | 0.03%             | 2026-06-30      | Variable      | 15.92%                | No            |                  3 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      554000 | PA      | $434890.00    | 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        |        6985 | PA      | $6263.83      | 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        |     1256000 | PA      | $1131870.40   | 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      | $1751400.30   | 0.02%             | 2033-08-25      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2501875.00   | 0.03%             | 2030-03-08      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, (linked to Twilio, Inc.)                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       50342 | PA      | $4719538.34   | 0.06%             | 2025-05-09      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| Investec plc                                                                | Investec plc                                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |      165809 | NS      | $1041140.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp.                                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      464000 | PA      | $456467.15    | 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        |       28078 | NS      | $4811446.08   | 0.06%             |  |  |  | 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        |      387421 | PA      | $219523.44    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2004-5, Class 1A1                                                              | CUSIP: 45254NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99980 | PA      | $98754.68     | 0.00%             | 2034-10-25      | Floating      | 5.16%                 | 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      | $5759.65      | 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      | $1122521.40   | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sage Group plc (The)                                                        | Sage Group plc (The)                                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      128004 | NS      | $2122131.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                                      | Shoprite Holdings Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       43043 | NS      | $662267.38    | 0.01%             |  |  |  | No            |                  2 | 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      | $422386.00    | 0.01%             | 2048-10-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                              | SPX FLOW, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |     1965374 | PA      | $1954328.61   | 0.02%             | 2029-04-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3080000 | PA      | $3133395.77   | 0.04%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, (linked to Intuitive Surgical, Inc.)                                 | CUSIP: 299036421<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |       14921 | PA      | $7686134.71   | 0.10%             | 2025-05-30      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                              | BPER Banca SpA                                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      172869 | NS      | $1404056.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                                   | BCE, Inc.                                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      107016 | NS      | $2378478.34   | 0.03%             |  |  |  | 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        |     1351000 | PA      | $1398207.07   | 0.02%             | 2031-05-20      | Fixed         | 24.76%                | Yes           |                  3 | On Loan: No      |
| PetSmart LLC                                                                | PetSmart LLC, 1st Lien Term Loan                                                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2234532 | PA      | $2198221.01   | 0.03%             | 2028-02-11      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      516000 | PA      | $510259.50    | 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      | $2627246.06   | 0.03%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                 | TEGNA, Inc.                                                                                            | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      477000 | PA      | $471107.91    | 0.01%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      245759 | PA      | $184933.52    | 0.00%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                             | Northriver Midstream Finance LP                                                                        | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     1512000 | PA      | $1502494.81   | 0.02%             | 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        |     5397472 | PA      | $5361497.31   | 0.07%             | 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        |        4047 | PA      | $3912.99      | 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        |     1196114 | PA      | $135897.53    | 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        |       68733 | NS      | $3976891.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2                                  | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10750012 | PA      | $11162429.76  | 0.14%             | 2051-01-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                     | DBS Group Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      643220 | NS      | $20897711.98  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                  | Lear Corp.                                                                                             | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4225.75      | 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        |       18100 | NS      | $212116.44    | 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        |     1824329 | PA      | $1231887.63   | 0.02%             | 2037-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                               | Al Rajhi Bank                                                                                          | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      113948 | NS      | $2960137.15   | 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      | $784690.00    | 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        |     3335000 | PA      | $3276843.04   | 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        |       76500 | NS      | $1068588.37   | 0.01%             |  |  |  | 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 Holdings, Inc.                                                       | Acuren Holdings, Inc., 1st Lien Term Loan                                                              | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      475591 | PA      | $474106.98    | 0.01%             | 2031-07-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                                 | Canon, Inc.                                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       67100 | NS      | $2070689.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc., 1st Lien Term Loan B                                                         | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      492064 | PA      | $474965.07    | 0.01%             | 2029-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $1094600.00   | 0.01%             | 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        |      186589 | NS      | $6454113.51   | 0.08%             |  |  |  | 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      | $1108919.90   | 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        |     1024000 | PA      | $1073647.62   | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to Natera, Inc.)                                              | CUSIP: 65543G382<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       29143 | PA      | $4397613.10   | 0.05%             | 2025-05-16      | Fixed         | 18.20%                | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                  | Shenzhou International Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |      418100 | NS      | $2898144.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $760119.95    | 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      | $2629261.06   | 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        |      983000 | PA      | $916436.16    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Activia Properties, Inc.                                                    | Activia Properties, Inc.                                                                               | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |         146 | NS      | $350086.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                               | NetEase, Inc.                                                                                          | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      374900 | NS      | $8058982.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd.                                                             | Bajaj Auto Ltd.                                                                                        | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |       36910 | NS      | $3506710.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     1276582 | NS      | $6814762.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series H                                                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10584000 | PA      | $9235498.91   | 0.12%             | 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        |     2478000 | PA      | $2466787.79   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     4027000 | PA      | $3835955.90   | 0.05%             | 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      | $3052861.60   | 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        |       87598 | NS      | $2995851.60   | 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      | $410072.50    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gnr Frn                                                                     | Gnr Frn                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    67000000 | PA      | $4690000.00   | 0.06%             | 2053-12-16      | Fixed         | 0.00%                 | No            |                  3 | 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        |      725021 | PA      | $719279.32    | 0.01%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                      | Crown Finance US, Inc., 1st Lien Term Loan                                                             | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2833275 | PA      | $2804063.93   | 0.03%             | 2031-12-02      | Variable      | 9.57%                 | 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        |      309907 | PA      | $138416.74    | 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        |     1099395 | NS      | $4684741.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4629000 | PA      | $4686647.99   | 0.06%             | 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        |      455348 | PA      | $433547.21    | 0.01%             | 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        |     2948000 | PA      | $2679428.36   | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | 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      | $3341687.38   | 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        |      528099 | NS      | $5349654.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Iron Mountain Corp.)                                             | CUSIP: C79862279<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       53515 | PA      | $4689703.81   | 0.06%             | 2025-05-23      | Fixed         | 11.40%                | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                        | Conagra Brands, Inc.                                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      143244 | NS      | $3539559.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                                                  | Woodside Energy Group Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      119506 | NS      | $1557777.12   | 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      | $912675.00    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $498594.52    | 0.01%             | 2026-06-09      | Variable      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-C, Class M1                                                       | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399385 | PA      | $368886.50    | 0.00%             | 2034-08-25      | Floating      | 5.42%                 | 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      | $1229618.63   | 0.02%             | 2039-04-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3892000 | PA      | $3395770.00   | 0.04%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                                  | FHLMC UMBS, 30 Year                                                                                    | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86901 | PA      | $83256.87     | 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        |      500000 | PA      | $493167.20    | 0.01%             | 2026-10-16      | Variable      | 4.38%                 | 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        |      232416 | PA      | $226998.22    | 0.00%             | 2034-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      950000 | PA      | $746937.50    | 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        |      113300 | NS      | $2384705.81   | 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      | $85275.00     | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CWABS, Inc., Asset-Backed Certificates                                      | CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2                                         | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71643 | PA      | $80002.22     | 0.00%             | 2034-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2021-RN4, Class A2                                                                    | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5216972 | PA      | $5210126.75   | 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        |       68550 | PA      | $65477.84     | 0.00%             | 2036-12-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                            | Unicaja Banco SA                                                                                       | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |      358600 | NS      | $683509.72    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                    | Motorola Solutions, Inc.                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        8784 | NS      | $3868385.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      578000 | PA      | $555845.37    | 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        |       46200 | NS      | $569204.16    | 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      | $1223910.00   | 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      | $1444765.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1189584.59   | 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        |      422546 | PA      | $426493.64    | 0.01%             | 2034-12-25      | Floating      | 5.58%                 | No            |                  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      | $2044808.93   | 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      | $915523.04    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Texas Pacific Land Corp.)                                  | CUSIP: 61778B529<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        3836 | PA      | $4908901.91   | 0.06%             | 2025-05-09      | Fixed         | 13.30%                | Yes           |                  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      | $3522425.20   | 0.04%             | 2059-09-25      | Variable      | 5.15%                 | Yes           |                  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        |       98892 | PA      | $39970.91     | 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      | $3808.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1303063.47   | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan A                                                                  | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      823855 | PA      | $823855.44    | 0.01%             | 2029-01-02      | Variable      | 6.82%                 | 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      | $252824.47    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | 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      | $2508794.40   | 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        |      895000 | PA      | $837244.31    | 0.01%             | 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        |     2607760 | PA      | $2543661.74   | 0.03%             | 2031-01-31      | Variable      | 6.57%                 | 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        |     5543000 | PA      | $5539347.72   | 0.07%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC                                                                          | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2195599.34   | 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      | $1155640.45   | 0.01%             | 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        |       20917 | NS      | $2955362.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    10578000 | PA      | $10525843.06  | 0.13%             | 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      | $1274667.77   | 0.02%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1449000 | PA      | $1474067.70   | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Bausch Health Americas, Inc.                                                | Bausch Health Americas, Inc.                                                                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     3952000 | PA      | $3754400.00   | 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      | $4135103.92   | 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      | $323603.28    | 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        |     1787000 | PA      | $1712903.12   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  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      | $2819160.00   | 0.04%             | 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: N/A                  | Long             | LON              | CORP              | US        |      909025 | PA      | $904380.15    | 0.01%             | 2030-10-15      | Variable      | 6.32%                 | 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      | $1331650.66   | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Coupang, Inc.)                                                    | CUSIP: 95003X625<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |      213514 | PA      | $4867906.97   | 0.06%             | 2025-05-16      | Fixed         | 14.20%                | 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        |      198068 | PA      | $119839.41    | 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        |     3841000 | PA      | $3797932.40   | 0.05%             | 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        |       36184 | NS      | $10587027.33  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       81000 | PA      | $69505.25     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       73000 | PA      | $62415.56     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $552000.00    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                                                  | Hysan Development Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |      136000 | NS      | $221693.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                       | Resideo Funding, Inc.                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2896000 | PA      | $2872796.67   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America, Inc.                                           | National Grid North America, Inc.                                                                      | CUSIP: 63627AUV8<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | STIV             | CORP              | US        |      250000 | PA      | $247081.25    | 0.00%             | 2025-07-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                             | Gap, Inc. (The)                                                                                        | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2486379.78   | 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        |       91948 | NS      | $4645421.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc.                                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     4242000 | PA      | $3437830.91   | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Asplundh Tree Expert LLC                                                    | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                           | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235319 | PA      | $234865.03    | 0.00%             | 2027-09-06      | Variable      | 6.17%                 | 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      | $2082458.17   | 0.03%             | 2066-12-27      | Variable      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1546604.16   | 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        |      590228 | PA      | $530352.31    | 0.01%             | 2035-04-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAA5<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $88480.00     | 0.00%             | 2022-10-15      | Fixed         | 6.25%                 | No            |                  3 | 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      | $13287.23     | 0.00%             | 2034-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1487000 | PA      | $1526963.13   | 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      | $2414500.10   | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | 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        |      133521 | PA      | $71043.31     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                              | Chubu Electric Power Co., Inc.                                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       50600 | NS      | $657057.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2004-5, Class 1M2                                                              | CUSIP: 45254NJL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       36420 | PA      | $35762.78     | 0.00%             | 2034-10-25      | Floating      | 5.31%                 | 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      | $1296318.40   | 0.02%             | 2034-10-20      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      115467 | NS      | $4657938.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                   | PPL Corp.                                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       34482 | NS      | $1258593.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1334784.89   | 0.02%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3048000 | PA      | $2834666.30   | 0.04%             | 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      | $8215921.17   | 0.10%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                  | California Resources Corp.                                                                             | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1055101.25   | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | 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      | $1897599.88   | 0.02%             | 2049-12-15      | Variable      | 3.16%                 | 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        |      277431 | PA      | $284061.04    | 0.00%             | 2039-07-25      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                    | ADT Security Corp. (The)                                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4038717.23   | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PRPM                                                                        | PRPM, Series 2024-3, Class A1                                                                          | CUSIP: 693986AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7997507 | PA      | $8013922.77   | 0.10%             | 2029-05-25      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      694000 | PA      | $603106.50    | 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        |     4833000 | PA      | $4771875.26   | 0.06%             | 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        |   170394588 | PA      | $105985.43    | 0.00%             | 2056-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow, Inc.                                                        | Scripps Escrow, Inc.                                                                                   | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2582000 | PA      | $2044994.09   | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                 | TEGNA, Inc.                                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     2149000 | PA      | $2001741.30   | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149578.28    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | 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      | $646551.63    | 0.01%             | 2049-08-10      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      420000 | PA      | $427109.00    | 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        |      128001 | NS      | $9089351.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     2911000 | PA      | $3019380.02   | 0.04%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SBM Offshore NV                                                             | SBM Offshore NV                                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       52765 | NS      | $1109335.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $6180652.99   | 0.08%             | 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        |     4007000 | PA      | $4037665.57   | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Blackstone, Inc.)                                             | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       46441 | PA      | $6088668.76   | 0.08%             | 2025-05-23      | Fixed         | 22.60%                | 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      | $18301.59     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Conservice Midco LLC                                                        | Conservice Midco LLC, 1st Lien Term Loan                                                               | CUSIP: 20848PAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      927198 | PA      | $921013.92    | 0.01%             | 2030-05-13      | Variable      | 7.32%                 | No            |                  2 | 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      | $2157888.83   | 0.03%             | 2036-01-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Banca Generali SpA                                                          | Banca Generali SpA                                                                                     | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |       19278 | NS      | $1143720.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3507000 | PA      | $3442223.96   | 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      | $49707.08     | 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      | $605215.66    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95621.44     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                                         | Magnetite Ltd., Series 2019-22A, Class CRR                                                             | CUSIP: 55954HBA9<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      977000 | PA      | $977809.93    | 0.01%             | 2036-07-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series J                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3112837.10   | 0.04%             | 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      | $6061960.11   | 0.08%             | 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        |      175385 | PA      | $179258.48    | 0.00%             | 2034-09-25      | Floating      | 5.46%                 | 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        |        1771 | PA      | $1621.15      | 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      | $387787.50    | 0.00%             | 2031-09-10      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                     | KeyCorp                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      249879 | NS      | $3708204.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       18653 | NC      | $35612334.04  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        3872 | NS      | $281339.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     4730000 | PA      | $4067800.00   | 0.05%             | 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        |      159161 | NS      | $1233904.24   | 0.02%             |  |  |  | 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      | $251642.54    | 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        |      138482 | PA      | $90837.16     | 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      | $2947479.85   | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                         | Cisco Systems, Inc.                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       70992 | NS      | $4098368.16   | 0.05%             |  |  |  | No            |                  1 | 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      | $195956.30    | 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      | $143507.35    | 0.00%             | 2029-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      345622 | PA      | $344374.58    | 0.00%             | 2029-07-06      | Variable      | 6.05%                 | 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      | $1696629.75   | 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        |      194928 | PA      | $188719.17    | 0.00%             | 2034-12-25      | Floating      | 5.15%                 | 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      | $2971830.77   | 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        |     2262000 | PA      | $2143421.78   | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $3000056.19   | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                          | Braskem Idesa SAPI                                                                                     | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     1450000 | PA      | $1121038.50   | 0.01%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                                             | Starbucks Corp.                                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       40540 | NS      | $3245227.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp., 1st Lien Term Loan B                                                            | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      534194 | PA      | $532692.90    | 0.01%             | 2031-01-24      | Variable      | 6.07%                 | 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        |      180511 | PA      | $171485.76    | 0.00%             | 2026-01-16      | Variable      | 14.26%                | No            |                  2 | On Loan: No      |
| Stellantis NV                                                               | Stellantis NV                                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       28923 | NS      | $269140.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series I                                                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1144635.21   | 0.01%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series P                                                                               | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      144069 | NS      | $3614691.21   | 0.05%             |  |  |  | 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        |      294678 | PA      | $294678.24    | 0.00%             | 2026-07-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Generali                                                                    | Generali                                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       60316 | NS      | $2204412.68   | 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        |     3577939 | PA      | $3540835.56   | 0.04%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                      | Republic of Costa Rica                                                                                 | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      819000 | PA      | $830670.75    | 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        |       73363 | NS      | $1355478.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                            | Niterra Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |        5700 | NS      | $177480.10    | 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        |     7243000 | PA      | $6930840.46   | 0.09%             | 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        |     2585000 | PA      | $2290568.50   | 0.03%             | 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      | $443902.50    | 0.01%             | 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        |      417900 | PA      | $414577.70    | 0.01%             | 2031-05-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      950000 | PA      | $920397.68    | 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      | $297209.63    | 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        |       17291 | NS      | $2344313.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                      | XHR LP                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     1316000 | PA      | $1236987.89   | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      354000 | PA      | $353319.96    | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                   | Park River Holdings, Inc., 1st Lien Term Loan                                                          | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     1485988 | PA      | $1395431.43   | 0.02%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                  | Alcoa Nederland Holding BV                                                                             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     4466000 | PA      | $4601141.16   | 0.06%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United Urban Investment Corp.                                               | United Urban Investment Corp.                                                                          | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |        1200 | NS      | $1262768.28   | 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        |     4085000 | PA      | $3755031.27   | 0.05%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                 | Targa Resources Partners LP                                                                            | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4016500.76   | 0.05%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                        | Banca Mediolanum SpA                                                                                   | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      158273 | NS      | $2366158.28   | 0.03%             |  |  |  | No            |                  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        |      712500 | NS      | $4264338.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                                 | Ono Pharmaceutical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       18700 | NS      | $215254.41    | 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        |      246700 | NS      | $1199346.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      673000 | PA      | $679838.14    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                  | Primo Water Holdings, Inc.                                                                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $298876.48    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                    | Daimler Truck Holding AG                                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |       37029 | NS      | $1487695.47   | 0.02%             |  |  |  | No            |                  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        |      275254 | PA      | $242612.63    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Region RE Ltd.                                                              | Region RE Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |      108012 | NS      | $160097.38    | 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      | $1182487.44   | 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        |     5223448 | PA      | $470766.95    | 0.01%             | 2063-08-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd.                                              | China Resources Gas Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |      840900 | NS      | $2348972.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      287000 | PA      | $298815.42    | 0.00%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                      | Harvest Midstream I LP                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1690434.58   | 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      | $217103.52    | 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      | $16797.42     | 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        |      185000 | PA      | $150377.63    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      470000 | PA      | $397737.50    | 0.00%             | 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        |      148000 | PA      | $143822.02    | 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      | $1895250.00   | 0.02%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1856557.05   | 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        |     1544377 | PA      | $45847.92     | 0.00%             | 2044-12-25      | Variable      | 2.05%                 | 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        |     2098853 | PA      | $993059.49    | 0.01%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to American Express Co.)                                      | CUSIP: 65543G366<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       26465 | PA      | $7049759.56   | 0.09%             | 2025-05-16      | Fixed         | 10.50%                | 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        |      340503 | PA      | $218521.22    | 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        |      126073 | NS      | $4771862.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5030000 | PA      | $2489850.00   | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | 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      | $912750.30    | 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      | $146900.00    | 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        |     4370000 | PA      | $3209765.00   | 0.04%             | 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        |      110005 | NS      | $7449718.95   | 0.09%             |  |  |  | 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      | $1284258.51   | 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      | $26272.41     | 0.00%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                              | NMG Parent LLC, Escrow                                                                                 | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41340 | NS      | $1062438.00   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N111<br>LEI: N/A                  | N/A              | DO               |  | US        |       10473 | NS      | $153602.25    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     5618000 | PA      | $5276827.85   | 0.07%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 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      | $249519.00    | 0.00%             | 2032-10-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                                         | Lsf12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     5221000 | PA      | $5003440.93   | 0.06%             | 2031-12-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $496713.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     5897000 | PA      | $5736929.47   | 0.07%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| 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        |     8877132 | PA      | $9008054.76   | 0.11%             | 2050-03-25      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1370000 | PA      | $893925.00    | 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      | $404550.00    | 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      | $4168213.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2319449 | PA      | $2591984.26   | 0.03%             | 2029-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      174749 | NS      | $20169529.58  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      552000 | PA      | $469092.93    | 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        |       94800 | NS      | $528373.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                                                | Unilever plc                                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      108507 | NS      | $6908628.78   | 0.09%             |  |  |  | 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        |      175412 | PA      | $171328.69    | 0.00%             | 2034-02-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7129268.51   | 0.09%             | 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      | $1076593.75   | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP, 1st Lien Term Loan B-6                                                            | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      397601 | PA      | $396495.46    | 0.00%             | 2030-11-22      | Variable      | 6.07%                 | 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      | $1883550.30   | 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        |      535000 | PA      | $478693.38    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  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      | $126159.92    | 0.00%             | 2034-11-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5087000 | PA      | $4689552.18   | 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        |       16711 | NS      | $4126781.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LD Holdings Group LLC                                                       | LD Holdings Group LLC                                                                                  | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $488167.85    | 0.01%             | 2027-11-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                      | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                             | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      316879 | PA      | $314502.40    | 0.00%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                       | Minerva Luxembourg SA                                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1478000 | PA      | $1571963.85   | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      950000 | PA      | $836653.13    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc.                                                                    | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     4993000 | PA      | $4805567.77   | 0.06%             | 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        |     1944000 | PA      | $1872495.40   | 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        |     7570000 | PA      | $7028118.20   | 0.09%             | 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      | $227051.07    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan K                                                                  | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      482625 | PA      | $481201.26    | 0.01%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                              | ANGI Group LLC                                                                                         | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1306018.29   | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3222000 | PA      | $2815663.59   | 0.04%             | 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      | $4593372.92   | 0.06%             | 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        |       59814 | NS      | $1984035.57   | 0.02%             |  |  |  | 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        |       27722 | PA      | $26353.03     | 0.00%             | 2036-01-25      | Variable      | 5.01%                 | 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        |     3581169 | PA      | $3632916.55   | 0.05%             | 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        |      248091 | NS      | $1315977.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2766000 | PA      | $2761291.38   | 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        |     1040000 | PA      | $963533.38    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2739865.80   | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Snowflake, Inc.)                                           | CUSIP: 61778B586<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       33754 | PA      | $5261110.89   | 0.07%             | 2025-05-16      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      185000 | PA      | $187170.34    | 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      | $966607.77    | 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        |      876088 | PA      | $527916.15    | 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      | $206626.88    | 0.00%             | 2030-02-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                    | MetLife Capital Trust IV                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7992000 | PA      | $8616614.76   | 0.11%             | 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      | $203753.38    | 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      | $23785.27     | 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      | $614550.07    | 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: N/A                  | Long             | LON              | CORP              | US        |      512414 | PA      | $510384.86    | 0.01%             | 2029-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2234773.01   | 0.03%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3644000 | PA      | $3644499.23   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  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        |      209242 | PA      | $177710.67    | 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        |      137967 | NS      | $3527816.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund, Inc.                                                  | Nippon Building Fund, Inc.                                                                             | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |         831 | NS      | $771341.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 2nd Lien Term Loan B-3                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      325000 | PA      | $302714.75    | 0.00%             | 2028-01-31      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Oneok, Inc.)                                                  | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       62200 | PA      | $5104951.80   | 0.06%             | 2025-05-16      | Fixed         | 26.00%                | Yes           |                  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      | $4052642.06   | 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        |     1005000 | NS      | $824242.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                          | Vertiv Group Corp., 1st Lien Term Loan B-3                                                             | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |      495763 | PA      | $493562.20    | 0.01%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       87846 | NS      | $19638851.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc.                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     5152325 | PA      | $2996937.43   | 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        |      121751 | NS      | $23731704.92  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1243870.14   | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                           | LEG Immobilien SE                                                                                      | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |        6232 | NS      | $528281.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                            | Marriott Ownership Resorts, Inc.                                                                       | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34123.74     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                | Trivium Packaging Finance BV                                                                           | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     2586000 | PA      | $2555956.37   | 0.03%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TIM SA                                                                      | TIM SA                                                                                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     1018122 | NS      | $3388866.30   | 0.04%             |  |  |  | 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        |     3565638 | PA      | $958697.97    | 0.01%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co.                                                      | Go Daddy Operating Co. LLC, 1st Lien Term Loan B-8                                                     | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      493589 | PA      | $491264.52    | 0.01%             | 2029-11-09      | Variable      | 6.07%                 | 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        |      465197 | PA      | $448476.27    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $674717.48    | 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        |      150232 | PA      | $53546.39     | 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      | $927878.03    | 0.01%             | 2027-11-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1                                  | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266678 | PA      | $265663.20    | 0.00%             | 2051-01-25      | Floating      | 6.35%                 | 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        |      460197 | NS      | $2421030.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                          | DT Midstream, Inc.                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4705000 | PA      | $4415779.42   | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2749000 | PA      | $2808430.41   | 0.04%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1300000 | PA      | $1292317.00   | 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        |      197000 | PA      | $193836.30    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                                               | Wesco Aircraft Holdings, Inc.                                                                          | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |     8013108 | PA      | $3365505.36   | 0.04%             | 2026-11-15      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: —       |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series A                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1803686.26   | 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      | $514443.09    | 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        |      946517 | PA      | $946516.57    | 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        |      303172 | PA      | $269566.87    | 0.00%             | 2035-01-25      | Floating      | 5.12%                 | 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        |         515 | NS      | $285903.38    | 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      | $1304449.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                      | Antero Resources Corp.                                                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1744000 | PA      | $1781958.16   | 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        |      233073 | NS      | $3364199.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc., 1st Lien Term Loan B                                                       | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2972183 | PA      | $2283617.66   | 0.03%             | 2029-05-01      | Variable      | 10.21%                | 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        |      100981 | PA      | $100152.40    | 0.00%             | 2035-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                            | Roche Holding AG                                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       26580 | NS      | $8691301.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | Allianz SE (Registered)                                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       46253 | NS      | $19129162.37  | 0.24%             |  |  |  | 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      | $797621.59    | 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        |     1487000 | PA      | $1471401.67   | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2024-NPL3, Class A1                                                                   | CUSIP: 69391UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9116371 | PA      | $9146507.31   | 0.11%             | 2054-04-27      | Variable      | 7.52%                 | 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      | $4189838.83   | 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        |     1847000 | PA      | $1854467.42   | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | 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      | $1013898.48   | 0.01%             | 2036-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     3275000 | PA      | $3267303.75   | 0.04%             | 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        |      207545 | PA      | $191180.36    | 0.00%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                  | Coty, Inc.                                                                                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      775000 | PA      | $769719.77    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1577235.19   | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group Ltd.                                                          | Bidvest Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |       73803 | NS      | $935628.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 2332K0YC0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |      250000 | PA      | $244255.65    | 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        |      107927 | NS      | $2316923.82   | 0.03%             |  |  |  | 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        |       23792 | PA      | $23407.54     | 0.00%             | 2036-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                | Enviri Corp., 1st Lien Term Loan B-3                                                                   | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |      595069 | PA      | $573794.96    | 0.01%             | 2028-06-09      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1470000 | PA      | $1043097.30   | 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        |      135162 | PA      | $127052.28    | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1041393.32   | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      510000 | PA      | $342847.50    | 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        |     3228067 | PA      | $255755.21    | 0.00%             | 2062-04-16      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $926000.00    | 0.01%             | 2037-09-18      | Fixed         | 7.38%                 | 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      | $3121616.51   | 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      | $3874767.65   | 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        |      945000 | PA      | $982549.58    | 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      | $1804964.12   | 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      | $11178.00     | 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      | $4225143.71   | 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      | $530500.00    | 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        |       96721 | NS      | $4536214.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos, Inc.                                                                | Leidos, Inc.                                                                                           | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      207000 | PA      | $208515.94    | 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      | $5895366.36   | 0.07%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      620000 | PA      | $437720.00    | 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      | $560243.44    | 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      | $2057619.03   | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      669000 | PA      | $659708.15    | 0.01%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class B1                                  | CUSIP: 35563FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2649545 | PA      | $2886897.60   | 0.04%             | 2051-01-25      | Floating      | 12.10%                | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                           | Alumina Pty. Ltd.                                                                                      | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1222000 | PA      | $1211795.44   | 0.02%             | 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      | $1177312.50   | 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        |      329788 | PA      | $311382.81    | 0.00%             | 2044-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6828000 | PA      | $6439955.34   | 0.08%             | 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      | $700875.00    | 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      | $568225.00    | 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        |       49224 | NS      | $3862115.04   | 0.05%             |  |  |  | No            |                  1 | 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        |      244505 | PA      | $222478.76    | 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        |      600317 | PA      | $591954.26    | 0.01%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                    | Spirit AeroSystems, Inc., 1st Lien Term Loan                                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      209625 | PA      | $209451.01    | 0.00%             | 2027-01-15      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                               | Chevron Corp.                                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86768 | NS      | $11805654.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8620000 | PA      | $8431985.73   | 0.11%             | 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      | $1914167.10   | 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      | $28759.22     | 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        |     5270000 | PA      | $5215324.96   | 0.07%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series P                                                                              | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1477654.60   | 0.02%             | 2025-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, (linked to Palo Alto Networks, Inc.)                                  | CUSIP: 65543G374<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       35259 | PA      | $6474545.79   | 0.08%             | 2025-05-16      | Fixed         | 10.50%                | No            |                  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        |      712161 | PA      | $711643.64    | 0.01%             | 2031-04-18      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B-2                                                   | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      500202 | PA      | $498090.75    | 0.01%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4452000 | PA      | $4344728.66   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vivendi SE                                                                  | Vivendi SE                                                                                             | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      114482 | NS      | $357007.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo DAC                                                                    | Endo DAC                                                                                               | 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      | $682632.69    | 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        |     1875000 | PA      | $1795088.06   | 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      | $1225500.00   | 0.02%             | 2045-08-15      | Fixed         | 4.50%                 | Yes           |                  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      | $171377.72    | 0.00%             | 2027-02-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      482000 | PA      | $479295.89    | 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      | $4065501.97   | 0.05%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Jefferies Financial Group Inc.)                            | CUSIP: 61778B594<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       94375 | PA      | $4398624.15   | 0.05%             | 2025-05-16      | Fixed         | 16.40%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to MasTec, Inc.)                                              | CUSIP: 61778B545<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       37075 | PA      | $4585836.15   | 0.06%             | 2025-05-09      | Fixed         | 20.20%                | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                                | Bankinter SA                                                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       59299 | NS      | $690770.28    | 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        |      203846 | NS      | $18556101.38  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9227000 | PA      | $9357183.74   | 0.12%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                                  | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR                                     | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $898937.10    | 0.01%             | 2035-01-20      | Floating      | 6.02%                 | 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        |    98474523 | NS      | $98474523.21  | 1.23%             |  |  |  | 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 M8A                        | CUSIP: 94980GAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $289971.09    | 0.00%             | 2034-10-25      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust                                                                                      | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     7546000 | PA      | $7158764.94   | 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        |     2401000 | PA      | $2435207.43   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Bank of NewYork Mellon Corp.)                                    | CUSIP: C79862139<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       66792 | PA      | $5372054.51   | 0.07%             | 2025-05-16      | Fixed         | 13.30%                | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $3333964.37   | 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        |     2165000 | PA      | $2125847.49   | 0.03%             | 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        |     6149000 | PA      | $6087175.31   | 0.08%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Target Corp.                                                                | Target Corp.                                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       36607 | NS      | $3539896.90   | 0.04%             |  |  |  | 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        |     3285044 | PA      | $3023620.30   | 0.04%             | 2028-06-28      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2273000 | PA      | $2172849.35   | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                    | Marathon Petroleum Corp.                                                                               | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215000.00    | 0.00%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  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        |       11885 | PA      | $11555.66     | 0.00%             | 2020-02-25      | Variable      | 3.40%                 | 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      | $367860.00    | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3252000 | PA      | $2713309.65   | 0.03%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $5107479.75   | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      750000 | PA      | $762021.00    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                           | Hillenbrand, Inc.                                                                                      | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      815000 | PA      | $803052.10    | 0.01%             | 2026-09-15      | Fixed         | 5.00%                 | 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        |    13256116 | PA      | $177561.69    | 0.00%             | 2026-12-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| The Campbell's Co.                                                          | The Campbell's Co.                                                                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       78485 | NS      | $2861563.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $644200.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17732000 | PA      | $16465655.03  | 0.21%             | 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      | $2770199.18   | 0.03%             | 2062-02-15      | Variable      | 3.88%                 | 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      | $369025.24    | 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      | $1021875.00   | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| ConocoPhillips                                                              | ConocoPhillips                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      123677 | NS      | $11022094.24  | 0.14%             |  |  |  | No            |                  1 | 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      | $1164753.00   | 0.01%             | 2047-05-25      | Variable      | 2.28%                 | 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      | $2018770.08   | 0.03%             | 2026-08-01      | Fixed         | 4.54%                 | 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        |      889285 | PA      | $611383.44    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $454520.00    | 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      | $2526293.28   | 0.03%             | 2049-05-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Vertex Aerospace Services LLC                                               | Vertex Aerospace Services LLC, 1st Lien Term Loan                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      459919 | PA      | $452734.78    | 0.01%             | 2030-12-06      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       40788 | NS      | $4418971.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2012-3A, Class A1A2                                  | CUSIP: 14312EAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      572456 | PA      | $572411.59    | 0.01%             | 2032-01-14      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | Starwood Property Trust, Inc.                                                                          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1267244.17   | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      844000 | PA      | $733246.53    | 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        |       40448 | NS      | $4277780.48   | 0.05%             |  |  |  | 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      | $772611.26    | 0.01%             | 2036-07-23      | Floating      | 6.18%                 | 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        |     1000000 | PA      | $971603.80    | 0.01%             | 2057-06-15      | Variable      | 4.21%                 | 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        |      504037 | PA      | $539524.40    | 0.01%             | 2033-08-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                     | E.ON SE                                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      143401 | NS      | $2508024.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4149969.21   | 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        |     1741447 | PA      | $1341856.34   | 0.02%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DO               |  | US        |        2116 | NS      | $634.80       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1072435.10   | 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        |       21325 | PA      | $20815.75     | 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        |     4393873 | PA      | $43.94        | 0.00%             | 2053-12-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                       | Southern Copper Corp.                                                                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       14404 | NS      | $1289446.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1777500.00   | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Accor SA                                                                    | Accor SA                                                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |       25669 | NS      | $1264772.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                  | VistaJet Malta Finance plc                                                                             | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2158707.67   | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5786000 | PA      | $6052363.02   | 0.08%             | 2027-11-22      | Variable      | 9.38%                 | 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      | $16477.98     | 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        |      215955 | NS      | $6969244.31   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      466000 | PA      | $403098.53    | 0.01%             | 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      | $11210524.23  | 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        |      159756 | NS      | $439283.63    | 0.01%             |  |  |  | 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 M8B                        | CUSIP: 94980GBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $271115.66    | 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        |       27752 | NS      | $903348.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                              | Vallourec SACA                                                                                         | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |       61595 | NS      | $1138445.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2146000 | PA      | $2073885.39   | 0.03%             | 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        |      799552 | PA      | $793874.80    | 0.01%             | 2030-06-20      | Variable      | 6.77%                 | 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      | $64689.45     | 0.00%             | 2034-09-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                     | Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class C                                        | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40509 | PA      | $40615.03     | 0.00%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                                                 | Berkeley Group Holdings plc                                                                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |       27448 | NS      | $1530042.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      600000 | PA      | $586500.00    | 0.01%             | 2026-02-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                               | AIB Group plc                                                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      213735 | NS      | $1436525.82   | 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      | $2678557.47   | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Endo, Inc.                                                                  | Endo, Inc.                                                                                             | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      153376 | NS      | $3265375.04   | 0.04%             |  |  |  | No            |                  1 | 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      | $949954.43    | 0.01%             | 2057-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | 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        |       68954 | PA      | $34671.50     | 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        |      493032 | PA      | $515157.03    | 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      | $14830.83     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                        | Avery Dennison Corp.                                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       21308 | NS      | $3646011.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                      | Petroleo Brasileiro SA (Preference)                                                                    | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      556701 | NS      | $2946758.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC                                                                                 | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10357701 | PA      | $8947479.29   | 0.11%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                              | Tata Consultancy Services Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       64433 | NS      | $2630149.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6701000 | PA      | $6687736.71   | 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      | $708914.70    | 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        |      467833 | PA      | $467444.26    | 0.01%             | 2031-01-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to Duolingo, Inc.)                                            | CUSIP: 61778B537<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       13701 | PA      | $4964101.05   | 0.06%             | 2025-05-09      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     2969000 | PA      | $3129100.36   | 0.04%             | 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        |       14291 | NS      | $302418.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                     | Sensata Technologies BV                                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     5555000 | PA      | $5110121.71   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                        | Ally Financial, Inc.                                                                                   | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2993993.12   | 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      | $910509.90    | 0.01%             | 2049-08-10      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249606.52    | 0.00%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                                 | Woori Financial Group, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       23061 | NS      | $287168.53    | 0.00%             |  |  |  | No            |                  2 | 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        |      769726 | PA      | $360122.48    | 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      | $496182.00    | 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      | $1155405.00   | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2196000 | PA      | $2084230.80   | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Qwest Corp.                                                                 | Qwest Corp.                                                                                            | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323732.47    | 0.00%             | 2025-09-15      | Fixed         | 7.25%                 | 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        |       91937 | PA      | $74553.44     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                              | Westlake Corp.                                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       24974 | NS      | $2308346.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      114768 | NS      | $2378319.10   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2699500.09   | 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      | $106389.73    | 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        |      159887 | PA      | $149077.48    | 0.00%             | 2035-02-25      | Variable      | 4.42%                 | 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      | $3483285.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      600000 | PA      | $424500.00    | 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      | $1216911.34   | 0.02%             | 2049-03-17      | Variable      | 4.36%                 | 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        |      442500 | NS      | $635296.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      464000 | PA      | $455854.72    | 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      | $125704.08    | 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      | $30583.94     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4309000 | PA      | $4250055.90   | 0.05%             | 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        |      828895 | PA      | $807605.17    | 0.01%             | 2035-05-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1581105.74   | 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      | $244170.58    | 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        |       94909 | PA      | $39908.91     | 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      | $1649207.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1200000 | PA      | $1107120.00   | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                 | Tokio Marine Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      312000 | NS      | $12505701.32  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $3580417.23   | 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        |     4453000 | PA      | $4310927.04   | 0.05%             | 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      | $2799956.25   | 0.03%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC, 1st Lien Term Loan                                                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     1024372 | PA      | $1003249.87   | 0.01%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                     | BASF SE                                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       80574 | NS      | $4114872.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                                | Bilfinger SE                                                                                           | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |       20303 | NS      | $1726768.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                   | T. Rowe Price Group, Inc.                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       30980 | NS      | $2743279.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      854000 | PA      | $871287.56    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1430000 | PA      | $1400327.50   | 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        |     1999000 | PA      | $1244377.50   | 0.02%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 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      | $298570.21    | 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        |     2596000 | PA      | $2613367.24   | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                         | Coca-Cola Co. (The)                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      218593 | NS      | $15858922.15  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd.                                                         | VTech Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       50500 | NS      | $339267.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     9029000 | PA      | $8178652.39   | 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        |        7750 | NS      | $563347.50    | 0.01%             |  |  |  | No            |                  1 | 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        |      465000 | PA      | $462772.65    | 0.01%             | 2032-01-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                | Carrefour SA                                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      131593 | NS      | $2029651.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC                                                                            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2944000 | PA      | $2819023.73   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                    | KB Financial Group, Inc.                                                                               | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       62232 | NS      | $3932984.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co., Series Z                                                                            | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      331938 | NS      | $6293544.48   | 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        |      227044 | PA      | $225542.85    | 0.00%             | 2031-01-24      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       92011 | NS      | $6776610.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Century Home Equity Loan Trust                                          | New Century Home Equity Loan Trust, Series 2004-3, Class M2                                            | CUSIP: 64352VHW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8314 | PA      | $14883.78     | 0.00%             | 2034-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2305578.21   | 0.03%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to GoDaddy, Inc.)                                             | CUSIP: 61778B602<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       26107 | PA      | $4842759.76   | 0.06%             | 2025-05-16      | Fixed         | 11.00%                | 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      | $1875000.00   | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      338000 | PA      | $339823.34    | 0.00%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ITV plc                                                                     | ITV plc                                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |      735790 | NS      | $793028.55    | 0.01%             |  |  |  | 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        |      438783 | PA      | $194474.36    | 0.00%             | 2035-10-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     6545000 | PA      | $4895660.00   | 0.06%             | 2030-07-31      | Variable      | 6.90%                 | 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        |     1271939 | PA      | $1048479.23   | 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      | $2011006.50   | 0.03%             | 2048-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                 | Marsh & McLennan Cos., Inc.                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       47769 | NS      | $10770476.43  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                                                | Bendigo & Adelaide Bank Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |      101440 | NS      | $725684.68    | 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        |     2183401 | PA      | $2183655.98   | 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        |      172500 | NS      | $404595.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-10                                                                                   | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4969908 | PA      | $370802.87    | 0.00%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1480000 | PA      | $1179841.20   | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Welltower, Inc.                                                             | Welltower, Inc.                                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        1747 | NS      | $266574.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2003-OPT1, Class A1A                                                                | CUSIP: 04542BDE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75464 | PA      | $74996.04     | 0.00%             | 2033-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2700000 | PA      | $1012500.00   | 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        |        1515 | PA      | $1721.02      | 0.00%             | 2034-11-25      | Floating      | 5.49%                 | 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        |      111400 | NS      | $1082837.49   | 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      | $1513510.52   | 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        |      530000 | PA      | $487835.48    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-8, Class A2                                                                      | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1501000 | PA      | $1498008.51   | 0.02%             | 2029-12-25      | Variable      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Insulet Corp.)                                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       16780 | PA      | $4239262.08   | 0.05%             | 2025-05-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4414000 | PA      | $4398400.92   | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | 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      | $1064400.00   | 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        |      900000 | PA      | $899999.82    | 0.01%             | 2055-04-25      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $977878.13    | 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      | $1969186.39   | 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        |     5892000 | PA      | $5723178.88   | 0.07%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC, 1st Lien Term Loan                                                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      500845 | PA      | $500083.36    | 0.01%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3642000 | PA      | $3681282.61   | 0.05%             | 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      | $1712276.91   | 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      | $1667286.12   | 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      | $2260088.10   | 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        |      104300 | NS      | $3154931.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $5520321.11   | 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        |      459960 | PA      | $455296.36    | 0.01%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8065.32      | 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        |     2003462 | PA      | $1910701.65   | 0.02%             | 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      | $2098750.00   | 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      | $816000.00    | 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        |      332551 | PA      | $258747.82    | 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: N/A                  | Long             | LON              | CORP              | US        |      554345 | PA      | $551018.63    | 0.01%             | 2030-02-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1550000 | PA      | $1235644.50   | 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      | $1573344.00   | 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      | $965200.00    | 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      | $1127200.00   | 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        |      986000 | PA      | $915755.78    | 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      | $1240421.13   | 0.02%             | 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      | $5427275.96   | 0.07%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: —       |
| Aozora Bank Ltd.                                                            | Aozora Bank Ltd.                                                                                       | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |      140500 | NS      | $1939889.11   | 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        |     1809000 | PA      | $1723556.05   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                       | VICI Properties, Inc.                                                                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      442447 | NS      | $14167152.94  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                                          | HealthEquity, Inc.                                                                                     | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47248.40     | 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      | $973740.00    | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                    | ENN Energy Holdings Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |      530100 | NS      | $4184810.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                           | Icon Parent, Inc., 2nd Lien Term Loan                                                                  | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       90000 | PA      | $88509.60     | 0.00%             | 2032-11-12      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series K                                                                               | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      254144 | NS      | $5769068.80   | 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      | $13900.26     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to Penumbra, Inc.)                                                   | CUSIP: 83371M801<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       13574 | PA      | $3940422.92   | 0.05%             | 2025-05-09      | Fixed         | 14.60%                | No            |                  2 | 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      | $2255262.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                | Sabine Pass Liquefaction LLC                                                                           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      212000 | PA      | $213840.60    | 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      | $520177.50    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan                                                                    | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      719499 | PA      | $719498.59    | 0.01%             | 2029-01-02      | Variable      | 12.82%                | No            |                  3 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to CoStar Group, Inc.)                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       59944 | PA      | $4455539.45   | 0.06%             | 2025-05-09      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                          | BMW US Capital LLC                                                                                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250863.54    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                    | Manulife Financial Corp.                                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       27019 | NS      | $828052.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     8561000 | PA      | $8160254.45   | 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      | $1248050.00   | 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      | $30861.46     | 0.00%             | 2034-07-25      | Floating      | 3.16%                 | 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      | $3474008.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                                   | Dow, Inc.                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      109402 | NS      | $3346607.18   | 0.04%             |  |  |  | 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      | $4546680.45   | 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      | $1292440.55   | 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        |      440981 | PA      | $403467.07    | 0.01%             | 2035-12-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                  | Procter & Gamble Co. (The)                                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       82260 | NS      | $13373008.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MV24 Capital BV                                                             | MV24 Capital BV                                                                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      511428 | PA      | $488413.74    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | 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      | $1239380.83   | 0.02%             | 2028-01-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                 | Emergent BioSolutions, Inc.                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     1421000 | PA      | $915032.91    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UniCredit SpA                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      242936 | NS      | $14134224.71  | 0.18%             |  |  |  | No            |                  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        |      548467 | PA      | $551062.08    | 0.01%             | 2034-07-25      | Floating      | 5.36%                 | 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      | $708105.78    | 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        |      248248 | PA      | $243955.90    | 0.00%             | 2031-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     9634930 | PA      | $7439996.60   | 0.09%             | 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        |     2219535 | PA      | $2137488.48   | 0.03%             | 2048-02-10      | Variable      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $3135025.67   | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to Fiserv, Inc.)                                                     | CUSIP: 83371E338<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       36383 | PA      | $6686048.06   | 0.08%             | 2025-05-30      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| LMA SADIR                                                                   | LMA SADIR                                                                                              | CUSIP: 53944QUJ7<br>LEI: 969500DWS97CYSHCPT49 | Long             | STIV             | CORP              | FR        |      250000 | PA      | $247582.65    | 0.00%             | 2025-07-18      | None          | 0.00%                 | Yes           |                  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      | $1157637.44   | 0.01%             | 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        |      106342 | NS      | $978346.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $202500.00    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $1119332.34   | 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        |      373000 | PA      | $373582.81    | 0.00%             | 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        |     2398000 | PA      | $2430929.70   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      611000 | PA      | $651114.20    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203278.73    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP, 1st Lien Term Loan B-5                                                            | CUSIP: 11823LAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       90168 | PA      | $90122.77     | 0.00%             | 2026-11-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      336012 | NS      | $12882700.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc.                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1669257.57   | 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      | $954660.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                           | DCert Buyer, Inc., 1st Lien Term Loan                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      218793 | PA      | $211196.66    | 0.00%             | 2026-10-16      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1367000 | PA      | $1322884.72   | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4470000 | PA      | $4486583.70   | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | 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        |      622970 | PA      | $605644.92    | 0.01%             | 2029-02-01      | Variable      | 7.25%                 | 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      | $51325.00     | 0.00%             | 2027-10-01      | Variable      | 10.28%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     6178000 | PA      | $6259623.74   | 0.08%             | 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        |     1563043 | PA      | $1492544.78   | 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      | $1052432.84   | 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        |     4233000 | PA      | $3909055.71   | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | 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      | $5411600.54   | 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      | $2937678.40   | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1557766.52   | 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      | $4462812.45   | 0.06%             | 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      | $4485238.05   | 0.06%             | 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        |    16461462 | PA      | $1051889.04   | 0.01%             | 2062-07-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      333000 | PA      | $328778.76    | 0.00%             | 2025-08-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| J Sainsbury plc                                                             | J Sainsbury plc                                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      214253 | NS      | $761478.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2558000 | PA      | $2480799.30   | 0.03%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                                        | ICON Luxembourg SARL, 1st Lien Term Loan                                                               | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       95413 | PA      | $95453.17     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1921466.17   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | EURO STOXX 50 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          52 | NC      | $-120097.09   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dunelm Group plc                                                            | Dunelm Group plc                                                                                       | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |       97530 | NS      | $1432247.11   | 0.02%             |  |  |  | No            |                  2 | 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      | $17123989.70  | 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        |      239000 | NS      | $7177786.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                       | Global Payments, Inc.                                                                                  | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10413.24     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | 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        |     5801675 | PA      | $299372.84    | 0.00%             | 2061-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3986000 | PA      | $3621706.82   | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | 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        |     2035644 | PA      | $2040045.38   | 0.03%             | 2068-02-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                | Bausch Health Americas, Inc.                                                                           | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5461204.00   | 0.07%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Persimmon plc                                                               | Persimmon plc                                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       63591 | NS      | $1100503.32   | 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        |      217051 | PA      | $214734.05    | 0.00%             | 2033-02-25      | Floating      | 5.24%                 | 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        |     4816538 | PA      | $4785537.97   | 0.06%             | 2028-06-25      | Floating      | 10.73%                | 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      | $939592.00    | 0.01%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Astoria Energy LLC                                                          | Astoria Energy LLC, 1st Lien Term Loan B                                                               | CUSIP: 04626LAE9<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |      166466 | PA      | $166544.34    | 0.00%             | 2027-12-10      | Variable      | 7.57%                 | 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        |     1359098 | PA      | $1106390.72   | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $1539320.99   | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  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      | $2200112.05   | 0.03%             |  |  |  | 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      | $7600697.60   | 0.09%             | 2048-12-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                                          | Azimut Holding SpA                                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       38472 | NS      | $1069103.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                                             | Cairn Homes plc                                                                                        | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |      636828 | NS      | $1402949.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd., 1st Lien Term Loan                                                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2737273 | PA      | $2577607.60   | 0.03%             | 2030-10-08      | Variable      | 10.57%                | 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        |      394440 | PA      | $360958.56    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, (linked to Comfort Systems USA, Inc.)                                        | CUSIP: 95003X583<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |        9824 | PA      | $3785731.64   | 0.05%             | 2025-05-23      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC, 1st Lien Term Loan                                                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      949832 | PA      | $923179.65    | 0.01%             | 2028-01-18      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $7266610.31   | 0.09%             | 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        |      295196 | PA      | $251285.50    | 0.00%             | 2028-10-12      | Variable      | 14.32%                | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series M                                                                       | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1928041.70   | 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        |     5304000 | PA      | $893724.00    | 0.01%             | 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        |     2125000 | PA      | $2122596.54   | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                               | Estee Lauder Cos., Inc. (The), Class A                                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       48410 | NS      | $2902663.60   | 0.04%             |  |  |  | No            |                  1 | 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      | $320521.05    | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       36000 | PA      | $33823.78     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chariot Buyer LLC, 1st Lien Term Loan                                                                  | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      537686 | PA      | $530362.41    | 0.01%             | 2028-11-03      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                          | Sultanate of Oman Government Bond                                                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      330000 | PA      | $325865.10    | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8109207.80   | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Dynatrace, Inc.)                                                 | CUSIP: C79862329<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       96824 | PA      | $4524476.79   | 0.06%             | 2025-05-30      | Fixed         | 15.10%                | 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        |       24600 | NS      | $219255.39    | 0.00%             |  |  |  | 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        |       83265 | PA      | $56206.21     | 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        |     4232000 | PA      | $3982584.96   | 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      | $284327.76    | 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        |      294319 | PA      | $260561.04    | 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        |     5545000 | PA      | $5669775.31   | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1991655.54   | 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        |       49339 | NS      | $11360863.13  | 0.14%             |  |  |  | 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        |      388276 | PA      | $410373.15    | 0.01%             | 2033-12-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      715105 | PA      | $713317.24    | 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      | $1478936.15   | 0.02%             | 2025-08-10      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       98257 | NS      | $4329203.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      319000 | PA      | $318368.04    | 0.00%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                          | Poste Italiane SpA                                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       76135 | NS      | $1545327.15   | 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        |      351000 | PA      | $339648.80    | 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      | $11070971.80  | 0.14%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| United Energy Group Ltd.                                                    | United Energy Group Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     4138000 | NS      | $216035.74    | 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        |      176624 | PA      | $167792.76    | 0.00%             | 2026-07-16      | Variable      | 12.33%                | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      785000 | PA      | $879200.00    | 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        |      184669 | PA      | $98668.68     | 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        |     2741924 | PA      | $2555672.78   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                   | Kellanova                                                                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       52894 | NS      | $4378036.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       30000 | PA      | $24300.00     | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                            | RCO Mortgage LLC, Series 2024-1, Class A1                                                              | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2207063 | PA      | $2217917.54   | 0.03%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                       | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3327568 | PA      | $3278352.94   | 0.04%             | 2032-01-30      | Variable      | 6.82%                 | 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      | $1145751.09   | 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        |      384986 | NS      | $14077292.37  | 0.18%             |  |  |  | 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        |      326101 | PA      | $324972.75    | 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      | $2376058.54   | 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      | $1524513.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8840000 | PA      | $9181277.04   | 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      | $1403544.15   | 0.02%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class B1                                  | CUSIP: 35563JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2004929.80   | 0.03%             | 2041-07-25      | Floating      | 9.85%                 | 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        |       80055 | PA      | $78879.13     | 0.00%             | 2034-05-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2024-1, Class D                                   | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1417918.04   | 0.02%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                          | Seagate HDD Cayman                                                                                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     2385000 | PA      | $2557170.77   | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | 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        |     4500000 | PA      | $4312350.00   | 0.05%             | 2048-10-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1791000 | PA      | $1635472.25   | 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      | $2358605.70   | 0.03%             | 2048-10-10      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     6590000 | PA      | $6205563.39   | 0.08%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1190000 | PA      | $1177326.50   | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      317000 | PA      | $317253.44    | 0.00%             | 2025-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                              | Raven Acquisition Holdings LLC                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2184773.40   | 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        |      690000 | PA      | $708559.71    | 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      | $1381543.94   | 0.02%             | 2047-03-14      | Variable      | 5.62%                 | 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      | $432061.39    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc., 1st Lien Term Loan B                                                              | CUSIP: 69073LAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      155000 | PA      | $151900.00    | 0.00%             | 2030-04-02      | Variable      | 9.38%                 | No            |                  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        |       29315 | NS      | $1836726.29   | 0.02%             |  |  |  | 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      | $4207122.04   | 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        |      413553 | PA      | $137796.54    | 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        |      189141 | NS      | $17202373.95  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                                    | Franklin Resources, Inc.                                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       87018 | NS      | $1632457.68   | 0.02%             |  |  |  | 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      | $1294880.48   | 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      | $949209.60    | 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        |      112662 | NS      | $16140715.38  | 0.20%             |  |  |  | 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        |      453638 | PA      | $443302.49    | 0.01%             | 2034-08-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                  | Esab Corp.                                                                                             | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1889242.36   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                          | Sultanate of Oman Government Bond                                                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1600000 | PA      | $1665008.00   | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | 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      | $967357.79    | 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        |      429000 | PA      | $386059.93    | 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        |       13298 | NS      | $3868654.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira OYJ                                                                  | Kemira OYJ                                                                                             | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               | CORP              | FI        |       68045 | NS      | $1404044.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Prime Realty Investment Corp.                                         | Japan Prime Realty Investment Corp.                                                                    | CUSIP: N/A<br>LEI: 353800NJOQJAY1ODEX72       | Long             | EC               | CORP              | JP        |          76 | NS      | $187694.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                               | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      321802 | PA      | $301824.68    | 0.00%             | 2030-03-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      636000 | PA      | $660129.84    | 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        |     1930000 | PA      | $952455.00    | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2674948.82   | 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        |      465537 | NS      | $575180.27    | 0.01%             |  |  |  | No            |                  1 | 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        |     6800000 | PA      | $7315127.20   | 0.09%             | 2051-01-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                                               | Volkswagen AG (Preference)                                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |       15989 | NS      | $1739768.61   | 0.02%             |  |  |  | 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        |      127984 | PA      | $110020.14    | 0.00%             | 2036-03-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-145                                                                                  | CUSIP: 38380P2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    53310071 | PA      | $2861524.68   | 0.04%             | 2063-03-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                             | Microsoft Corp.                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      169239 | NS      | $66893407.14  | 0.83%             |  |  |  | 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      | $830601.70    | 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        |     7957000 | PA      | $6521555.77   | 0.08%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| New Evhc Physical Equity                                                    | New Evhc Physical Equity                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6493 | NS      | $80026.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Santander Bank Polska SA                                                    | Santander Bank Polska SA                                                                               | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |        2718 | NS      | $418050.99    | 0.01%             |  |  |  | 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        |      938184 | PA      | $753647.23    | 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        |     3846000 | PA      | $3832385.16   | 0.05%             | 2031-11-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                    | Option Care Health, Inc., 1st Lien Term Loan B                                                         | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |      590175 | PA      | $589437.27    | 0.01%             | 2028-10-27      | Variable      | 6.57%                 | 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        |     2774038 | PA      | $2724548.67   | 0.03%             | 2031-03-28      | Variable      | 7.32%                 | 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        |     6603981 | PA      | $3010487.46   | 0.04%             | 2037-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1816373 | PA      | $1958231.73   | 0.02%             | 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        |      462646 | PA      | $446767.63    | 0.01%             | 2028-09-15      | Variable      | 8.05%                 | 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        |      110868 | PA      | $110499.16    | 0.00%             | 2033-10-25      | Floating      | 5.46%                 | 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        |      567599 | PA      | $558801.16    | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      384000 | PA      | $384286.46    | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Georgian Railway JSC                                                        | Georgian Railway JSC                                                                                   | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |      700000 | PA      | $619941.00    | 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      |
| RWE AG                                                                      | RWE AG                                                                                                 | CUSIP: 7497MAU28<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |      500000 | PA      | $495816.65    | 0.01%             | 2025-07-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC                                                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1732891.22   | 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        |      439938 | NS      | $17544727.44  | 0.22%             |  |  |  | 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        |     1333125 | PA      | $1324979.61   | 0.02%             | 2030-12-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| National CineMedia, Inc.                                                    | National CineMedia, Inc.                                                                               | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |      107211 | NS      | $614319.03    | 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      | $2077738.80   | 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      | $488110.00    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1800000 | PA      | $1679688.00   | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | 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        |      645070 | PA      | $658764.75    | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                                | CF Industries Holdings, Inc.                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       48884 | NS      | $3831039.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                              | Public Storage                                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       11790 | NS      | $3542069.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                                 | Inpex Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       39600 | NS      | $495376.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-42                                                                                   | CUSIP: 38381MBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22779423 | PA      | $1082018.05   | 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        |      135268 | PA      | $132936.73    | 0.00%             | 2035-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                            | Ventas Realty LP                                                                                       | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21696.30     | 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      | $5065213.50   | 0.06%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                                            | Transocean, Inc.                                                                                       | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     1084800 | PA      | $1060381.59   | 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        |      153390 | PA      | $135844.57    | 0.00%             | 2034-08-19      | Variable      | 4.99%                 | 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      | $1796987.50   | 0.02%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Evergy, Inc.                                                                | Evergy, Inc.                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       64640 | NS      | $4466624.00   | 0.06%             |  |  |  | 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      | $2896314.10   | 0.04%             | 2031-10-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class C                           | CUSIP: 61763MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455520 | PA      | $438392.62    | 0.01%             | 2047-06-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                               | Rio Tinto plc                                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      113035 | NS      | $6735689.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                                                 | KDX Realty Investment Corp.                                                                            | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |         765 | NS      | $796646.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       42659 | NS      | $3504863.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                        | Kimberly-Clark Corp.                                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       28519 | NS      | $3758233.82   | 0.05%             |  |  |  | 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      | $1125000.00   | 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      | $83968.27     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     3190000 | PA      | $3186848.28   | 0.04%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                          | Markel Group, Inc.                                                                                     | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1123254.98   | 0.01%             | 2025-06-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1615612.50   | 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        |       11241 | NS      | $2991450.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1000000 | PA      | $729770.00    | 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      | $2272989.90   | 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        |      694787 | PA      | $621534.74    | 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        |    86719075 | NS      | $86736418.40  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                 | Equinor ASA                                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      205297 | NS      | $4647027.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2596664.22   | 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        |      587264 | PA      | $577720.76    | 0.01%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corp.                                                                | Wiwynn Corp.                                                                                           | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       20534 | NS      | $1235763.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                                  | ASGN, Inc.                                                                                             | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      638000 | PA      | $607148.23    | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  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        |      712117 | PA      | $699541.29    | 0.01%             | 2028-05-12      | Variable      | 8.07%                 | 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        |      191017 | PA      | $99039.11     | 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      | $2517129.67   | 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        |      330659 | PA      | $318725.83    | 0.00%             | 2028-08-21      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                 | Creative Artists Agency LLC, 1st Lien Term Loan B                                                      | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      443277 | PA      | $440585.84    | 0.01%             | 2031-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4061000 | PA      | $4142138.78   | 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      | $2126848.14   | 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        |      113927 | PA      | $108729.53    | 0.00%             | 2029-04-16      | Variable      | 6.79%                 | 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      | $896662.51    | 0.01%             | 2026-01-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                       | Foundry JV Holdco LLC                                                                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202532.91    | 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        |      139225 | NS      | $1554101.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1220000 | PA      | $1128500.00   | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc., 1st Lien Term Loan                                                                 | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      465891 | PA      | $464791.24    | 0.01%             | 2029-01-03      | Variable      | 6.07%                 | 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        |     2000000 | PA      | $1868431.60   | 0.02%             | 2048-08-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2003-QS20, Class CB                                                                 | CUSIP: 76110HMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         458 | PA      | $292.51       | 0.00%             | 2018-11-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      896000 | PA      | $922476.63    | 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        |       34559 | NS      | $3632496.49   | 0.05%             |  |  |  | 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        |     3615000 | PA      | $3488742.87   | 0.04%             | 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      | $299268.00    | 0.00%             | 2035-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                         | Teck Resources Ltd., Class B                                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       44883 | NS      | $1525292.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                              | SoftBank Corp.                                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     2674300 | NS      | $4046872.40   | 0.05%             |  |  |  | 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        |     2669564 | PA      | $525439.34    | 0.01%             | 2037-02-25      | Floating      | 4.74%                 | 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      | $4522052.93   | 0.06%             |  |  |  | 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      | $712860.05    | 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        |      865554 | NS      | $23528805.96  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      750000 | PA      | $703500.00    | 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        |       25192 | NS      | $1290309.61   | 0.02%             |  |  |  | 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      | $326930.56    | 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        |      433000 | PA      | $430916.71    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1691000 | PA      | $1707379.03   | 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        |      929000 | PA      | $954731.44    | 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      | $1219363.71   | 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      | $1455446.52   | 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      | $248342.65    | 0.00%             | 2032-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      918000 | PA      | $861288.16    | 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      | $1035998.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     6137000 | PA      | $5872083.45   | 0.07%             | 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      | $1297200.00   | 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      | $598590.00    | 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      | $2614337.95   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                      | 3M Co.                                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       61862 | NS      | $8593250.42   | 0.11%             |  |  |  | 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      | $3779189.63   | 0.05%             | 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: N/A                  | Long             | LON              | CORP              | US        |      389025 | PA      | $388052.44    | 0.00%             | 2031-01-31      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      950000 | PA      | $806664.00    | 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        |     1413000 | PA      | $1402605.83   | 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      | $2551360.00   | 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      | $135150.20    | 0.00%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Orion Advisor Solutions, Inc.                                               | Orion Advisor Solutions, Inc., 1st Lien Term Loan                                                      | CUSIP: 68627BAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      533320 | PA      | $532189.36    | 0.01%             | 2030-09-24      | Variable      | 8.03%                 | 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        |     3339708 | PA      | $172682.26    | 0.00%             | 2052-08-15      | Variable      | 1.70%                 | 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        |    27893400 | NS      | $4396521.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                          | VICI Properties LP                                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4688000 | PA      | $4553250.94   | 0.06%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                          | Nationstar Mortgage Holdings, Inc.                                                                     | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1602000 | PA      | $1661919.61   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                            | TotalEnergies SE                                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      121510 | NS      | $6920623.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                       | Woolworths Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       82332 | NS      | $1661677.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                            | UFC Holdings LLC, 1st Lien Term Loan B-4                                                               | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      272650 | PA      | $272251.94    | 0.00%             | 2031-11-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5432000 | PA      | $4742551.55   | 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        |     7250000 | PA      | $7202834.55   | 0.09%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     5016000 | PA      | $5109860.35   | 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        |      103510 | NS      | $3083774.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      897000 | PA      | $905123.88    | 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      | $19891.81     | 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        |      686033 | PA      | $679343.91    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85251.21     | 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        |      744355 | NS      | $15384570.70  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                                  | Salmar ASA                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       13200 | NS      | $652279.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp., 1st Lien Term Loan                                                                        | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      625000 | PA      | $622968.75    | 0.01%             | 2031-10-08      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                   | BXP, Inc.                                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       57219 | NS      | $3646566.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA, Series 2033                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      856000 | PA      | $816838.00    | 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        |     2908000 | PA      | $2855895.33   | 0.04%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1749000 | PA      | $1612356.70   | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| BT Group plc                                                                | BT Group plc                                                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |      648467 | NS      | $1505063.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Cellular Corp.                                                | United States Cellular Corp.                                                                           | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2706283.60   | 0.03%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                           | BAT Capital Corp.                                                                                      | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      525000 | PA      | $527947.40    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $230274.74    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                        | Shriram Finance Ltd.                                                                                   | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |      430616 | NS      | $3120549.00   | 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      | $4778736.75   | 0.06%             | 2049-05-10      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                             | KDC/ONE Development Corp., Inc., 1st Lien Term Loan                                                    | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      558874 | PA      | $556498.47    | 0.01%             | 2028-08-15      | Variable      | 8.32%                 | No            |                  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      | $1367286.90   | 0.02%             | 2047-09-25      | Variable      | 3.12%                 | 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      | $152764.04    | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc.                                                                               | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     2359580 | PA      | $2308731.05   | 0.03%             | 2029-01-31      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: —       |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64061.49     | 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      | $1065149.47   | 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        |       79882 | NS      | $8502431.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                           | Admiral Group plc                                                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       36863 | NS      | $1603261.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                                         | ACI Worldwide, Inc.                                                                                    | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $4013422.47   | 0.05%             | 2026-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | Miter Brands Acquisition Holdco, Inc.                                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1763266.88   | 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      | $785877.30    | 0.01%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1362646.33   | 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        |     5221000 | PA      | $4926631.67   | 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        |       12817 | NS      | $1181839.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonetics LLC                                                              | Resonetics LLC, 1st Lien Term Loan                                                                     | CUSIP: 76118EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      263675 | PA      | $260964.42    | 0.00%             | 2031-06-18      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                                                    | Morgan Sindall Group plc                                                                               | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |       27438 | NS      | $1296974.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1400000 | PA      | $1180130.00   | 0.01%             | 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        |      220761 | PA      | $157914.05    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                | Upstart Securitization Trust, Series 2022-1, Class C                                                   | CUSIP: 91679WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $675975.24    | 0.01%             | 2032-03-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC, 1st Lien Term Loan B                                                              | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      348370 | PA      | $345360.36    | 0.00%             | 2031-03-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                  | Japan Exchange Group, Inc.                                                                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      502400 | NS      | $5589587.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     5835000 | PA      | $5922452.06   | 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        |       89556 | NS      | $4434925.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank A/S                                                                 | Sydbank A/S                                                                                            | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |       17543 | NS      | $1123460.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd.                                                                | Metcash Ltd.                                                                                           | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |      360861 | NS      | $743290.97    | 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      | $734800.80    | 0.01%             | 2051-05-10      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                | Constellation Renewables LLC, 1st Lien Term Loan                                                       | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      407817 | PA      | $407054.33    | 0.01%             | 2027-12-15      | Variable      | 6.56%                 | 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      | $877763.00    | 0.01%             | 2052-02-15      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                  | Graham Packaging Co., Inc.                                                                             | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $983756.23    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                          | Sultanate of Oman Government Bond                                                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       10000 | PA      | $9874.70      | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                           | Star Parent, Inc., 1st Lien Term Loan                                                                  | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     1930500 | PA      | $1864148.72   | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2316000 | PA      | $2013762.00   | 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: N/A                  | Long             | LON              | CORP              | US        |      240327 | PA      | $239952.36    | 0.00%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      318000 | PA      | $322257.49    | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | 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        |      484028 | PA      | $475808.87    | 0.01%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                            | Coca-Cola HBC AG                                                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       35480 | NS      | $1847574.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1220000 | PA      | $1159000.00   | 0.01%             | 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      | $813732.00    | 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      | $1637490.00   | 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        |       33647 | NS      | $4243896.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1946724.32   | 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      | $532082.35    | 0.01%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to T-Mobile US, Inc.)                                               | CUSIP: C79861842<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       24277 | PA      | $6005209.31   | 0.07%             | 2025-05-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                    | Unipol Assicurazioni SpA                                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       77382 | NS      | $1387978.17   | 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        |       19297 | PA      | $18773.97     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group LLC                                       | Ring Container Technologies Group LLC, 1st Lien Term Loan                                              | CUSIP: 76680YAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      416106 | PA      | $414287.24    | 0.01%             | 2028-08-14      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6541000 | PA      | $5719276.41   | 0.07%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      820000 | PA      | $837161.78    | 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        |       38968 | PA      | $38048.08     | 0.00%             | 2035-08-25      | Floating      | 5.64%                 | 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        |      132875 | PA      | $61753.02     | 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      | $1472892.51   | 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      | $6534876.53   | 0.08%             | 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      | $1748980.89   | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to The Goldman Sachs Group, Inc.)                               | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       13643 | PA      | $7468352.39   | 0.09%             | 2025-05-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      374000 | PA      | $369919.86    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  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      | $1806493.81   | 0.02%             | 2025-08-10      | 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      | $2511823.97   | 0.03%             | 2052-03-15      | Variable      | 3.91%                 | 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      | $250164.46    | 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        |     1966000 | PA      | $1844247.00   | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The), Series 2025                                                                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1174000 | PA      | $1195964.37   | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, (linked to Casey's General Stores, Inc.)                             | CUSIP: 299036618<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |       10013 | PA      | $4623710.55   | 0.06%             | 2025-05-30      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                                             | Sumitomo Rubber Industries Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |       35200 | NS      | $443283.23    | 0.01%             |  |  |  | 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        |       48808 | PA      | $35890.05     | 0.00%             | 2035-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3138000 | PA      | $2826119.83   | 0.04%             | 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        |     1700000 | PA      | $1178950.00   | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      550000 | PA      | $539687.50    | 0.01%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      880000 | PA      | $896878.39    | 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        |     4316000 | PA      | $3442225.80   | 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      | $2666152.50   | 0.03%             | 2066-09-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, (linked to HubSpot, Inc.)                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        8847 | PA      | $5051419.28   | 0.06%             | 2025-05-09      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1271000 | PA      | $1208306.91   | 0.02%             | 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      | $487476.72    | 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      | $934800.00    | 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        |      965617 | PA      | $955719.50    | 0.01%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                | Mondelez International, Inc., Class A                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      115042 | NS      | $7837811.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1810000 | PA      | $1664566.50   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: —       |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust, Series 2004-4, Class M1                                                | CUSIP: 004375CG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330261 | PA      | $324014.18    | 0.00%             | 2035-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      730964 | PA      | $713150.86    | 0.01%             | 2029-12-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                | Biogen, Inc.                                                                                           | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149495.21    | 0.00%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                               | ASB Bank Ltd.                                                                                          | CUSIP: 00216LAD5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      262000 | PA      | $252321.29    | 0.00%             | 2026-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      114879 | NS      | $22412892.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                         | Omnicom Group, Inc.                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      181258 | NS      | $13804609.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      100138 | NS      | $4682936.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4292000 | PA      | $4262272.75   | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | 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      | $402751.13    | 0.01%             | 2048-07-10      | Variable      | 4.45%                 | 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        |     1348191 | PA      | $1280699.05   | 0.02%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1362885 | PA      | $1153341.43   | 0.01%             | 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        |     3250000 | PA      | $3001854.70   | 0.04%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                           | 180 Medical, Inc.                                                                                      | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2406736.64   | 0.03%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AEON REIT Investment Corp.                                                  | AEON REIT Investment Corp.                                                                             | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               | CORP              | JP        |         509 | NS      | $445466.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      705000 | PA      | $714688.11    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      950000 | PA      | $842184.50    | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Philip Morris International, Inc.)                               | CUSIP: C79862311<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       15905 | PA      | $2717228.89   | 0.03%             | 2025-05-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1750000 | PA      | $1302437.50   | 0.02%             | 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        |     1735000 | PA      | $1757201.06   | 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      | $5720166.08   | 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      | $934734.58    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | 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      | $1143266.21   | 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      | $3113395.63   | 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        |     2680000 | PA      | $2678623.02   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                          | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                                             | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4896111 | PA      | $4860516.38   | 0.06%             | 2031-11-17      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                             | UPM-Kymmene OYJ                                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      237678 | NS      | $6295163.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      313851 | NS      | $4306901.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                       | JetBlue Airways Corp.                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3962000 | PA      | $3649509.81   | 0.05%             | 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        |       31098 | NS      | $3405852.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                              | US Foods, Inc.                                                                                         | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1230021.35   | 0.02%             | 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      | $5104757.01   | 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        |      161731 | PA      | $148391.95    | 0.00%             | 2034-11-25      | Floating      | 5.34%                 | No            |                  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      | $445815.27    | 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      | $4335873.06   | 0.05%             | 2027-11-17      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Queen MergerCo, Inc.                                                        | Queen MergerCo, Inc., 1st Lien Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1632539 | PA      | $1630497.86   | 0.02%             | 2032-04-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Deutsche Bank AG                                                                                       | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1250000 | PA      | $1230124.93   | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                         | Phoenix Newco, Inc., 1st Lien Term Loan                                                                | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     1860712 | PA      | $1848393.79   | 0.02%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                         | Altice Financing SA, 1st Lien Term Loan                                                                | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      373200 | PA      | $302478.37    | 0.00%             | 2027-10-29      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                           | Centrais Eletricas Brasileiras SA                                                                      | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      900000 | PA      | $870750.00    | 0.01%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11268000 | PA      | $11582253.25  | 0.14%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      700000 | PA      | $645820.00    | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $625500.00    | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | 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        |      277988 | PA      | $274552.74    | 0.00%             | 2034-11-25      | Variable      | 5.30%                 | 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        |     1799621 | PA      | $1246237.54   | 0.02%             | 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        |     2150000 | PA      | $2139537.03   | 0.03%             | 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      | $1636048.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $722010.59    | 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        |      116830 | NS      | $10539234.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                       | NXP Semiconductors NV                                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       26926 | NS      | $4962731.06   | 0.06%             |  |  |  | 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        |       65734 | PA      | $38615.24     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1518318.20   | 0.02%             | 2027-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2582000 | PA      | $2426592.52   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Co.                                                            | Baker Hughes Co.                                                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      489194 | NS      | $17317467.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1030000 | PA      | $962699.80    | 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        |      532325 | PA      | $479092.50    | 0.01%             | 2029-08-13      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                       | Scentre Group Trust 1                                                                                  | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       51000 | PA      | $50624.67     | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  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      | $1267173.75   | 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        |       46336 | PA      | $47910.17     | 0.00%             | 2032-09-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                | NetApp, Inc.                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       32264 | NS      | $2895694.00   | 0.04%             |  |  |  | No            |                  1 | 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        |      257337 | PA      | $236190.14    | 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        |     9025000 | PA      | $8393793.76   | 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      | $1572340.79   | 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      | $1250979.70   | 0.02%             | 2049-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc., Series 16-A                                                                            | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1924000 | PA      | $1885373.58   | 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        |    18278034 | PA      | $1251560.94   | 0.02%             | 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      | $1825196.17   | 0.02%             | 2065-12-21      | Floating      | 6.12%                 | 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      | $2771097.14   | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $2478000.00   | 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      | $1881804.73   | 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      | $326627.09    | 0.00%             | 2027-08-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     2841770 | PA      | $2025797.89   | 0.03%             | 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        |     2822000 | PA      | $2734701.15   | 0.03%             | 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      | $1286417.70   | 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      | $750565.10    | 0.01%             | 2048-03-10      | Variable      | 4.04%                 | 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      | $1570748.37   | 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      | $4499880.50   | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1350643.62   | 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      | $636541.00    | 0.01%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                 | Heineken NV                                                                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      102531 | NS      | $9178083.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                    | Tele2 AB, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      463232 | NS      | $6834540.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                 | TEGNA, Inc.                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1034778.02   | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS4, Class A2                                                                  | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      849409 | PA      | $687350.51    | 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      | $564726.17    | 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        |     2507000 | PA      | $2269465.16   | 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        |     3152000 | PA      | $3096507.46   | 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      | $467570.67    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                 | Petrobras Global Finance BV                                                                            | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $260625.00    | 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        |      198726 | PA      | $173708.77    | 0.00%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      340000 | PA      | $57290.00     | 0.00%             | 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        |     4036502 | PA      | $4056331.21   | 0.05%             | 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      | $10615506.82  | 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        |       57640 | NS      | $1181433.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                                      | OCI NV                                                                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |      131245 | NS      | $1090465.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | FTSE 100 Index                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          13 | NC      | $-35203.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3446.65      | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                         | CNX Resources Corp.                                                                                    | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2491000 | PA      | $2493503.46   | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Republic Services, Inc.)                                         | CUSIP: C79862303<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |       21318 | PA      | $5319506.40   | 0.07%             | 2025-05-30      | Fixed         | 5.60%                 | 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      | $1588483.21   | 0.02%             | 2040-02-15      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                               | CommScope LLC                                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     4091000 | PA      | $3610823.05   | 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        |       41200 | NS      | $201985.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $603079.79    | 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      | $823617.70    | 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      | $2832693.38   | 0.04%             | 2050-04-14      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     4624000 | PA      | $4396549.14   | 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        |      211000 | NS      | $242452.90    | 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      | $268882.53    | 0.00%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      370000 | PA      | $306321.08    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                     | Heidelberg Materials AG                                                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       14970 | NS      | $2992703.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                         | EOG Resources, Inc.                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        2732 | NS      | $301421.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                                  | Pike Corp.                                                                                             | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      797000 | PA      | $836119.95    | 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      | $1067055.79   | 0.01%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                       | Gilead Sciences, Inc.                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       39776 | NS      | $4237735.04   | 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        |      195143 | PA      | $88352.90     | 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        |      661165 | PA      | $604920.73    | 0.01%             | 2035-12-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), 1st Lien Term Loan B-3                                                           | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      246508 | PA      | $203544.35    | 0.00%             | 2028-01-07      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       36541 | NS      | $4458732.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Poseidon Ltd.                                                    | Transocean Poseidon Ltd.                                                                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1263150 | PA      | $1253635.66   | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), 1st Lien Term Loan B                                                                | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1387549 | PA      | $1071881.64   | 0.01%             | 2028-06-30      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10126000 | PA      | $8801537.43   | 0.11%             | 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        |     2890000 | PA      | $2629993.72   | 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      | $566478.11    | 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      | $4042930.00   | 0.05%             | 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        |       60236 | PA      | $57976.60     | 0.00%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1404564.99   | 0.02%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, (linked to Visa, Inc.)                                               | CUSIP: 299036928<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |       45075 | PA      | $15537547.63  | 0.19%             | 2025-05-16      | Fixed         | 8.90%                 | 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        |   265487658 | PA      | $712329.94    | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       28458 | NS      | $11708759.52  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     6231000 | PA      | $6252366.10   | 0.08%             | 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%             | 2024-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: —       |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1362000 | PA      | $1271937.75   | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, (linked to Netflix Inc.)                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       12224 | PA      | $12756198.44  | 0.16%             | 2025-05-09      | Fixed         | 10.80%                | Yes           |                  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        |      105435 | PA      | $64042.23     | 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        |      731761 | PA      | $608079.09    | 0.01%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2958000 | PA      | $2441992.96   | 0.03%             | 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        |     3415000 | PA      | $575427.50    | 0.01%             | 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        |       27256 | NS      | $1528376.93   | 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        |      136521 | PA      | $135201.53    | 0.00%             | 2034-10-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Republic of Namibia                                                         | Republic of Namibia                                                                                    | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |      800000 | PA      | $787000.00    | 0.01%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  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        |     2550000 | PA      | $2572661.34   | 0.03%             | 2028-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series CC                                                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4928000 | PA      | $4860267.60   | 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      | $602092.91    | 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      | $1385677.23   | 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        |     8257858 | PA      | $8260788.23   | 0.10%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  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        |       26480 | PA      | $30997.05     | 0.00%             | 2035-02-25      | Floating      | 5.24%                 | 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      | $2454114.42   | 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      | $1971463.43   | 0.02%             |  |  |  | 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      | $1633472.12   | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      232000 | PA      | $239037.74    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | 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      | $5308145.29   | 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      | $1763304.26   | 0.02%             | 2066-11-26      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Schibsted ASA                                                               | Schibsted ASA, Class A                                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |       19680 | NS      | $598917.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                         | Deutsche Telekom AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      401354 | NS      | $14415642.44  | 0.18%             |  |  |  | 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      | $4687036.20   | 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        |     3449000 | PA      | $3148821.73   | 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      | $13911742.50  | 0.17%             | 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        |        4294 | NS      | $868203.86    | 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        |       44975 | PA      | $34926.85     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to NVIDIA Corp.)                                                     | CUSIP: 83371E288<br>LEI: N/A                  | Long             | SN               | CORP              | US        |      173289 | PA      | $18496099.32  | 0.23%             | 2025-05-23      | Fixed         | 13.20%                | No            |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2024-RN1, Class A1                                                                    | CUSIP: 74143PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3863343 | PA      | $3894279.27   | 0.05%             | 2054-03-25      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1659000 | PA      | $1678461.83   | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     2090000 | PA      | $1420155.00   | 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        |      605460 | PA      | $602057.31    | 0.01%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                                                       | CUSIP: 83051GAU2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      336000 | PA      | $330566.29    | 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        |      229969 | PA      | $251997.82    | 0.00%             | 2032-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                 | Novartis AG (Registered)                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       78321 | NS      | $8933082.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp. Ltd.                                                         | New Hope Corp. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |      121982 | NS      | $286151.74    | 0.00%             |  |  |  | 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      | $1297287.78   | 0.02%             | 2046-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                  | Moog, Inc.                                                                                             | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      356000 | PA      | $343415.68    | 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      | $1679948.25   | 0.02%             | 2054-02-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2                                        | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6100000 | PA      | $6305875.00   | 0.08%             | 2041-12-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp.                                                                 | TELUS Corp.                                                                                            | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      210760 | NS      | $3244107.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to Cloudflare, Inc.)                                                 | CUSIP: 83371E197<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       45373 | PA      | $5259894.65   | 0.07%             | 2025-05-09      | Fixed         | 19.60%                | No            |                  2 | 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        |     1084525 | PA      | $584748.17    | 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        |      925000 | PA      | $954196.70    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd.                                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6535987.12   | 0.08%             | 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      | $107256.52    | 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        |      579545 | PA      | $324859.19    | 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      | $630430.45    | 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        |      467351 | NS      | $2913554.37   | 0.04%             |  |  |  | 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      | $2794388.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2885000 | PA      | $2799094.51   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Motorola Solutions, Inc.)                                        | CUSIP: C79862287<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |        6813 | PA      | $2976807.69   | 0.04%             | 2025-05-23      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      747000 | PA      | $676968.75    | 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        |      142267 | PA      | $11964.68     | 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      | $1088397.90   | 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      | $148580.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2156554.10   | 0.03%             | 2026-12-15      | Fixed         | 5.25%                 | 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      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $195200.00    | 0.00%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                                       | Restaurant Brands International, Inc.                                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       57316 | NS      | $3693152.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      106334 | NS      | $33989663.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      482000 | PA      | $388733.00    | 0.00%             | 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        |      137148 | NS      | $4527345.31   | 0.06%             |  |  |  | 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      | $545899.99    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, (linked to Confluent, Inc.)                                                 | CUSIP: C79862253<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |      198877 | PA      | $4524905.19   | 0.06%             | 2025-05-23      | Fixed         | 24.70%                | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                  | VMware LLC                                                                                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       63000 | PA      | $53565.24     | 0.00%             | 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        |     3215000 | PA      | $3257708.06   | 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      | $4706389.00   | 0.06%             | 2049-03-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, (linked to MasterCard, Inc.)                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       23919 | PA      | $12549571.23  | 0.16%             | 2025-05-09      | Fixed         | 9.90%                 | 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      | $1424500.00   | 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        |       18917 | PA      | $17328.34     | 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      | $788107.87    | 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        |       64000 | PA      | $62892.22     | 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        |     2065000 | PA      | $2052238.11   | 0.03%             | 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        |      156219 | NS      | $4108559.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1544322.53   | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Nielsen Consumer LLC                                                        | Nielsen Consumer LLC, 1st Lien Term Loan                                                               | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      374467 | PA      | $373062.27    | 0.00%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    11185000 | PA      | $10890067.21  | 0.14%             | 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        |     3859768 | PA      | $3938159.69   | 0.05%             | 2039-09-25      | Floating      | 8.22%                 | 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        |      149050 | PA      | $149206.05    | 0.00%             | 2031-12-26      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | First Advantage Holdings LLC, 1st Lien Term Loan B-2                                                   | CUSIP: 78477MAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3408600 | PA      | $3379831.42   | 0.04%             | 2031-10-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      766000 | PA      | $683703.63    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  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        |      744871 | PA      | $659436.04    | 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      | $765675.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Star US Bidco LLC                                                           | Star US Bidco LLC, 1st Lien Term Loan                                                                  | CUSIP: 85519WAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      740932 | PA      | $739694.24    | 0.01%             | 2027-03-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series I                                                                               | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       61750 | NS      | $1499290.00   | 0.02%             |  |  |  | No            |                  1 | 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        |       32980 | PA      | $28541.75     | 0.00%             | 2035-03-18      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                   | United States Steel Corp.                                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      211000 | PA      | $211734.28    | 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        |      988902 | PA      | $592630.95    | 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      | $2953091.25   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      209000 | PA      | $211937.41    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1096184.03   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3442601.82   | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                                                  | Coty, Inc.                                                                                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $846515.47    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                                 | Healthpeak Properties, Inc.                                                                            | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      201304 | NS      | $3591263.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Co.                                                             | Amer Sports Co.                                                                                        | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4397893.50   | 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      | $870281.57    | 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        |     5404000 | PA      | $5539580.96   | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                | Kookmin Bank                                                                                           | CUSIP: 48668M5M1<br>LEI: 549300XXMOJSIW8P4769 | Long             | STIV             | CORP              | KR        |      143000 | PA      | $143048.65    | 0.00%             | 2025-05-14      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1790448.75   | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     4110000 | PA      | $4110000.00   | 0.05%             | 2025-05-01      | Fixed         | 5.00%                 | 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      | $443109.00    | 0.01%             | 2037-07-15      | Fixed         | 25.46%                | Yes           |                  3 | On Loan: No      |
| TK Elevator Midco GmbH                                                      | TK Elevator Midco GmbH, 1st Lien Term Loan C                                                           | CUSIP: D9000BAG7<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      525937 | PA      | $523307.18    | 0.01%             | 2030-04-30      | Variable      | 7.74%                 | No            |                  2 | 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      | $1220955.40   | 0.02%             | 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        |      116883 | PA      | $115982.99    | 0.00%             | 2032-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      625000 | PA      | $593596.88    | 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        |       49348 | NS      | $14762454.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5626000 | PA      | $5561484.41   | 0.07%             | 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        |     2504086 | NS      | $5881688.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      647000 | PA      | $644279.43    | 0.01%             | 2025-06-04      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, (linked to Toast, Inc.)                                                 | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      125622 | PA      | $4441968.67   | 0.06%             | 2025-05-16      | Fixed         | 19.40%                | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The), Series J                                                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       66000 | NS      | $1750320.00   | 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      | $631390.00    | 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        |      864952 | PA      | $856866.72    | 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      | $259180.66    | 0.00%             | 2035-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $588510.00    | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company, Inc.                                                  | Boxer Parent Co., Inc., 1st Lien Term Loan                                                             | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      725000 | PA      | $709673.50    | 0.01%             | 2031-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Equity Premium Income ETF                                          | JPMorgan Equity Premium Income ETF                                                                     | CUSIP: 46641Q332<br>LEI: 549300WPLSUZ3ZNSFP07 | Long             |  | RF                | US        |     7239015 | NS      | $402416843.85 | 5.02%             |  |  |  | No            |                  1 | 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      | $2314349.02   | 0.03%             | 2048-04-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1396000 | PA      | $1418383.46   | 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        |       59167 | NS      | $992026.44    | 0.01%             |  |  |  | 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      | $6085000.00   | 0.08%             | 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      | $825353.29    | 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        |      629000 | PA      | $563885.98    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1937480.09   | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2795643.52   | 0.03%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                 | Citibank NA                                                                                            | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251940.03    | 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      | $828836.18    | 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      | $13884.26     | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M3                                    | CUSIP: 61744CHC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55539 | PA      | $69494.12     | 0.00%             | 2034-09-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       73033 | NS      | $3971534.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $835439.19    | 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        |      670858 | PA      | $650329.62    | 0.01%             | 2047-04-10      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Disco Corp.                                                                 | Disco Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15500 | NS      | $2998933.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd.                                                                    | IGO Ltd.                                                                                               | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |       52545 | NS      | $131656.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, (linked to Fair Isaac Corp.)                                                 | CUSIP: 83371E304<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |        2632 | PA      | $5212513.14   | 0.06%             | 2025-05-30      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                       | Cardinal Health, Inc.                                                                                  | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62303.75     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  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        |       61301 | PA      | $43108.64     | 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      | $14505.91     | 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        |     1100000 | PA      | $887150.00    | 0.01%             | 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        |      339600 | NS      | $691988.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      878000 | PA      | $767480.99    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3252031.57   | 0.04%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6985000 | PA      | $6835824.78   | 0.09%             | 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        |       95165 | NS      | $4315745.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                                | Fastenal Co.                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       56674 | NS      | $4588893.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series FF                                                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3789000 | PA      | $3711789.27   | 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        |     1295000 | PA      | $1241877.81   | 0.02%             | 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        |       23772 | PA      | $23782.21     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     2043000 | PA      | $1907404.70   | 0.02%             | 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        |     1787805 | PA      | $730106.14    | 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      | $1137940.92   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recess Holdings, Inc.                                                       | Recess Holdings, Inc., 1st Lien Term Loan                                                              | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      257405 | PA      | $254751.03    | 0.00%             | 2030-02-21      | Variable      | 8.03%                 | 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        |      162958 | PA      | $153681.12    | 0.00%             | 2035-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                            | NCR Atleos Corp.                                                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     4744000 | PA      | $5103946.26   | 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      | $6063900.00   | 0.08%             | 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        |        7206 | NS      | $1150454.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5687727 | PA      | $3702710.46   | 0.05%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SCB X PCL                                                                   | SCB X PCL                                                                                              | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |     1115100 | NS      | $3927244.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                               | Novelis, Inc., 1st Lien Term Loan                                                                      | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      265000 | PA      | $264173.20    | 0.00%             | 2032-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc.                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      280000 | PA      | $267638.38    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail SA                                                | B&M European Value Retail SA                                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |      438259 | NS      | $1971017.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       52134 | NS      | $4335984.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-1, Class A1                                                                      | CUSIP: 693972AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8755515 | PA      | $8770686.94   | 0.11%             | 2029-02-25      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 20 Year                                                                                     | CUSIP: 3140Q8LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178039 | PA      | $172538.54    | 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      | $4272162.37   | 0.05%             | 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        |         661 | NS      | $540741.49    | 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        | 23005765739 | 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      | $5520161.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                          | Suzuki Motor Corp.                                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      426500 | NS      | $5111034.41   | 0.06%             |  |  |  | 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      | $1764596.77   | 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        |     4252000 | PA      | $4289183.74   | 0.05%             | 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        |      500000 | PA      | $467175.45    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2120084.42   | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2020-M37, Class X                                                                    | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23930531 | PA      | $926446.57    | 0.01%             | 2032-04-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                  | Baxter International, Inc.                                                                             | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      490000 | PA      | $418750.65    | 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      | $212839.10    | 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      | $918526.43    | 0.01%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      583103 | NS      | $6500067.90   | 0.08%             |  |  |  | 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      | $1245000.00   | 0.02%             | 2048-01-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      979000 | PA      | $995896.22    | 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      | $250140.70    | 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      | $458417.25    | 0.01%             | 2049-11-10      | Variable      | 4.11%                 | 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        |      108000 | NS      | $306281.55    | 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        |     4722500 | PA      | $4623752.53   | 0.06%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                                       | HCL Technologies Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |      233511 | NS      | $4331143.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1318707.88   | 0.02%             | 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      | $977199.30    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $250014.28    | 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        |     2220000 | PA      | $2196702.96   | 0.03%             | 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      | $86419.31     | 0.00%             | 2046-12-25      | Variable      | 1.96%                 | 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        |      460500 | NS      | $14013702.61  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                           | Transnet SOC Ltd.                                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $603375.00    | 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      | $1575293.75   | 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        |       88404 | PA      | $87273.91     | 0.00%             | 2035-06-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       37000 | PA      | $35483.60     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| MED ParentCo LP                                                             | MED ParentCo LP, 1st Lien Term Loan                                                                    | CUSIP: 58401DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      399048 | PA      | $397994.53    | 0.00%             | 2031-04-15      | Variable      | 7.82%                 | No            |                  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        |      279618 | PA      | $270807.52    | 0.00%             | 2034-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      688433 | NS      | $9534074.81   | 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        |      213611 | PA      | $187932.62    | 0.00%             | 2034-10-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      649000 | PA      | $648545.57    | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1107410.60   | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Pennon Group plc                                                            | Pennon Group plc                                                                                       | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |      292878 | NS      | $1960624.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                  | Axalta Coating Systems LLC                                                                             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4334725.65   | 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        |      294876 | PA      | $268531.99    | 0.00%             | 2035-03-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2068422.01   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      644696 | PA      | $518710.53    | 0.01%             | 2036-11-25      | Variable      | 5.66%                 | 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        |     1957039 | PA      | $988304.95    | 0.01%             | 2028-05-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                         | Kimco Realty OP LLC                                                                                    | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8554.56      | 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      | $483717.17    | 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        |     1117000 | PA      | $1079992.78   | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR                                   | CUSIP: 14311NBA1<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1397316.20   | 0.02%             | 2032-07-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1356000 | PA      | $1327081.94   | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1331407.00   | 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        |     5783000 | PA      | $5999795.76   | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7621000 | PA      | $7615179.39   | 0.09%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $487184.65    | 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        |      303621 | NS      | $2056665.84   | 0.03%             |  |  |  | No            |                  2 | 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      | $870588.75    | 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        |      543541 | PA      | $537654.57    | 0.01%             | 2028-12-07      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series Q                                                                               | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      258000 | NS      | $6486120.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1771365.54   | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                           | Isuzu Motors Ltd.                                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |       11000 | NS      | $147932.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thoughtworks, Inc.                                                          | Thoughtworks, Inc., 1st Lien Term Loan B                                                               | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145967 | PA      | $142013.92    | 0.00%             | 2028-03-24      | Variable      | 6.94%                 | No            |                  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      | $262162.35    | 0.00%             | 2026-03-18      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                     | Agnico Eagle Mines Ltd.                                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       41143 | NS      | $4835630.56   | 0.06%             |  |  |  | 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        |      430650 | PA      | $406697.25    | 0.01%             | 2031-02-03      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp.                                                          | Barrick Gold Corp.                                                                                     | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      181701 | NS      | $3465050.99   | 0.04%             |  |  |  | No            |                  1 | 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      | $23193.58     | 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        |      380884 | NS      | $3812648.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4343000 | PA      | $4352128.99   | 0.05%             | 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      | $270098.21    | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, (linked to ServiceNow, Inc.)                                          | CUSIP: 61778B685<br>LEI: N/A                  | Long             | SN               | CORP              | US        |        9040 | PA      | $7864794.64   | 0.10%             | 2025-05-23      | Fixed         | 14.60%                | 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        |     1614905 | PA      | $863470.75    | 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        |         740 | NS      | $399214.88    | 0.00%             |  |  |  | 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        |      815643 | PA      | $489507.33    | 0.01%             | 2035-07-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     5125000 | PA      | $5310781.25   | 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        |      333225 | PA      | $305461.89    | 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      | $723454.44    | 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        |        7876 | NS      | $3762759.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      439000 | PA      | $411782.00    | 0.01%             | 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        |     2128000 | PA      | $2204138.24   | 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        |      552611 | PA      | $534662.49    | 0.01%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                                          | Aker Solutions ASA                                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |      446959 | NS      | $1213094.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                              | Citizens Financial Group, Inc.                                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       60937 | NS      | $2247965.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                    | RB Global Holdings, Inc.                                                                               | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      800000 | PA      | $815685.60    | 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        |     5150000 | PA      | $4890633.74   | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      400000 | PA      | $330328.00    | 0.00%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1634595.80   | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  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        |     2000000 | PA      | $1804039.00   | 0.02%             | 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      | $1173579.28   | 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        |       14334 | NS      | $630055.59    | 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      | $2116835.10   | 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: N/A                  | Long             | LON              | CORP              | CA        |      396008 | PA      | $391552.42    | 0.00%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series DD                                                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6264000 | PA      | $6214787.07   | 0.08%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                         | Suncor Energy, Inc.                                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      106792 | NS      | $3771726.74   | 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        |     2900000 | PA      | $2807769.01   | 0.04%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                        | Eastman Chemical Co.                                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       43359 | NS      | $3338643.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group plc                                                   | Land Securities Group plc                                                                              | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |      268090 | NS      | $2124423.18   | 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        |      167009 | PA      | $160956.08    | 0.00%             | 2034-08-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                          | Istanbul Metropolitan Municipality                                                                     | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |     2146000 | PA      | $2280253.76   | 0.03%             | 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        |       87400 | NS      | $1025017.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                     | American Airlines, Inc.                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10302658 | PA      | $9992579.93   | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | 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      | $2360697.90   | 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        |     6588000 | PA      | $6705283.33   | 0.08%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp., 1st Lien Term Loan                                                                     | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      442851 | PA      | $442023.25    | 0.01%             | 2027-08-09      | Variable      | 6.33%                 | No            |                  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      | $1365032.00   | 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        |    10138000 | PA      | $10033364.49  | 0.13%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEG Energy Corp.                                                            | MEG Energy Corp.                                                                                       | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1213000 | PA      | $1170278.99   | 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        |      114000 | PA      | $114404.02    | 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        |     2357000 | PA      | $2267176.14   | 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        |      320019 | NS      | $2058453.90   | 0.03%             |  |  |  | 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        |      318507 | PA      | $300988.99    | 0.00%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      665000 | PA      | $650037.50    | 0.01%             | 2026-02-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1301372.28   | 0.02%             | 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      | $474871.73    | 0.01%             | 2026-04-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re AG                                                                 | Swiss Re AG                                                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |       13750 | NS      | $2468184.14   | 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      | $1451619.54   | 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        |       38745 | NS      | $3474264.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claire's Stores, Inc.                                                       | Claire's Stores, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4409 | NS      | $2570447.00   | 0.03%             |  |  |  | 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      | $1728675.31   | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2932000 | PA      | $2400164.81   | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                       | Prestige Brands, Inc.                                                                                  | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      282000 | PA      | $279653.08    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bridgestone Corp.                                                           | Bridgestone Corp.                                                                                      | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      285800 | NS      | $11950778.82  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                                     | SSE plc                                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      415959 | NS      | $9378240.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                       | Global Infrastructure Solutions, Inc.                                                                  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $2857671.76   | 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      | $4040323.55   | 0.05%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501561.00    | 0.01%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                            | Salesforce, Inc.                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       61844 | NS      | $16618101.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      620000 | PA      | $445780.00    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                      | ON Semiconductor Corp.                                                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     4166000 | PA      | $3938066.48   | 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        |      195853 | PA      | $168853.32    | 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        |     6281000 | PA      | $5271964.26   | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                          | Seagate HDD Cayman                                                                                     | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      565000 | PA      | $604386.15    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                | Fidelity National Information Services, Inc.                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      467604 | NS      | $36884603.52  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4668000 | PA      | $2954703.96   | 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        |     2020000 | PA      | $1939599.56   | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                   | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN5, Class B1                                  | CUSIP: 35563LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8302000 | PA      | $9177049.06   | 0.11%             | 2042-11-25      | Floating      | 13.85%                | Yes           |                  2 | On Loan: No      |
| Games Workshop Group plc                                                    | Games Workshop Group plc                                                                               | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |        6466 | NS      | $1331623.55   | 0.02%             |  |  |  | No            |                  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        |      105133 | PA      | $97505.49     | 0.00%             | 2034-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      445000 | PA      | $375248.33    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  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      | $1028731.80   | 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      | $996106.14    | 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      | $427180.32    | 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        |     1150000 | PA      | $1105396.10   | 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      | $2344136.52   | 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      | $630851.41    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  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        |     2484375 | PA      | $2400235.43   | 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      | $4560203.15   | 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        |     1604000 | PA      | $1473454.93   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       67702 | NS      | $4270048.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       68193 | NS      | $1704696.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3132000 | PA      | $3208276.73   | 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      | $1290026.56   | 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      | $746722.56    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     4377000 | PA      | $4549894.74   | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | 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        |      251478 | PA      | $247937.70    | 0.00%             | 2034-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp., 1st Lien Term Loan                                                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      371183 | PA      | $366394.94    | 0.00%             | 2027-05-10      | Variable      | 7.67%                 | 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      | $1707136.28   | 0.02%             | 2046-01-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     3980000 | PA      | $3917689.00   | 0.05%             | 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      | $1018568.60   | 0.01%             | 2040-01-25      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1006682.98   | 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      | $910404.00    | 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      | $23938.28     | 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        |      161435 | NS      | $5909033.05   | 0.07%             |  |  |  | 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        |     1048260 | PA      | $631664.16    | 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      | $133588.11    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                                            | Pernod Ricard SA                                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       62131 | NS      | $6734718.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                     | Jazz Financing Lux SARL, 1st Lien Term Loan B-2                                                        | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      360567 | PA      | $359085.44    | 0.00%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2753600.45   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc.                                                                          | CUSIP: 37960BAB1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     2320902 | PA      | $2320902.00   | 0.03%             | 2028-10-31      | Fixed         | 10.00%                | 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      | $148081.04    | 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      | $32484.19     | 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      | $1551095.16   | 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        |      130978 | PA      | $96757.74     | 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        |      198704 | NS      | $7752940.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48985 | PA      | $40843.63     | 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        |      638883 | PA      | $636359.26    | 0.01%             | 2031-02-10      | Variable      | 7.32%                 | 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      | $538549.25    | 0.01%             | 2035-03-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                              | LD Celulose International GmbH                                                                         | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $614550.00    | 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      | $1145848.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                           | Taylor Wimpey plc                                                                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      863776 | NS      | $1357258.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83087 | PA      | $79605.85     | 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      | $920764.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      240000 | PA      | $233970.52    | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Group                                                                   | APA Group                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       19331 | NS      | $101719.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8068000 | PA      | $7841698.49   | 0.10%             | 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        |      688000 | PA      | $687401.78    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Aviva plc                                                                   | Aviva plc                                                                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |      237707 | NS      | $1780995.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group plc                                                             | Mitie Group plc                                                                                        | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |     1015478 | NS      | $1958214.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2183000 | PA      | $2170136.89   | 0.03%             | 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      | $5747872.49   | 0.07%             |  |  |  | No            |                  3 | 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      | $1060485.50   | 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      | $5510795.29   | 0.07%             | 2050-03-15      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC, 1st Lien Term Loan B-5                                           | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498750 | PA      | $496755.00    | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2721000 | PA      | $2622493.81   | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2194000 | PA      | $1679682.52   | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PCCW Ltd.                                                                   | PCCW Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |      403000 | NS      | $268661.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     1590000 | PA      | $1533364.20   | 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        |     4442000 | PA      | $4364004.70   | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3301000 | PA      | $3298503.45   | 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        |     2710000 | PA      | $1303510.00   | 0.02%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1402000 | PA      | $1382966.17   | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                         | Baytex Energy Corp.                                                                                    | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     5005000 | PA      | $4650816.82   | 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      | $4032069.37   | 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      | $2097405.00   | 0.03%             | 2057-09-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2541986.60   | 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        |      364000 | PA      | $363334.13    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 5 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        4484 | NC      | $535000.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      522000 | PA      | $464929.74    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                          | Best Buy Co., Inc.                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      116515 | NS      | $7770385.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16202 | PA      | $13515.39     | 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      | $764506.66    | 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      | $885771.12    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer