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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <name>Standard Industries, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Community Health Systems, Inc.</name>
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        <name>Nordea Bank Abp</name>
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        <name>Silver Point CLO 1 Ltd.</name>
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        <name>Twin Bridges plc</name>
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        <name>ING Groep NV</name>
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        <name>Port of Beaumont Navigation District</name>
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        <name>Invesco Euro CLO V DAC</name>
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        <name>Cars Alliance Auto Leases France V</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <name>Teva Pharmaceutical Finance Netherlands III BV</name>
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        <name>American Tower Corp.</name>
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        <title>American Tower Corp.</title>
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        <name>WinWater Mortgage Loan Trust</name>
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        <name>Cedar Funding V CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sensata Technologies, Inc.</name>
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        <name>FCT Autonoria DE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Valero Energy Corp.</name>
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        <name>N/A</name>
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        <name>NCR Voyix Corp.</name>
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        <title>NCR Voyix Corp.</title>
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        <name>Kioxia Holdings Corp.</name>
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        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
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        <name>Continuum Energy Pte. Ltd.</name>
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        <name>TAGUS - Sociedade de Titularizacao de Creditos SA</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Mercia</name>
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        <fairValLevel>3</fairValLevel>
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        <name>UK Logistics DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>ORL Trust</name>
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        <name>N/A</name>
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        <name>BFLD Trust</name>
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        <name>Oaktree CLO Ltd.</name>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust</name>
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        <name>Goldman Sachs Finance Corp. International Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Trident Energy Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>BCPE Flavor Debt Merger Sub LLC &amp; BCPE Flavor Issuer, Inc.</name>
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        <name>BAY Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>American Tower Corp.</name>
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        <name>Tobacco Settlement Financing Corp.</name>
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        <name>KKR CLO 58 Ltd.</name>
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        <name>BCPE Empire Holdings, Inc.</name>
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        <name>CaixaBank SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Thornburg Mortgage Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Great Lakes Dredge &amp; Dock Corp.</name>
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        <name>City of Colorado Springs Utilities System</name>
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        <name>Pacific Gas &amp; Electric Co.</name>
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        <name>Freedom Mortgage Holdings LLC</name>
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        <name>Delamare Cards MTN Issuer plc</name>
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        <name>Government National Mortgage Association</name>
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        <name>Wehle Park CLO Ltd.</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <name>Great Lakes Water Authority Water Supply System</name>
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        <name>Golub Capital Partners CLO 43B Ltd.</name>
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        <name>Sea Ltd.</name>
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        <name>Parkland Corp.</name>
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        <name>Federation of Malaysia</name>
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        <name>Central Garden &amp; Pet Co.</name>
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        <name>Ares LXVII CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Trust</name>
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        <name>National Grid North America, Inc.</name>
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        <name>J.P. Morgan Mortgage Trust</name>
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        <name>Sunrise Spv 97 Srl</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>IRB Infrastructure Developers Ltd.</name>
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        <name>Indofood CBP Sukses Makmur Tbk. PT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Toronto-Dominion Bank (The)</name>
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        <name>Rockford Tower Credit Funding I Ltd.</name>
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        <name>Sabena Technics SAS</name>
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        <name>Loxam SAS</name>
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        <name>GoTo Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AstraZeneca plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Canyon CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Mobius Merger Sub, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Resecuritization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Six Flags Entertainment Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VZ Secured Financing BV</name>
        <lei>549300MG611MYCOWY949</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CIFC Funding 2019-IV Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sun Country, Inc.</name>
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        <title>Sun Country Airlines Pass-Through Trusts, Series 2022-1A</title>
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        <name>Olympic Tower Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ELFI Graduate Loan Program LLC</name>
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        <name>Turkiye Is Bankasi A/S</name>
        <lei>789000FIRX9MDN0KTM91</lei>
        <title>Turkiye Is Bankasi A/S, Class C</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fortuna Consumer Loan Abs DAC</name>
        <lei>635400WJJIABFKEPEL72</lei>
        <title>Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B</title>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romania Government Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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                <indexName>Markit CMBX North American BBB- 9</indexName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elstree 1st plc</name>
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          <isin value="XS3184971250"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>RR 14 Ltd.</name>
        <lei>54930006FTQV76P0VH16</lei>
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          <isin value="US74980NAC20"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="BYDS1CB34"/>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>CCO Holdings LLC</issuerName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Schneider Electric SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HUB International Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fressnapf Holding SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>San Miguel Global Power Holdings Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eli Lilly &amp; Co.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Twin Bridges plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Huntsman International LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>NWD Finance BVI Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mila BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nomura Holdings, Inc.</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>Carlyle US CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LSF12 Crown US Commercial Bidco LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TRK Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Primo Water Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FACT SA</name>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <name>MHP</name>
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        <name>Compartment Driver UK Ten</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Greystone CRE Notes LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bahn AG</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Williams Scotsman, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Braccan Mortgage Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Trinitas CLO X Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <title>U.S. Treasury Notes</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Romark WM-R Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Project Montage Note</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Alternative Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>OSG Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Utilities Water Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fidelity Grand Harbour CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
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          <isin value="US60687YAD13"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Dutch Property Finance BV</name>
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          <isin value="XS2384171711"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arcano Euro CLO II DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Triborough Bridge &amp; Tunnel Authority</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Warwick Capital CLO 6 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Italy</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Buoni Poliennali del Tesoro</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Benefit Street Partners CLO XVI Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ziggo BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Securities LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Upland CLO Ltd.</name>
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        <title>Upland CLO Ltd., Series 2016-1A, Class CR</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Summer BC Holdco B SARL</name>
        <lei>984500NRF59D5DB9B654</lei>
        <title>Summer BC Holdco B SARL</title>
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          <isin value="XS2998755040"/>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Hilton Domestic Operating Co., Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RR 19 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government of Mongolia</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PRPM Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Penske Truck Leasing Co. LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Satus plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MFA Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Velocity Commercial Capital Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>St Paul's CLO XII DAC</name>
        <lei>635400TG25DYCKV8CW74</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Swisscom Finance BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>AIMCO CLO 23 Ltd.</name>
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        <name>TalkTalk Telecom Group Ltd.</name>
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        <name>Sona Fios CLO III DAC</name>
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        <name>Vivalto Sante Investissement</name>
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        <name>CBAMR Ltd.</name>
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        <name>Loanpal Solar Loan Ltd.</name>
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        <name>Lake Tahoe Resort Hotel</name>
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        <name>Neuberger Berman Loan Advisers CLO 30 Ltd.</name>
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        <name>Lagarino European Loan Conduit No. DAC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Electricite de France SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Silver Point CLO 11 Ltd.</name>
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        <name>Avaya, Inc.</name>
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        <name>HOMES Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Shenzhou International Group Holdings Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gemgarto plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Polaris Newco LLC</name>
        <lei>N/A</lei>
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        <name>HIT Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Taco Bell Funding LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Organon &amp; Co.</name>
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        <title>Organon &amp; Co.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cedar Funding V CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs Finance Corp. International Ltd.</name>
        <lei>549300KQWCT26VXWW684</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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              <title>Galaxy Entertainment Group Ltd.</title>
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        <name>CCO Holdings LLC</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avoca CLO Xxx DAC</name>
        <lei>5493000B1ML5TE0RID68</lei>
        <title>Avoca CLO Xxx DAC, Series 30A, Class SUB</title>
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          <isin value="XS2791004760"/>
          <other otherDesc="Inhouse Asset ID" value="BRYXE4510"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>Republic of Poland</name>
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        <name>Froneri International Ltd.</name>
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        <name>Palmer Square CLO Ltd.</name>
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        <name>Market Bidco Finco plc</name>
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        <name>Prime Security Services Borrower LLC</name>
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        <name>Ares Loan Funding I Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Santander Mortgage Asset Receivable Trust</name>
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        <name>Taurus Law 130 Securities SRL</name>
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        <name>TCW CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>American Municipal Power, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CAS Capital No. 1 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>NYMT Loan Trust</name>
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        <name>Hydrofarm Holdings Group, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>FT Santander Consumer Spain Auto</name>
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        <name>London Wall Mortgage Capital plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <name>Muenchener Rueckversicherungs-Gesellschaft AG</name>
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        <name>Mehilainen Yhtiot Oy</name>
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        <name>Iron Mountain, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NatWest Group plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HomeServe USA Holding Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Altice France SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grupo Aeroportuario del Sureste SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Quikrete Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IHO Verwaltungs GmbH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>1211 Avenue of the Americas Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSMC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>United Group BV</name>
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        <name>Formentera Partners Fund I LP</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>TK Elevator Midco GmbH</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Insurance Australia Group Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP Euro CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Direct Line Insurance Group plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Informa plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 46 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cloudera, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>AES Andes SA</name>
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        <name>Edenbrook Mortgage Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BXP Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Lockheed Martin Corp.</title>
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        <name>Pagaya AI Technology in Housing Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elanco Animal Health, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vita Scientia DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bryant Park Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Securitized Asset-Backed Receivables LLC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mumbai International Airport Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Owl Rock CLO XVIII LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Commerzbank AG</name>
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        <name>TUI Cruises GmbH</name>
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        <name>10x Future Technologies Services Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Silver Point CLO 4 Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>GSAA Home Equity Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LUX</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>FCPIX</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Eregli Demir ve Celik Fabrikalari TAS</name>
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        <title>Eregli Demir ve Celik Fabrikalari TAS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Lebanese Republic</name>
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        <title>Lebanese Republic</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Bryant Park CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Engineered Machinery Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Eagle Bancorp, Inc.</title>
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        <name>New Look Builders, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Cornerstone Building Brands, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <name>KeyCorp Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Delta 2 (Lux) SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CWHEQ Home Equity Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sasol Financing USA LLC</name>
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        <name>Hilton Grand Vacations Borrower LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oman Government International Bond</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elmwood CLO VIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Capital CLO 17 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Newday Funding Master Issuer plc</name>
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        <name>Red &amp; Black Auto Germany 8 UG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mozambique International Bond</name>
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        <title>Republic of Mozambique</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Forward Foreign Currency Contract</title>
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        <name>Signal Peak CLO 14 Ltd.</name>
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        <name>Ping An Insurance Group Co. of China Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Regatta XVIII Funding Ltd.</name>
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        <name>Mastercard, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Open Text Holdings, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Lehman Brothers Small Balance Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Harvest CLO XXXII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Toucan FinCo. Ltd.</name>
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        <name>Mattamy Group Corp.</name>
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      <invstOrSec>
        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Capital Europe CLO DAC</name>
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        <name>Progress Residential Trust</name>
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        <name>Whitebox CLO V Ltd.</name>
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        <name>Republic of Turkiye (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nissan Motor Co. Ltd.</name>
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        <name>Paramount Global</name>
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        <name>BNP Paribas SA</name>
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        <name>United Wholesale Mortgage LLC</name>
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        <name>CFCRE Commercial Mortgage Trust</name>
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        <name>Techem Verwaltungsgsesellschaft 675 mbH</name>
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        <name>Olympus Water US Holding Corp.</name>
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        <name>SoFi Personal Loan Trust</name>
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        <name>College Avenue Student Loans LLC</name>
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        <name>Blue Racer Midstream LLC</name>
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        <name>TELUS Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Service Corp. International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PKHL Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>iQIYI, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Lottery Corp. Ltd. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LifePoint Health, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Orion CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Pilgrim's Pride Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ashton Woods USA LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>DP World Salaam</name>
        <lei>549300SUYBT9X88E9435</lei>
        <title>DP World Salaam</title>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>AMSR Trust</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>Twin Bridges plc</name>
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        <name>Nickel Resources International Holdings Co. Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Affirm Asset Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ares Loan Funding I Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Mortgage Loan Trust</name>
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          <isin value="US06744FAJ30"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Home Equity Asset Trust</name>
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          <isin value="US43710LAD64"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <isin value="NL0015435975"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CQP Holdco LP</name>
        <lei>N/A</lei>
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          <isin value="US12657NAA81"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Together Asset-Backed Securitisation plc</name>
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        <title>Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class C</title>
        <cusip>N/A</cusip>
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          <isin value="XS2663588577"/>
          <other otherDesc="Inhouse Asset ID" value="BRYNRK2Z0"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2203280"/>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS</title>
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          <other otherDesc="Inhouse Asset ID" value="BRY853NY5"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank</counterpartyName>
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                <issuerName>ADLER Real Estate GmbH</issuerName>
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      <invstOrSec>
        <name>Sunoco LP</name>
        <lei>N/A</lei>
        <title>Sunoco LP</title>
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          <isin value="US86765LAT44"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AutoFlorence SRL</name>
        <lei>815600C91B7AF7C88210</lei>
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          <isin value="IT0005456964"/>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>American Express Co.</title>
        <cusip>025816109</cusip>
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          <isin value="US0258161092"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>Carlsberg Breweries A/S</name>
        <lei>5493008YL42784DMWN61</lei>
        <title>Carlsberg Breweries A/S</title>
        <cusip>N/A</cusip>
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          <isin value="XS2696089197"/>
          <other otherDesc="Inhouse Asset ID" value="BRYPMK2B3"/>
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        <balance>561000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Steele Creek CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Steele Creek CLO Ltd., Series 2017-1A, Class A</title>
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          <isin value="US85816VAA44"/>
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        <balance>37814.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37822.02000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.82915960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Kleopatra Finco SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Link CB Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Kingdom of Bahrain</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Johnson &amp; Johnson</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Howard Midstream Energy Partners LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>OHA Loan Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Azule Energy Finance plc</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Chromalloy Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Fortuna Consumer Loan ABS DAC</name>
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        <name>Vistra Corp.</name>
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        <name>Ardonagh Finco Ltd.</name>
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        <name>Arab Republic of Egypt</name>
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        <name>Capital Four US CLO II Ltd.</name>
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        <name>Whitebox CLO III Ltd.</name>
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        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sabre GLBL, Inc.</name>
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        <name>Fortuna Consumer Loan ABS DAC</name>
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        <name>AIB Group plc</name>
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        <name>Melco Resorts Finance Ltd.</name>
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        <name>Federation of Malaysia</name>
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        <name>Grifols SA</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>N/A</name>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO Holdings LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Port of Newcastle Investments Financing Pty. Ltd.</name>
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        <title>Port of Newcastle Investments Financing Pty. Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B2</title>
        <cusip>06744FAF1</cusip>
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          <isin value="US06744FAF18"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark Mortgage Trust, Series 2024-V11, Class D</title>
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          <isin value="US081921AC28"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BXP Trust</name>
        <lei>N/A</lei>
        <title>BXP Trust, Series 2017-CC, Class E</title>
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          <isin value="US05607CAN92"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FCT Noria</name>
        <lei>5493003C5ECZD3NDSV63</lei>
        <title>FCT Noria, Series 2021-1, Class D</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR00140048U8"/>
          <other otherDesc="Inhouse Asset ID" value="BRWPBB0P8"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.85175248"/>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mortimer 2024-Mix plc</name>
        <lei>213800F12CZ391USLI51</lei>
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          <isin value="XS2920414039"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>HICPXT</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Maya SAS</name>
        <lei>9695009PXA7OI9NXN582</lei>
        <title>Maya SAS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SBA Communications Corp.</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dynasty Acquisition Co., Inc.</name>
        <lei>549300L1RCRPOAUCB870</lei>
        <title>Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AREIT LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>One New York Plaza Trust</name>
        <lei>N/A</lei>
        <title>One New York Plaza Trust, Series 2020-1NYP, Class B</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME Group Inc.</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Barclays Bank</counterpartyName>
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                <issuerName>CMA CGM SA</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Dayforce, Inc.</name>
        <lei>N/A</lei>
        <title>Dayforce, Inc., 1st Lien Term Loan B</title>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank plc</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2743383"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <pctVal>-0.00021325967</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Deutsche Bank</counterpartyName>
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            <amtCurSold>6590000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Taurus UK DAC</name>
        <lei>635400ARN6VSOEBJXY74</lei>
        <title>Taurus UK DAC, Series 2025-UK4, Class C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS3130015392"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.74354970"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Viatris, Inc.</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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      <invstOrSec>
        <name>Full House Resorts, Inc.</name>
        <lei>5493009DKIWW0H901Y82</lei>
        <title>Full House Resorts, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Delta 2 (Lux) SARL</name>
        <lei>549300BBG8Z3D6QSYP53</lei>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Aozora Bank Ltd.</title>
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      <invstOrSec>
        <name>DC Trust</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
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        <name>Cooperatieve Rabobank UA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Contemporary Amperex Technology Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Texas Debt Capital Euro CLO DAC</name>
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        <name>Unipol Assicurazioni SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Novelis Corp.</name>
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          <isin value="US670001AL04"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Braccan Mortgage Funding plc</name>
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          <isin value="XS2887186364"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="BRYCAULF3"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Arab Republic of Egypt</title>
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          <isin value="XS2989586941"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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          <isin value="DE000A4DE982"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <name>Bletchley Park Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>National Health Investors, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Bulgaria</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Next plc</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>NAK Naftogaz Ukraine</name>
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        <name>DISH Network Corp.</name>
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        <name>BFLD Commercial Mortgage Trust</name>
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        <name>HONO Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>ICE Clear US</counterpartyName>
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                <indexName>Markit CDX North American Investment Grade Index Series 39-V1</indexName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="2738204"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. International</counterpartyName>
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      <invstOrSec>
        <name>RLGH Finance Bermuda Ltd.</name>
        <lei>549300JARQYXR76TRX40</lei>
        <title>RLGH Finance Bermuda Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="XS3096112688"/>
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        <curCd>USD</curCd>
        <valUSD>5622482.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wireless PropCo Funding LLC</name>
        <lei>N/A</lei>
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          <isin value="US97655EAG89"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Clear Channel Outdoor Holdings, Inc.</name>
        <lei>254900XBEE6V1ENYS150</lei>
        <title>Clear Channel Outdoor Holdings, Inc.</title>
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          <isin value="US18453HAF38"/>
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        <balance>5636000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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          <isin value="CA1130041058"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Electricite de France SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>Electricite de France SA</title>
        <cusip>N/A</cusip>
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          <isin value="FR0013534336"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Anchorage Capital CLO 7 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avoca CLO XVIII DAC</name>
        <lei>549300K6K5XESJRIKM24</lei>
        <title>Avoca CLO XVIII DAC, Series 18A, Class CR</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MFA Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Medtronic Global Holdings SCA</name>
        <lei>549300JXMTTP8GKYIX14</lei>
        <title>Medtronic Global Holdings SCA</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Harvest CLO XXIII DAC</name>
        <lei>635400H4BIBT9YC1IC52</lei>
        <title>Harvest CLO XXIII DAC, Series 23X, Class D</title>
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          <other otherDesc="Inhouse Asset ID" value="BRW1HMFK6"/>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SpA, Series 6.5Y</title>
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          <isin value="XS2312744217"/>
          <other otherDesc="Inhouse Asset ID" value="BRWJ6XAK0"/>
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        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Hermitage 2025 plc</name>
        <lei>635400MSBHAPT1EQBW93</lei>
        <title>Hermitage plc, Series 2025-1, Class D</title>
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          <isin value="XS3081337530"/>
          <other otherDesc="Inhouse Asset ID" value="Z973FUZT7"/>
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        <balance>1709000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-21</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>City of New York</name>
        <lei>549300ABYZD2SFD5JB29</lei>
        <title>City of New York, Series 2025H</title>
        <cusip>64966SNH5</cusip>
        <identifiers>
          <isin value="US64966SNH57"/>
          <other otherDesc="Inhouse Asset ID" value="64966SNH5"/>
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        <balance>3730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>Bundesrepublik Deutschland Bundesanleihe</name>
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        <name>San Miguel Global Power Holdings Corp.</name>
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        <name>Massachusetts Bay Transportation Authority Sales Tax</name>
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        <name>Ares LXVI CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fibercop SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>1211 Avenue of the Americas Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Al Rajhi Sukuk Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Guardian US Holdco LLC</name>
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        <name>Sound Point CLO XXVIII Ltd.</name>
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        <name>LGI Homes, Inc.</name>
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        <name>N/A</name>
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        <name>Golub Capital Partners 48 LP</name>
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        <name>PG&amp;E Corp.</name>
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        <name>San Francisco City &amp; County Airport Comm-San Francisco International Airport</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Informa plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Greene King Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Octagon 63 Ltd.</name>
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        <name>Crocs, Inc.</name>
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        <name>VTR Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>GreenSky Home Improvement Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citycon Treasury BV</name>
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        <name>Cobham Ultra SeniorCo SARL</name>
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        <name>ACE Securities Corp. Home Equity Loan Trust</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Triaxx Prime CDO Ltd.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Red &amp; Black Auto Italy SRL</name>
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        <name>Fortuna Consumer Loan Abs DAC</name>
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        <name>CSMC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of Nova Scotia (The)</name>
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        <name>Golub Capital Partners CLO 76 B Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Ball Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Nelnet Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Jazz Securities DAC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>RealPage, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Origen Manufactured Housing Contract Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ACE Securities Corp. Home Equity Loan Trust</name>
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        <name>Commerzbank AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SCIL IV LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Signal Peak CLO 12 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PGA Trust</name>
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      <invstOrSec>
        <name>LCM 26 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AGL CLO 42 Ltd.</name>
        <lei>254900AMSJHVKQ5QFA09</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>Service Properties Trust</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lebanese Republic</name>
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        <title>Lebanese Republic</title>
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          <isin value="XS0707820659"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Worldline SA</name>
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        <title>Worldline SA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mortimer BTL plc</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Engineering - Ingegneria Informatica - SpA</name>
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        <title>Engineering - Ingegneria Informatica - SpA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Birch Grove CLO 7 Ltd.</name>
        <lei>254900FP4VB7V5ZG0W95</lei>
        <title>Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R</title>
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        <curCd>USD</curCd>
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        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AIA Group Ltd.</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA Group Ltd.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
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          <isin value="DE000A383JS3"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <annualizedRt>8.12500000</annualizedRt>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
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          <isin value="US647910AG33"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Pacific National Finance Pty. Ltd.</name>
        <lei>213800SSTRDXLWWVF948</lei>
        <title>Pacific National Finance Pty. Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Amynta Agency Borrower, Inc.</name>
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        <title>Amynta Agency Borrower, Inc., 1st Lien Term Loan</title>
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          <isin value="US57810JAM09"/>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Auto1 Car Funding SARL</name>
        <lei>984500380CAE46K6F380</lei>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Finsbury Square Green plc</name>
        <lei>213800Q5AVM95R2E6915</lei>
        <title>Finsbury Square Green plc, Series 2021-1GRX, Class B</title>
        <cusip>N/A</cusip>
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          <isin value="XS2352501105"/>
          <other otherDesc="Inhouse Asset ID" value="BRWN9FM32"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Canada Square Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Verdelite Static CLO Ltd.</name>
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        <name>Finsbury Square plc</name>
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        <name>Avianca Midco 2 plc</name>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>SoFi Consumer Loan Program Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>BHG Securitization Trust</name>
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        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <name>Medical Solutions Holdings, Inc.</name>
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        <name>TransDigm, Inc.</name>
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        <name>Speed Midco 3 SARL</name>
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        <name>Alterra Mountain Co.</name>
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        <name>Nationstar Mortgage Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Nationstar Mortgage Holdings, Inc.</title>
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        <name>Range Resources Corp.</name>
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        <name>IndyMac IMSC Mortgage Loan Trust</name>
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        <name>Dufry One BV</name>
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        <name>Tower Bridge Funding plc</name>
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        <name>Hillsborough County Aviation Authority</name>
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        <name>Credit Suisse Mortgage Capital Certificates</name>
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        <name>Ukraine</name>
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        <name>Oracle Corp.</name>
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        <title>Oracle Corp.</title>
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        <name>CaixaBank SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Gaea Mortgage Loan Trust</name>
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        <name>Artemis Bidco Ltd.</name>
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        <name>Federation of Malaysia</name>
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        <name>Government National Mortgage Association</name>
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        <name>Vertiv Holdings Co.</name>
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        <name>X Corp.</name>
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      <invstOrSec>
        <name>Shift4 Payments LLC</name>
        <lei>N/A</lei>
        <title>Shift4 Payments LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Clearnet</counterpartyName>
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      <invstOrSec>
        <name>GoTo Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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        <name>Hungary</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Garda World Security Corp.</name>
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        <name>Hops Hill No. 3 plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Wand NewCo 3, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SoftBank Group Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point Euro CLO IV Funding DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cloud Software Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>HTL Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Cigna Group (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Latitude Australia Credit Card Master Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Venture Global LNG, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-07-10</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BXP Trust</name>
        <lei>N/A</lei>
        <title>BXP Trust, Series 2017-CC, Class D</title>
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          <isin value="US05607CAL37"/>
          <other otherDesc="Inhouse Asset ID" value="05607CAL3"/>
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        <curCd>USD</curCd>
        <valUSD>1614567.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.66988320</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Cirsa Finance International SARL</name>
        <lei>254900KUJN6DHWH2K029</lei>
        <title>Cirsa Finance International SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2550380104"/>
          <other otherDesc="Inhouse Asset ID" value="BRY98ZW78"/>
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        <balance>257400.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Henley CLO IV DAC</name>
        <lei>6354009HFM8XXW6PPK55</lei>
        <title>Henley CLO IV DAC, Series 4X, Class D</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2291282486"/>
          <other otherDesc="Inhouse Asset ID" value="Z958GUJL2"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.93899840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USCPI</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BYDNB5RV0"/>
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        <balance>8500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Clearnet</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Hambridge Euro CLO DAC</name>
        <lei>635400P8G4JAUUUQGV26</lei>
        <title>Hambridge Euro CLO DAC, Series 1X, Class D</title>
        <cusip>N/A</cusip>
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          <isin value="XS3186921220"/>
          <other otherDesc="Inhouse Asset ID" value="BYDRN2KD2"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays plc</name>
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        <title>Barclays plc</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>BBCMS Trust</name>
        <lei>N/A</lei>
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          <isin value="US05547HAE18"/>
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        <curCd>USD</curCd>
        <valUSD>699564.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00005840</annualizedRt>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
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          <isin value="US23244FAA21"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Grifols SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tikehau CLO XII DAC</name>
        <lei>635400XEDWHMLUXZJY76</lei>
        <title>Tikehau CLO XII DAC, Series 12X, Class D</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2845222574"/>
          <other otherDesc="Inhouse Asset ID" value="BYD4TEU81"/>
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        <balance>5073000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>XPLR Infrastructure Operating Partners LP</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>XPLR Infrastructure Operating Partners LP</title>
        <cusip>65342QAL6</cusip>
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          <isin value="US65342QAL68"/>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46325.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KOSPI 200 Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BYDNN58P1"/>
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        <balance>-19300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-53096.30000000</valUSD>
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        <name>Lanebrook Mortgage Transaction plc</name>
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        <name>EDvestinU Private Education Loan Issue No. 4 LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Helios Software Holdings, Inc.</name>
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        <name>TAGUS - Sociedade de Titularizacao de Creditos SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LANXESS AG</name>
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        <name>Henley CLO IV DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>iShares Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Navient Private Education Refi Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT</name>
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        <name>Arab Republic of Egypt</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Angel Oak Mortgage Trust</name>
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        <name>Trust Fibra Uno</name>
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        <name>Nissan Motor Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Credit Funding 3 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point CLO IX Ltd.</name>
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        <name>Loxam SAS</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Oracle Corp.</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>iShares iBoxx $ Investment Grade Corporate Bond ETF</title>
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        <name>Caesars Entertainment, Inc.</name>
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        <name>Bain Capital Credit CLO Ltd.</name>
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        <name>Qnity Electronics, Inc.</name>
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        <name>Sona Fios CLO III DAC</name>
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        <name>Emirates NBD Bank PJSC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Elmwood CLO II Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TotalEnergies Capital International SA</name>
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        <title>TotalEnergies Capital International SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Hyperion Refinance SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oaktree CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jupiter Mortgage No. 1 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Colombia</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Red &amp; Black Auto Italy SRL</name>
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        <name>Sumter Landing Community Development District</name>
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        <name>Rockford Tower Europe CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Light &amp; Wonder International, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Saluda Grade Alternative Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arbour CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Paraguay</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Saudi Electricity Sukuk Programme Co.</name>
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        <title>Saudi Electricity Sukuk Programme Co.</title>
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          <isin value="XS2608638602"/>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LendingClub Rated Notes Issuer Trust</name>
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        <title>LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class D</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFCRE Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C</title>
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          <isin value="US12531YAW84"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BofA Securities, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wizz Air Holdings plc</name>
        <lei>213800COXGZCORLJZA85</lei>
        <title>Wizz Air Holdings plc</title>
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        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eaton Vance CLO Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Autonoria Spain</name>
        <lei>959800TU6P30TL2EN703</lei>
        <title>Autonoria Spain, Series 2022-SP, Class E</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Electricite de France SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Polaris plc</name>
        <lei>6354009LRHDVGD1A8T64</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Bear Stearns ALT-A Trust</name>
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        <name>London Bridge Mortgages plc</name>
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        <name>Arini European CLO IV DAC</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>Edge Finco plc</name>
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        <name>Engie SA</name>
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        <title>Engie SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <name>HBX Group Internationalplc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arab Republic of Egypt</name>
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        <name>Trestles CLO VIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Digital Intrepid Holding BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Sabre Corp.</title>
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      <invstOrSec>
        <name>Czech Republic</name>
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        <name>N/A</name>
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                <issuerName>iShares iBoxx $ High Yield Corporate Bond ETF</issuerName>
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      <invstOrSec>
        <name>Univision Communications, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fox Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>AGL CLO 19 Ltd.</name>
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        <name>PCL Funding IX plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Broadcom, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Saudi Arabian Oil Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Vertiv Group Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Hydro One Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank AG</name>
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        <name>N/A</name>
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        <name>MGM Resorts International</name>
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        <name>Telefonica Europe BV</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Danske Bank A/S</name>
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        <name>Elmwood CLO 24 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Husky Injection Molding Systems Ltd.</name>
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        <title>Husky Injection Molding Systems Ltd., 1st Lien Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Commerzbank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GoGo Intermediate Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Signal Peak CLO 7 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Corp. Nacional del Cobre de Chile</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHL Mortgage Pass-Through Trust</name>
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        <name>Aroundtown SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Rockford Tower CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Thunder Logistics DAC</name>
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        <name>Nissan Motor Acceptance Co. LLC</name>
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        <name>Quarzo SRL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <assetCat>RA</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Taurus UK DAC</name>
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        <name>Open Text Holdings, Inc.</name>
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        <name>GS Mortgage-Backed Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
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        <title>Morgan Stanley</title>
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        <name>Federal Republic of Nigeria</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Garfunkelux Holdco 3 SA</name>
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        <name>Obol France 3 SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Taurus UK DAC</name>
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        <name>Platform Bidco Ltd.</name>
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      <invstOrSec>
        <name>Peraton Corp.</name>
        <lei>549300EQPCK07ZW63836</lei>
        <title>Peraton Corp., 1st Lien Term Loan B</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Stratton Mortgage Funding plc</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>American Tower Corp.</name>
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        <name>Asset-Backed European Securitisation Transaction Twenty-Five SRL</name>
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        <name>College Ave Student Loans Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sunrise Spv 97 Srl</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lottomatica Group SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Allegiant Travel Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State of Georgia</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Sculptor CLO XXX Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Soundview Home Loan Trust</name>
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        <name>SPDR S&amp;P Regional Banking ETF</name>
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        <name>LSF10 Edilians Investments SARL</name>
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        <name>KazMunayGas National Co. JSC</name>
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            <dbtSecRefInstrument>
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        <name>Sensata Technologies, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Capital CLO 29 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fortuna Consumer Loan Abs DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>New Jersey Transportation Trust Fund Authority</name>
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        <name>Helios Software Holdings, Inc.</name>
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        <name>Arab Republic of Egypt</name>
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        <name>iShares Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alternative Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Matador Bidco SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nagoya Railroad Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Nagoya Railroad Co. Ltd.</title>
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        <name>SMB Private Education Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ritchie Bros Holdings, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>GS Mortgage Securities Corp. Trust</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>BPR Commercial Mortgage Trust</name>
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        <name>Banco de Sabadell SA</name>
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        <name>Whirlpool Corp.</name>
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        <title>Whirlpool Corp.</title>
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        <name>Intesa Sanpaolo SpA</name>
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        <name>Pakistan Global Sukuk Programme Co. Ltd. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New York City Municipal Water Finance Authority</name>
        <lei>549300Q2EHQ6RJPQKP05</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Atlas Funding plc</name>
        <lei>635400BMBKLDPBSN2U43</lei>
        <title>Atlas Funding plc, Series 2024-1, Class C</title>
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        <name>Eagle Bidco Ltd.</name>
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        <title>Eagle Bidco Ltd., Facility 1st Lien Term Loan B</title>
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        <name>Madison Park Funding XXXIV Ltd.</name>
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        <name>Adani Electricity Mumbai Ltd.</name>
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        <name>Travel + Leisure Co.</name>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Motorola Solutions, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ontario Gaming GTA LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petron Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eagle Funding Luxco SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mercedes-Benz International Finance BV</name>
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          <isin value="DE000A4EB2X2"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>AmeriGas Partners LP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Dryden 46 Euro CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>India Vehicle Finance</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Fortive Corp.</title>
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        <name>J.P. Morgan Mortgage Trust</name>
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        <name>Lionsgate Studios Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Scientific Games Holdings LP</name>
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        <name>522 Funding CLO Ltd.</name>
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        <name>Hermitage 2024 plc</name>
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        <name>Bausch + Lomb Corp.</name>
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        <name>Smyrna Ready Mix Concrete LLC</name>
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        <name>New Jersey Turnpike Authority</name>
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        <name>Nelnet Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding LXIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AMSR Trust</name>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Calpine Corp.</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp.</title>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RR 32 Ltd.</name>
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        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <name>Sirius XM Radio LLC</name>
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        <name>Hashemite Kingdom of Jordan</name>
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        <name>MGM China Holdings Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gap, Inc. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Symphony CLO 46 Ltd.</name>
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        <name>Pikes Peak CLO 14 2023 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COLT Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <name>Race Point X CLO Ltd.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>National Fuel Gas Co.</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Co.</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Fortuna Consumer Loan ABS DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nissan Motor Co. Ltd.</name>
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        <name>Ursa Major Technologies, Inc., Series D</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Viking Cruises Ltd.</name>
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        <name>Banco Bilbao Vizcaya Argentaria SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Cameroon International Bond</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Altice Financing SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New Look Corp. Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>FCT Noria</name>
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        <name>CWABS Revolving Home Equity Loan Trust</name>
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        <name>N/A</name>
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        <name>Minor International PCL</name>
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        <name>Fidelity Grand Harbour CLO DAC</name>
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        <name>ING Groep NV</name>
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        <name>Virgin Media Vendor Financing Notes III DAC</name>
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        <name>Energizer Holdings, Inc.</name>
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        <name>Autonoria Spain</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Telenet International Finance SARL</name>
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        <name>N/A</name>
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        <name>Adient Global Holdings Ltd.</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Flatiron CLO 28 Ltd.</name>
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      <invstOrSec>
        <name>AI Monet Luxembourg ParentCo SARL</name>
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        <name>United Rentals North America, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Axfood AB</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>iShares Bitcoin Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palladyne AI Corp.</name>
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        <name>XHR LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lebanese Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tesco Property Finance 3 plc</name>
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        <name>TCO Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
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        <name>Pierpont BTL plc</name>
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        <name>Navient Private Education Refi Loan Trust</name>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <name>CP Atlas Buyer, Inc.</name>
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        <name>Celanese US Holdings LLC</name>
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        <name>Heineken NV</name>
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        <name>Lagarino European Loan Conduit No. 40 DAC</name>
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        <name>Clean Renewable Power Mauritius Pte. Ltd.</name>
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        <name>Fidelity National Information Services, Inc.</name>
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        <name>Algoma Steel Group, Inc.</name>
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        <name>Credit-Based Asset Servicing &amp; Securitization LLC</name>
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        <name>Penta CLO 6 DAC</name>
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        <name>SELF Commercial Mortgage Trust</name>
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        <name>TransDigm, Inc.</name>
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        <name>London Cards No. 2 plc</name>
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        <name>Kronos International, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cassia SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
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        <name>CIFC European Funding CLO II DAC</name>
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        <name>Entain Holdings (Gibraltar) Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SCF Rahoituspalvelut XIII DAC</name>
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        <name>Boels Topholding BV</name>
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        <name>Noria DE</name>
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        <name>Auto1 Car Funding Sarl Compartment FinanceHero 2</name>
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        <name>SoftBank Group Corp.</name>
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        <name>Star Parent, Inc.</name>
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        <name>Flutter Treasury DAC</name>
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        <name>Promotora y Operadora de Infraestructura SAB de CV</name>
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        <name>Block, Inc.</name>
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        <title>China Ping An Insurance Overseas Holdings Ltd.</title>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ashford Hospitality Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>SURA Asset Management SA</name>
        <lei>549300013ETMS1C0EA22</lei>
        <title>SURA Asset Management SA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Starwood Property Trust, Inc.</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>Starwood Property Trust, Inc.</title>
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        <name>Carrington Mortgage Loan Trust</name>
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          <isin value="US14453MAC82"/>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Golub Capital Partners CLO 49M Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>East One plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Prodigy Finance DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Clear Channel Outdoor Holdings, Inc.</name>
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        <name>Go Daddy Operating Co. LLC</name>
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        <name>Subway Funding LLC</name>
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        <name>Edenbrook Mortgage Funding plc</name>
        <lei>635400URO7UOS6PWLH17</lei>
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        <name>United Mexican States</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mex Bonos Desarr Fix Rt</title>
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        <name>Romania</name>
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        <name>CIFC Funding Ltd.</name>
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        <name>American Electric Power Co., Inc.</name>
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        <name>Palmer Square CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IPD 3 BV</name>
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        <name>Mediobanca Banca di Credito Finanziario SpA</name>
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        <name>Ajax Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>JPMDB Commercial Mortgage Securities Trust</name>
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        <title>JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC</title>
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      <invstOrSec>
        <name>Reese Park CLO Ltd.</name>
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        <name>Alibaba Group Holding Ltd.</name>
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        <name>Canyon CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mariner Finance Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Harvest CLO XXXII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Aethon United BR LP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Atrium Hotel Portfolio Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Ball Corp.</name>
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        <name>Garda World Security Corp.</name>
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        <name>Tennessee Housing Development Agency</name>
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        <name>MAC Trust</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Japan 10-Year Bond</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>OHA Credit Partners XVII Ltd.</name>
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        <name>Cardiff Auto Receivables Securitisation plc</name>
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        <name>AGL CLO 12 Ltd.</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Nelnet Student Loan Trust</name>
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        <name>Venture Global LNG, Inc.</name>
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        <name>Cedar Funding XIV CLO Ltd.</name>
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        <name>Autonoria Spain</name>
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        <name>ILPT Commercial Mortgage Trust</name>
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        <name>Broadcom, Inc.</name>
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        <name>Bbva Consumer Auto FT</name>
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        <name>Ping An Insurance Group Co. of China Ltd.</name>
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        <name>Angel Oak Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Voya Euro CLO III DAC</name>
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        <name>Starwood Property Trust, Inc.</name>
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        <name>Ambac Assurance Corp.</name>
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        <name>Palmer Square CLO Ltd.</name>
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        <name>Twin Bridges plc</name>
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        <name>Redstone HoldCo 2 LP</name>
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        <name>Brignole Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NY Commercial Mortgage Trust</name>
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        <name>Asset-Backed European Securitisation Transaction Twenty-Three SARL</name>
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        <name>CMS Energy Corp.</name>
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        <name>Yum! Brands, Inc.</name>
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        <name>TotalEnergies Capital International SA</name>
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        <name>Castell plc</name>
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        <name>Winchester 1 plc</name>
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        <name>Insightful Corp.</name>
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        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OneMain Financial Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>M/I Homes, Inc.</name>
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        <name>JetBlue Pass-Through Trust</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>Engie SA</name>
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        <name>MFB Magyar Fejlesztesi Bank Zrt.</name>
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        <name>Banque Federative du Credit Mutuel SA</name>
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        <name>Red &amp; Black Auto Italy SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tunisian Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fortuna Consumer Loan Abs DAC</name>
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        <name>CVR Energy, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CMS Energy Corp.</name>
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        <name>Stratus CLO Ltd.</name>
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        <name>Whitebox CLO I Ltd.</name>
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        <name>Azorra Finance Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Rainbow Finco SARL</name>
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        <name>Alternative Loan Trust</name>
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        <name>Octagon 57 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Telefonica Europe BV</name>
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        <name>Rad CLO 15 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barracuda Networks, Inc.</name>
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        <name>Encore Capital Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Paramount Skydance Corp.</name>
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        <name>SoftBank Group Corp.</name>
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        <title>SoftBank Group Corp.</title>
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        <name>Ukraine</name>
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        <title>Ukraine Government Bond</title>
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        <fairValLevel>2</fairValLevel>
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        <title>USCPI</title>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TELUS Corp.</name>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AGL Core CLO 36 Ltd.</name>
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        <name>MCR Mortgage Trust</name>
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        <name>ECARAT DE SA Compartment</name>
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        <name>Government National Mortgage Association</name>
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        <name>Caesars Entertainment, Inc.</name>
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        <name>EIS Group Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Elmwood CLO 41 Ltd.</name>
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        <name>Telefonica Europe BV</name>
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        <name>iHeartCommunications, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BlackRock Liquidity Funds</name>
        <lei>5493002L9DNZ83RX7V61</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Carlsberg Breweries A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Apidos Loan Fund Ltd.</name>
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      <invstOrSec>
        <name>Neuberger Berman CLO XXI Ltd.</name>
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        <name>LendingClub Rated Notes Issuer Trust</name>
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        <name>Univision Communications, Inc.</name>
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        <name>Venture Global Calcasieu Pass LLC</name>
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        <name>Development Bank of Kazakhstan JSC</name>
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        <name>Fontainebleau Miami Beach Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cairn CLO XVI DAC</name>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <name>SC Germany SA Compartment Consumer</name>
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        <name>Melco Resorts Finance Ltd.</name>
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        <name>Generate CLO 22 Ltd.</name>
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        <name>Schneider Electric SE</name>
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        <name>Texas A&amp;M University</name>
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        <name>Washington Mutual Asset-Backed CertificatesTrust</name>
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        <name>Diameter Capital CLO 3 Ltd.</name>
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        <name>Bidvest Group UK plc (The)</name>
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        <name>Starz Entertainment Corp.</name>
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        <name>Fomento Economico Mexicano SAB de CV</name>
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        <name>South Bow Canadian Infrastructure Holdings Ltd.</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elevation CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>RR 29 Ltd.</name>
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        <name>Republic of Ghana</name>
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        <fairValLevel>2</fairValLevel>
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        <name>One Market Plaza Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Emirates Reit Sukuk III Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Apidos CLO LIV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>OneMain Direct Auto Receivables Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Trinitas CLO XXXII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>PRA Group Europe Holding II Sarl</name>
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        <name>Lehman ABS Manufactured Housing Contract Trust</name>
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        <name>Lamar Media Corp.</name>
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        <name>Newday Funding Master Issuer plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>First Mobility SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Walt Disney Co. (The)</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <title>Forward Foreign Currency Contract</title>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Starwood Mortgage Residential Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Lendmark Funding Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>United Mexican States</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mex Bonos Desarr Fix Rt</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Periama Holdings LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>United Mexican States</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Olympus Water US Holding Corp.</name>
        <lei>549300YU2GGVCBN3MY89</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pacific National Finance Pty. Ltd.</name>
        <lei>213800SSTRDXLWWVF948</lei>
        <title>Pacific National Finance Pty. Ltd.</title>
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        <name>ELM Trust</name>
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        <name>AT&amp;T, Inc.</name>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <name>Capital One Financial Corp.</name>
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        <name>Topgolf Callaway Brands Corp.</name>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Diameter Capital CLO 4 Ltd.</name>
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        <name>Conseco Finance Securitizations Corp.</name>
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      <invstOrSec>
        <name>Indicor LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cairn CLO XVI DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Worldline SA</name>
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          <isin value="FR001400U2E7"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Organon &amp; Co.</name>
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          <isin value="US68622FAA93"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jupiter Mortgage No. 1 plc</name>
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          <isin value="XS2737622303"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KSL Commercial Mortgage Trust</name>
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          <isin value="US500937AA54"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="2747098"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>GSAMP Trust</name>
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          <isin value="US362429AG74"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <name>Hungary</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arini European CLO II DAC</name>
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          <isin value="XS2770011281"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sage AR Funding</name>
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          <isin value="XS3032971031"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIL IV LLC</name>
        <lei>9845009F6D37C41A8572</lei>
        <title>SCIL IV LLC</title>
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          <isin value="XS2644942737"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Henley CLO XII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>iShares Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Webuild SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Muangthai Capital PCL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FT Santander Consumer Spain Auto</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tennessee Housing Development Agency</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SC Germany SA Compartment Consumer</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Frontier Mortgage Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Option One Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cheshire plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FirstCash, Inc.</name>
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        <title>FirstCash, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Flatiron CLO 25 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP SA</name>
        <lei>213800D26TAPVTCVWG40</lei>
        <title>OCP SA</title>
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        <name>MGM Resorts International</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Xerox Holdings Corp.</name>
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        <name>Thames Water Utilities Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Duomo Bidco SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sage AR Funding</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Titanium 2l Bondco SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Costa Rica</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sands China Ltd.</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>DEMIRE Deutsche Mittelstand Real Estate AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Chipotle Mexican Grill, Inc.</title>
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          <isin value="US1696561059"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Barclays Bank</counterpartyName>
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      <invstOrSec>
        <name>Barings CLO Ltd.</name>
        <lei>549300QR3VQZ1T0JUI29</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-20</maturityDt>
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        <name>N/A</name>
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        <title>CDIO</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Northwestern Mutual Global Funding</name>
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        <title>Northwestern Mutual Global Funding</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Cassia SRL</name>
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          <isin value="XS2459128463"/>
          <other otherDesc="Inhouse Asset ID" value="BRWZFTH91"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Point Au Roche Park CLO Ltd.</name>
        <lei>5493000RMLD359CPH591</lei>
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          <isin value="US73052VAA35"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group plc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romania Government Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mehilainen Yhtiot Oy</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Lakeside Park CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Bank plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Emirate of Dubai United Arab Emirates</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Verdelite Static CLO Ltd.</name>
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        <name>Arab Republic of Egypt</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vmed O2 UK Financing I plc</name>
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        <title>Vmed O2 UK Financing I plc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Navient Education Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Treasury Corp. of Victoria</name>
        <lei>549300ZJM7BQW1P9UV75</lei>
        <title>Treasury Corp. of Victoria</title>
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        <invCountry>AU</invCountry>
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        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Generate CLO 19 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Birch Grove CLO 13 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Albion Financing 3 SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vodafone Group plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Energy Transfer LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Jane Street Group</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Banc of America Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IQVIA, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government of Jamaica (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kering SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vistra Operations Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Engie SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Global Switch Finance BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Satus plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SK Battery America, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BlueMountain CLO Ltd.</name>
        <lei>549300EYIDIF4X8MHI21</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ZF North America Capital, Inc.</name>
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        <title>ZF North America Capital, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Voya CLO Ltd.</name>
        <lei>5493003QPCHR7P2XIW55</lei>
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      <invstOrSec>
        <name>Lyra Music Assets Delaware LP</name>
        <lei>9845007N9EAB0C048A12</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Credit Suisse Mortgage Capital Certificates</name>
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        <name>Alliant Holdings Intermediate LLC</name>
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        <name>N/A</name>
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        <title>Norwegian Cruise Line Holdings Ltd.</title>
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        <name>Progroup AG</name>
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        <name>AutoFlorence SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Agricole SA</name>
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        <name>Sound Point CLO XXIX Ltd.</name>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <name>Whitebox CLO I Ltd.</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ares LVII CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Glencore Capital Finance DAC</name>
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        <name>Republic of Kenya</name>
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        <name>Pinnacle West Capital Corp.</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AutoFlorence SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Red &amp; Black Auto Germany 8 UG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cushman &amp; Wakefield US Borrower LLC</name>
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        <name>Service Properties Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Playstudios, Inc.</name>
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        <name>Flutter Treasury DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EquipmentShare.com, Inc.</name>
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        <name>OCP CLO Ltd.</name>
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        <name>Dilosk Rmbs No. 8 Sts DAC</name>
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        <name>IMA Industria Macchine Automatiche SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cross Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXO Imaging, Inc.</name>
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        <title>EXO Imaging, Inc.</title>
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          <other otherDesc="Inhouse Asset ID" value="BYDK80T56"/>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME Group Inc.</counterpartyName>
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      <invstOrSec>
        <name>Inovie Group</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BRY3DKDY0"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US01F0606A83"/>
          <other otherDesc="Inhouse Asset ID" value="BYDJ5RXW9"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co., Series OO</title>
        <cusip>48128AAJ2</cusip>
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          <isin value="US48128AAJ25"/>
          <other otherDesc="Inhouse Asset ID" value="48128AAJ2"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1035134.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VistaJet Malta Finance plc</name>
        <lei>5299001UK94VGT0CPQ36</lei>
        <title>VistaJet Malta Finance plc</title>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Rain City Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Rain City Mortgage Trust, Series 2024-RTL1, Class A1</title>
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          <isin value="US75079KAA16"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Azul Secured Finance LLP</name>
        <lei>N/A</lei>
        <title>Azul Secured Finance LLP</title>
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          <isin value="US05501WAD48"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIH Salt Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>SCIH Salt Holdings, Inc., 1st Lien Term Loan B1</title>
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          <isin value="US78397GAF81"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GreenSky Home Improvement Issuer Trust</name>
        <lei>N/A</lei>
        <title>GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class E</title>
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          <isin value="US39571VAH15"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Taylor Morrison Communities, Inc.</name>
        <lei>549300O1Z08HI2MRK572</lei>
        <title>Taylor Morrison Communities, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 87 CLO Ltd.</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lendmark Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Commonwealth of Massachusetts</name>
        <lei>5493001N1YCXNI1O7K10</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BBCMS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BBCMS Mortgage Trust, Series 2020-C7, Class XB</title>
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          <isin value="US05492VAH87"/>
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        <name>Symphony CLO 40 Ltd.</name>
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        <name>FT Santander Consumer Spain Auto</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Element Materials Technology Group US Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NYC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <name>JetBlue Airways Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Country Garden Holdings Co. Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>US Foods, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners XVI Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Halseypoint CLO 7 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BYD Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS Switzerland AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Satus plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Arini European CLO V DAC</name>
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        <title>Arini European CLO V DAC, Series 5X, Class A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Saudi Electricity Sukuk Programme Co.</name>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Bayview Commercial Asset Trust</name>
        <lei>5493003DOWFR7J1QCW02</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA</title>
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        <curCd>USD</curCd>
        <valUSD>10375.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VZ Vendor Financing II BV</name>
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        <name>N/A</name>
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        <name>Avoca Static CLO I DAC</name>
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        <name>Morgan Stanley Bank of America Merrill Lynch Trust</name>
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        <name>Republic of Poland</name>
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        <name>RR Donnelley &amp; Sons Co.</name>
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        <name>TYSN Mortgage Trust</name>
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        <name>Savor Acquisition, Inc.</name>
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        <name>Silver Point CLO 6 Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Arbour CLO VI DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cedar Funding XIV CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sabre GLBL, Inc.</name>
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      <invstOrSec>
        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Ballyrock CLO 14 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Open Text Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banc of America Funding Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OHA Credit Funding 6 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FNZ NZ Finco Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Voya CLO Ltd.</name>
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        <name>Celanese US Holdings LLC</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Platform Bidco Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Verus Securitization Trust</name>
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          <isin value="US92538GAA04"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Magnera Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mila BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Community Health Systems, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BPR Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mariner Finance issuance Trust</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DK Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DC Trust</name>
        <lei>N/A</lei>
        <title>DC Trust, Series 2024-HLTN, Class A</title>
        <cusip>24022FAA8</cusip>
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          <isin value="US24022FAA84"/>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Boels Topholding BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Europe Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Heathrow Finance plc</name>
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        <name>Trinitas CLO X Ltd.</name>
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        <name>Celestial Dynasty Ltd.</name>
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        <name>Contego CLO VII DAC</name>
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        <name>Republic of Panama</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hudson Yards Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dilosk Rmbs No. 8 Sts DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cushman &amp; Wakefield US Borrower LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Aramark International Finance SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CoreWeave, Inc.</name>
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        <name>CNX Resources Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Tenet Healthcare Corp.</name>
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        <name>SG Residential Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CVC Cordatus Loan Fund XXVIII DAC</name>
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        <name>Benefit Street Partners CLO 43 Ltd.</name>
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        <name>Itelyum Regeneration SpA</name>
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        <name>Carlyle Global Market Strategies CLO Ltd.</name>
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        <name>Cedar Funding VII CLO Ltd.</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>TAGUS - Sociedade de Titularizacao de Creditos SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.</name>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <name>Innio North America Holding, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Sisecam UK plc</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>MasOrange Holdco Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Symphony CLO 46 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Northern Oil &amp; Gas, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oncor Electric Delivery Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EC Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>245 Park Avenue Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AREIT Ltd.</name>
        <lei>N/A</lei>
        <title>AREIT Ltd., Series 2025-CRE10, Class A</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Project Davinci</name>
        <lei>N/A</lei>
        <title>Deep Instinct Ltd.</title>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp.</title>
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          <isin value="AU3CB0322337"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. Bancorp Investments, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <name>Churchill Downs, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State of Minnesota</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TICP CLO XII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WESCO Distribution, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DF Residential I LP</name>
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        <fairValLevel>3</fairValLevel>
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        <name>J.P. Morgan Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>City Football Group Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>Republic of Benin</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fibercop SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>United Mexican States</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <name>Zelis Payments Buyer, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Indonesia</name>
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        <name>Summer BC Holdco B SARL</name>
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        <name>NOVA Chemicals Corp.</name>
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        <name>Texas Debt Capital Euro CLO DAC</name>
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        <name>eircom Finance DAC</name>
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        <name>Last Mile Securities PE DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Maya SAS</name>
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        <name>BX Commercial Mortgage Trust</name>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>ADLER Real Estate GmbH</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Providus CLO II DAC</name>
        <lei>635400JFBYET5G2XFP83</lei>
        <title>Providus CLO II DAC, Series 2X, Class DRR</title>
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          <isin value="XS2905437468"/>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>N/A</cusip>
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          <isin value="FR0014012ID6"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cogent Communications Group LLC</name>
        <lei>549300KFWFYF8Q1U0Y26</lei>
        <title>Cogent Communications Group LLC</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sensata Technologies, Inc.</name>
        <lei>5493002MMDDCUNV7NY90</lei>
        <title>Sensata Technologies, Inc.</title>
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          <isin value="US81728UAB08"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KKR Financial CLO Ltd.</name>
        <lei>549300ZUUB37M3VWNC17</lei>
        <title>KKR Financial CLO Ltd., Series 2013-1A, Class A2R2</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Latch, Inc.</title>
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          <isin value="US51818V1145"/>
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        <fairValLevel>3</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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        <title>OIS</title>
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          <other otherDesc="Inhouse Asset ID" value="BRYELWD62"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME Group Inc.</counterpartyName>
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          <other otherDesc="Inhouse Asset ID" value="Z92XUW501"/>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Halseypoint CLO 6 Ltd.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Allegion US Holding Co., Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Apidos CLO LIV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goodyear Tire &amp; Rubber Co. (The)</name>
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        <name>NCR Atleos Corp.</name>
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        <name>Signal Harmonic CLO I DAC</name>
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        <name>AutoFlorence SRL</name>
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        <name>Newday Funding Master Issuer plc</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>International Business Machines Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Oaktree CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AIMCO CLO 10 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kinross Gold Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Fidelity Grand Harbour CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Repsol E&amp;P Capital Markets US LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Occidental Petroleum Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSMC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WRKCo, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ciputra Development Tbk. PT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United Mexican States</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PG&amp;E Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sunac China Holdings Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Arbour CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Youni Italy SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Sanrio Co. Ltd.</title>
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        <name>TIAA CLO III Ltd.</name>
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        <name>Sabre GLBL, Inc.</name>
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        <name>Cumulus Static CLO DAC</name>
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        <name>City of New York</name>
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        <name>Banco BPM SpA</name>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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      <invstOrSec>
        <name>Symphony Loan Funding CLO 1 Ltd.</name>
        <lei>2549004METMVSMVTI366</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>Estate Sky Ltd.</name>
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        <name>GoodLeap Home Improvement Solutions Trust</name>
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        <name>Finance Ireland Auto Receivables No. 1 DAC</name>
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        <name>Arab Republic of Egypt</name>
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        <name>A&amp;D Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Axalta Coating Systems LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>NRG Energy, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>United Rentals North America, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Greensaif Pipelines Bidco SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Dyno Nobel Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Engie SA</name>
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        <name>RFMSI Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Puerto Rico Sales Tax Financing Corp.</name>
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        <name>Long Beach Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Mitra Adiperkasa Tbk. PT</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Sunrise SPV 50 SRL</name>
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        <name>California Buyer Ltd.</name>
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        <name>Centene Corp.</name>
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        <name>Ardonagh Finco Ltd.</name>
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        <name>Benefit Street Partners CLO Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Conseco Finance Corp.</name>
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        <name>Iberdrola Finanzas SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Global Atlantic Fin Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ineos Quattro Holdings UK Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INV Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cumulus Static CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Arena Luxembourg Finance SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Diameter Capital CLO 2 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>First Quantum Minerals Ltd.</name>
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        <name>Trivium Packaging Finance BV</name>
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        <name>Project Montage</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>Elior Group SA</name>
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        <name>VOC Escrow Ltd.</name>
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        <name>Newell Brands, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Regatta VII Funding Ltd.</name>
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        <name>NCB Tier 1 Sukuk Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Puerto Rico Electric Power Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BCP V Modular Services Finance II plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Perusahaan Perseroan Persero PT Perusahaan Listrik Negara</name>
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        <name>Nelnet Student Loan Trust</name>
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        <name>Madison Park Funding XXVII Ltd.</name>
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        <name>ACRES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NRTH Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Diameter Capital CLO 1 Ltd.</name>
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        <name>TREVA Equipment Finance SA-Compartment</name>
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        <name>Arab Republic of Egypt</name>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Natixis Commercial Mortgage Securities Trust</name>
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        <name>Twilio, Inc.</name>
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        <name>Verus Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HUB International Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Neogen Food Safety Corp.</name>
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        <name>Electricite de France SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Dominican Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bright Machinery Manufacturing Group, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <name>Hilcorp Energy I LP</name>
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        <name>Transocean International Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ally Financial, Inc.</name>
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        <name>ZF Invest</name>
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        <name>Entain Holdings (Gibraltar) Ltd.</name>
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        <name>Crown PropTech Acquisitions</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Caesars Entertainment, Inc.</name>
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        <name>LCM Investments Holdings II LLC</name>
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        <name>Grifols Worldwide Operations Ltd.</name>
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        <name>Southern California Edison Co.</name>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kodiak Gas Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Kapla Holding SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elmwood CLO III Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. Morgan Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MidOcean Credit CLO XIX</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HIH Trust</name>
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        <name>VEGAS</name>
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        <name>Dryden 65 CLO Ltd.</name>
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        <name>Enel SpA</name>
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        <name>Civitas Resources, Inc.</name>
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        <name>Czechoslovak Group A/S</name>
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        <name>Tele Columbus AG</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Speedster Bidco GmbH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cardiff Auto Receivables Securitisation plc</name>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust</name>
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        <name>Alpha Generation LLC</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
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        <name>Sunoco LP</name>
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        <name>Ball Corp.</name>
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        <name>Cobham Ultra SeniorCo SARL</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>GFL Environmental Services, Inc.</name>
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        <name>Synthomer plc</name>
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        <name>Symphony CLO XXVIII Ltd.</name>
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        <lei>254900EGTWEU67VP6075</lei>
        <title>Mex Bonos Desarr Fix Rt</title>
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          <isin value="XS3185370973"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Match Group Holdings II LLC</name>
        <lei>5493003RFFE030RC9167</lei>
        <title>Match Group Holdings II LLC</title>
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          <isin value="US57665RAN61"/>
          <other otherDesc="Inhouse Asset ID" value="57665RAN6"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BYDRF6366"/>
        </identifiers>
        <balance>2414511548.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="147.88500000"/>
        <valUSD>31276.82000000</valUSD>
        <pctVal>0.000070943078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Clearnet</counterpartyName>
              <counterpartyLei>549300TXTCI7WVVJS380</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.92733000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>JPY</curCd>
            <unrealizedAppr>31276.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BRYTH31J3"/>
        </identifiers>
        <balance>419054622.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374533.37000000</valUSD>
        <pctVal>0.000849528509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc.</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.25013000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-12-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>419054622.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>374533.37000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mars, Inc.</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>Mars, Inc.</title>
        <cusip>571676BC8</cusip>
        <identifiers>
          <isin value="US571676BC81"/>
          <other otherDesc="Inhouse Asset ID" value="571676BC8"/>
        </identifiers>
        <balance>11951000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12105719.92000000</valUSD>
        <pctVal>0.027458579189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="2542246"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>3465.27000000</valUSD>
        <pctVal>0.000007860035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NATWEST MARKETS</counterpartyName>
              <counterpartyLei>RR3QWICWWIPCS8A4S074</counterpartyLei>
            </counterparties>
            <amtCurSold>973868.03000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1147854.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-10-16</settlementDt>
            <unrealizedAppr>3465.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Woolworths Group Ltd.</name>
        <lei>QNWEWQBS7HP85QHXQL92</lei>
        <title>Woolworths Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3CB0315976"/>
          <other otherDesc="Inhouse Asset ID" value="BYDBB5N32"/>
        </identifiers>
        <balance>15000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.51125887"/>
        <valUSD>10329368.59000000</valUSD>
        <pctVal>0.023429402569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.91000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BFLD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BFLD Commercial Mortgage Trust, Series 2025-5MW, Class F</title>
        <cusip>088921AF8</cusip>
        <identifiers>
          <isin value="US088921AF87"/>
          <other otherDesc="Inhouse Asset ID" value="088921AF8"/>
        </identifiers>
        <balance>29630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29595667.72000000</valUSD>
        <pctVal>0.067129835409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.82699920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TICP CLO XII Ltd.</name>
        <lei>N/A</lei>
        <title>TICP CLO XII Ltd., Series 2018-12A, Class BR</title>
        <cusip>87250FAN0</cusip>
        <identifiers>
          <isin value="US87250FAN06"/>
          <other otherDesc="Inhouse Asset ID" value="87250FAN0"/>
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        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>927072.00000000</valUSD>
        <pctVal>0.002102814214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.22915920</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      
      
      <explntrNote note="BYDCEBKQ6 -  The Goldman Sachs Systematic Skew US Series I1D Excess Return Index is a synthetic rules-based proprietary index which is calculated on an &quot;excess return&quot; basis and does not include any synthetic interest rate return on a notional cash amount. The Index intends to provide a synthetic exposure to the performance of the Goldman Sachs Systematic Skew US Series I1D Total Return Index in the specified strategy currency. " noteItem="C.11.f.i.1"/>
      <explntrNote note="BYDDXS5N0 - The Index aims to provide notional exposure to the Underlying Index with semi-annual rule-based notional increases or decreases, as the case may be, in exposure to the Underlying Index with the purpose of reinvesting potential gains or reducing exposure to notional losses. " noteItem="C.11.f.i.1"/>
      <explntrNote note="BYDCEBMJ0 - Goldman Sachs TY Weekly Volatility Carry Index (GSVLTYI2) is a synthetic rules-based proprietary Index which is calculated on an &quot;excess return&quot; basis and does not include a synthetic interest rate return on a notional cash amount representing any money market component of the Index. The Index provides short exposure to delta-hedged weekly put and call options on US Treasury 10-Year T-Note listed on the Chicago Mercantile Exchange, where such options are hedged multiple times each day on an intraday basis. " noteItem="C.11.f.i.1"/>
      <explntrNote note="BYDCLFKD8 - The index uses a listed options based approach to replicate a weekly short variance profile which may provide further return benefit in normal or bullish markets. The index is constructed as a basket of strategies based on the three listed weekly expiries weighted by the average liquidity of the options for each expiry (15% Mon, 25% Wed, 60% Fri). " noteItem="C.11.f.i.1"/>
      <explntrNote note="Unique security identifier BRYW4KWQ2 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 55" noteItem="C.11.c.v"/>
      <explntrNote note="Unique security identifier BRYY6KVG9 is an Asset Swapped Convertible Option Transaction with a Fixed exercise price of 1.29%." noteItem="C.11.c.v"/>
      <explntrNote note="BYDCGGST9 - The index sells on a daily basis variance replicating strips of OTC calls and puts. The option strips are delta hedged daily and kept until expiry. The Index trades the most liquid Emerging Market FX Pairs for OTC Options, covering multiple regions (Eastern Europe, Asia, Latam), physically delivered options and Cash settled NDFs. " noteItem="C.11.f.i.1"/>
      
      <explntrNote note="Unique security identifier BRYSYWYX5 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 60." noteItem="C.11.c.v"/>
      
      
      <explntrNote note="This amendment reflects updates made to the collateral values reported in Item C.12.a.(ii),  The values have now been corrected to ensure accurate reporting." noteItem="C.12.a"/>
      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>
      <explntrNote note="Monthly returns presented in B.5.a have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <explntrNote note="Unique security identifier BRYW4L1X9 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 65." noteItem="C.11.c.v"/>
      <explntrNote note="Unique security identifier BRYY6L5J0 is an Asset Swapped Convertible Option Transaction with a Fixed exercise price of 1.42%" noteItem="C.11.c.v"/>
      <explntrNote note="Unique security identifier BRYQ7TVS0 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 3M HIBOR + 110." noteItem="C.11.c.v"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Funds V</ncom:nameOfApplicant>
      <ncom:signature>Chuck Pulsfort</ncom:signature>
      <ncom:signerName>Chuck Pulsfort</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
